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PPA

Parametric Portfolio Associates Portfolio holdings

AUM $190B
1-Year Est. Return 18.52%
This Fund
S&P 500
This Quarter Est. Return
+2.06%
1 Year Est. Return
+18.52%
3 Year Est. Return
+86.84%
5 Year Est. Return
+137.89%
10 Year Est. Return
–
AUM
$61.9B
AUM Growth
+$3.26B
Cap. Flow
+$2.79B
Cap. Flow %
4.51%
Top 10 Hldgs %
13.35%
Holding
4,156
New
210
Increased
2,489
Reduced
1,252
Closed
182

Top Buys

Rank Stock Value
1
VOO icon
Vanguard S&P 500 ETF
VOO
+$130M
2
MSFT icon
Microsoft
MSFT
+$90.6M
3
META icon
Meta Platforms (Facebook)
META
+$58.2M
4
M icon
Macy's
M
+$56.4M
5
AVGO icon
Broadcom
AVGO
+$53.6M

Top Sells

Rank Stock Value
1
IVV icon
iShares Core S&P 500 ETF
IVV
+$109M
2
CB
CHUBB CORPORATION
CB
+$76M
3
EEM icon
iShares MSCI Emerging Markets ETF
EEM
+$54.2M
4
PCP
PRECISION CASTPARTS CORP
PCP
+$51.2M
5
BRCM
BROADCOM CORP CL-A
BRCM
+$48.8M

Sector Composition

Rank Sector Weight
1 Financials 12.89%
2 Technology 12.57%
3 Healthcare 11.91%
4 Industrials 9.11%
5 Consumer Discretionary 8.87%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
MACK
3301
DELISTED
Merrimack Pharmaceuticals, Inc.
MACK
$191K ﹤0.01%
2,895
+998
+53% +$52.1K
FUR
3302
DELISTED
WINTHROP REALTY TRUST SHS BENE INT (NEW)
FUR
$190K ﹤0.01%
14,466
+2,174
+18% +$28.1K
CIK
3303
Credit Suisse Asset Management Income Fund
CIK
$134M
$189K ﹤0.01%
65,821
-1,523
-2% -$4.14K
CLS icon
3304
Celestica
CLS
$38.1B
$187K ﹤0.01%
17,027
-3,957
-19% -$40K
NCIT
3305
DELISTED
NCI, Inc.
NCIT
$187K ﹤0.01%
13,375
-1,301
-9% -$17.7K
IBCP icon
3306
Independent Bank Corp
IBCP
$802M
$186K ﹤0.01%
+12,766
New +$186K
FFNW
3307
DELISTED
First Financial Northwest, Inc
FFNW
$185K ﹤0.01%
14,036
+3,163
+29% +$42.2K
XBKS
3308
DELISTED
Xenith Bankshares, Inc. Common Stock
XBKS
$185K ﹤0.01%
10,476
-1,754
-14% -$30.5K
KVHI icon
3309
KVH Industries
KVHI
$175M
$184K ﹤0.01%
19,296
+4,399
+30% +$39.4K
CJES
3310
DELISTED
C&J ENERGY SVCS LTD
CJES
$178K ﹤0.01%
126,489
-20,951
-14% -$44.4K
FBIO icon
3311
Fortress Biotech
FBIO
$113M
$176K ﹤0.01%
3,790
-62
-2% -$2.62K
SPNS
3312
DELISTED
Sapiens International
SPNS
$176K ﹤0.01%
14,684
+1,921
+15% +$20.5K
ESPR
3313
DELISTED
Esperion Therapeutics
ESPR
$175K ﹤0.01%
+10,337
New +$166K
AORT icon
3314
Artivion
AORT
$1.35B
$174K ﹤0.01%
16,181
+1,765
+12% +$17.9K
EGO icon
3315
Eldorado Gold
EGO
$8.43B
$173K ﹤0.01%
10,947
+4,833
+79% +$69.9K
JOE icon
3316
St. Joe Company
JOE
$3.57B
$173K ﹤0.01%
10,084
-17,258
-63% -$273K
TSC
3317
DELISTED
TriState Capital Holdings, Inc.
TSC
$173K ﹤0.01%
13,737
-379
-3% -$4.64K
GNBC
3318
DELISTED
Green Bancorp, Inc
GNBC
$172K ﹤0.01%
+22,725
New +$178K
ATE
3319
DELISTED
Advantest Corp
ATE
$172K ﹤0.01%
18,518
-3,392
-15% -$30.4K
IAE
3320
Voya Asia Pacific High Dividend Equity Income Fund
IAE
$88.7M
$171K ﹤0.01%
18,497
-1,883
-9% -$15.8K
TCRT icon
3321
Alaunos Therapeutics
TCRT
$4.69M
$171K ﹤0.01%
154
+13
+9% +$13.3K
CMT icon
3322
Core Molding Technologies
CMT
$199M
$170K ﹤0.01%
13,582
+1,918
+16% +$21.6K
OSBC icon
3323
Old Second Bancorp
OSBC
$1.3B
$169K ﹤0.01%
23,609
+4,226
+22% +$29.1K
NMBL
3324
DELISTED
Nimble Storage, Inc.
NMBL
$169K ﹤0.01%
21,522
+8,742
+68% +$62.2K
MY
3325
DELISTED
CHINA MING YANG WIND PWR GRP LTD ADS RSPTG 1 ORD SHS (CHINA)
MY
$164K ﹤0.01%
68,410
– –
131 132
133
134 135

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AF
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MCM
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PSUF
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IA
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SCC
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BAM
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Parametric Portfolio Associates's Q1 2016 Portfolio in Review

As of Q1 2016, Parametric Portfolio Associates held 4,156 positions worth $61.9B, up 5.6% from $58.6B the previous quarter. Its ten largest holdings account for 13% of the portfolio.

Parametric Portfolio Associates deployed $2.79B of net new capital in Q1 2016, opening 210 new positions and adding to 2,489 existing holdings. Its largest new stake was WisdomTree Japan SmallCap Dividend Fund: 846,902 shares worth $46.6M.

By sector, the portfolio is most concentrated in Financials at 13% of assets, down from 14% a quarter earlier, followed by Technology and Healthcare.

On the sell side, the largest reduction was iShares Core S&P 500 ETF, an estimated $109M trimmed.

  • Parametric Portfolio Associates's largest Q1 2016 buy was WisdomTree Japan SmallCap Dividend Fund: 846,902 shares worth $46.6M.
  • Parametric Portfolio Associates added most to Vanguard S&P 500 ETF in Q1 2016, an estimated $130M increase.
  • Parametric Portfolio Associates's biggest Q1 2016 reduction was iShares Core S&P 500 ETF, cutting an estimated $109M.
  • Parametric Portfolio Associates fully exited CHUBB CORPORATION in Q1 2016, selling an estimated $76M.
  • Parametric Portfolio Associates's ten largest holdings make up 13% of its $61.9B portfolio in Q1 2016.
  • Parametric Portfolio Associates opened 210 new positions and closed 182 in Q1 2016.
  • Parametric Portfolio Associates's portfolio value rose 5.6% quarter-over-quarter to $61.9B.

Based on Parametric Portfolio Associates's 13F filing for Q1 2016, filed 13 May 2016.