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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
KEG
3326
DELISTED
KEY ENERGY SERVICES INC
KEG
$164K ﹤0.01%
443,256
-3,089
-0.7% -$1.14K
AMRC icon
3327
Ameresco
AMRC
$1.01B
$161K ﹤0.01%
33,835
-6,552
-16% -$33.4K
TFIN icon
3328
Triumph Financial Inc
TFIN
$1.83B
$160K ﹤0.01%
+10,126
New +$145K
STRL icon
3329
Sterling Infrastructure
STRL
$15.7B
$159K ﹤0.01%
30,841
-1,058
-3% -$5.32K
EVTC icon
3330
Evertec
EVTC
$1.95B
$158K ﹤0.01%
11,330
+121
+1% +$1.64K
MTCH icon
3331
Match Group
MTCH
$9.33B
$158K ﹤0.01%
+14,273
New +$163K
IMBI
3332
DELISTED
iMedia Brands, Inc. Class A Common Stock
IMBI
$158K ﹤0.01%
13,465
-5,223
-28% -$49.2K
NWS icon
3333
News Corp Class B
NWS
$17.8B
$157K ﹤0.01%
11,875
-55,801
-82% -$691K
FUEL
3334
DELISTED
Rocket Fuel Inc.
FUEL
$157K ﹤0.01%
49,724
+16,791
+51% +$54.4K
SFE
3335
DELISTED
Safeguard Scientifics, Inc.
SFE
$155K ﹤0.01%
11,727
-27,227
-70% -$343K
AVHI
3336
DELISTED
A V Homes, Inc.
AVHI
$154K ﹤0.01%
13,513
-395
-3% -$4.17K
NXRT
3337
NexPoint Residential Trust
NXRT
$691M
$153K ﹤0.01%
+11,656
New +$141K
ENZ
3338
DELISTED
Enzo Biochem, Inc.
ENZ
$153K ﹤0.01%
+33,696
New +$150K
XONE
3339
DELISTED
The ExOne Company
XONE
$152K ﹤0.01%
11,571
-93
-0.8% -$886
RPT
3340
Rithm Property Trust
RPT
$95.1M
$151K ﹤0.01%
2,324
+83
+4% +$5.21K
PZN
3341
DELISTED
Pzena Investment Management, Inc. Class A
PZN
$151K ﹤0.01%
20,029
-5,314
-21% -$37.3K
EXXI
3342
DELISTED
ENERGY XXI LTD COM SHS
EXXI
$151K ﹤0.01%
242,829
-50,031
-17% -$34.5K
AERI
3343
DELISTED
Aerie Pharmaceuticals
AERI
$150K ﹤0.01%
12,299
-18,537
-60% -$293K
SIEN
3344
DELISTED
Sientra, Inc.
SIEN
$148K ﹤0.01%
2,166
-221
-9% -$16.6K
SZMK
3345
DELISTED
SIZMEK INC COM STK (DE)
SZMK
$148K ﹤0.01%
51,124
+6,295
+14% +$20.1K
OMED
3346
DELISTED
OncoMed Pharmaceuticals, Inc.
OMED
$147K ﹤0.01%
+14,546
New +$171K
AAMI
3347
Acadian Asset Management
AAMI
$2.9B
$143K ﹤0.01%
+10,746
New +$128K
VDTH
3348
DELISTED
Videocon d2h Limited
VDTH
$143K ﹤0.01%
+19,384
New +$133K
SUNE
3349
DELISTED
SUNEDISON, INC COM
SUNE
$142K ﹤0.01%
263,073
-49,522
-16% -$114K
NVTR
3350
DELISTED
Nuvectra Corporation Common Stock
NVTR
$141K ﹤0.01%
+26,002
New +$140K
132 133
134
135 136

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PSUF
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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.