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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
SIM icon
3376
Grupo SIMEC
SIM
$4.22B
$116K ﹤0.01%
14,194
-6,396
-31% -$43.6K
EXAS
3377
DELISTED
Exact Sciences
EXAS
$115K ﹤0.01%
17,086
-6,010
-26% -$38.5K
KERX
3378
DELISTED
Keryx Biopharmaceuticals Inc
KERX
$115K ﹤0.01%
24,623
-1,533
-6% -$6.12K
EMKR
3379
DELISTED
Emcore Corp
EMKR
$115K ﹤0.01%
2,303
+1,274
+124% +$69.3K
BEBE
3380
DELISTED
Bebe Stores Inc
BEBE
$114K ﹤0.01%
20,707
-10
-0% -$47
DS
3381
DELISTED
Drive Shack Inc.
DS
$113K ﹤0.01%
26,022
+5,378
+26% +$19.6K
VIVS
3382
VivoSim Labs
VIVS
$1.21M
$107K ﹤0.01%
206
+60
+41% +$30.5K
ONE
3383
DELISTED
HIGHER ONE HOLDINGS, INC COM STK
ONE
$106K ﹤0.01%
+27,027
New +$101K
RMTI icon
3384
Rockwell Medical
RMTI
$27.1M
$105K ﹤0.01%
+127
New +$99.7K
RICK icon
3385
RCI Hospitality Holdings
RICK
$204M
$104K ﹤0.01%
11,692
-1,747
-13% -$15.3K
MFIN icon
3386
Medallion Financial
MFIN
$230M
$102K ﹤0.01%
11,091
-567
-5% -$4.33K
ONIT
3387
Onity Group
ONIT
$348M
$102K ﹤0.01%
2,749
-4,364
-61% -$300K
TRUE
3388
DELISTED
TrueCar
TRUE
$101K ﹤0.01%
18,090
+5,989
+49% +$36.1K
EVDY
3389
DELISTED
Everyday Health, Inc.
EVDY
$101K ﹤0.01%
+18,116
New +$89.1K
NWPX icon
3390
NWPX Infrastructure Inc
NWPX
$1.23B
$100K ﹤0.01%
10,883
-22,420
-67% -$207K
MR
3391
DELISTED
Montage Resources Corporation Common Stock
MR
$100K ﹤0.01%
4,620
-12,403
-73% -$203K
CO
3392
DELISTED
Global Cord Blood Corporation
CO
$98K ﹤0.01%
16,184
+339
+2% +$2.02K
GLBL
3393
DELISTED
TerraForm Global, Inc. Class A Common Stock
GLBL
$97K ﹤0.01%
+40,635
New +$141K
MPX
3394
DELISTED
Marine Products Corp
MPX
$95K ﹤0.01%
12,477
+149
+1% +$1.03K
PAGP icon
3395
Plains GP Holdings
PAGP
$5.29B
$95K ﹤0.01%
4,095
-5,588
-58% -$115K
CETV
3396
DELISTED
Central European Media Enterprises Ltd
CETV
$95K ﹤0.01%
37,388
+8,805
+31% +$21.5K
HEOP
3397
DELISTED
Heritage Oaks Bancorp
HEOP
$93K ﹤0.01%
11,912
+1,666
+16% +$12.5K
CIA icon
3398
Citizens
CIA
$256M
$92K ﹤0.01%
12,730
+165
+1% +$1.14K
CRCM
3399
DELISTED
CARE.COM, INC.
CRCM
$91K ﹤0.01%
14,731
-6,927
-32% -$42K
ESI
3400
DELISTED
ITT EDUCATIONAL SERVICES INC
ESI
$91K ﹤0.01%
29,514
-2,407
-8% -$7.01K
134 135
136
137 138

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AF
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MCM
Melvin Capital Management New York $9.86B AUM 16.31% 1-Year Est. Return
PSUF
People's United Financial Bridgeport, Connecticut $3.51B AUM 12.24% 1-Year Est. Return
IA
IndexIQ Advisors New York $2.82B AUM 12.48% 1-Year Est. Return
SCC
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BAM
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ACI
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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.