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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
LAB icon
3401
Standard BioTools
LAB
$320M
$90K ﹤0.01%
+11,131
New +$80.3K
COOP
3402
DELISTED
Mr. Cooper
COOP
$85K ﹤0.01%
+3,026
New +$85.7K
WNEB icon
3403
Western New England Bancorp
WNEB
$268M
$85K ﹤0.01%
10,101
-2,908
-22% -$24K
AREX
3404
DELISTED
Approach Resources Inc.
AREX
$85K ﹤0.01%
73,402
-270,577
-79% -$308K
BCOV
3405
DELISTED
Brightcove, Inc.
BCOV
$82K ﹤0.01%
13,183
-2,159
-14% -$12.5K
EMG
3406
DELISTED
Emergent Capital, Inc.
EMG
$82K ﹤0.01%
20,511
+390
+2% +$1.58K
PTX
3407
DELISTED
Pernix Therapeutics Holdings, Inc.
PTX
$82K ﹤0.01%
7,846
+4,972
+173% +$98.8K
SSE
3408
DELISTED
SEVENTY SEVEN ENERGY INC COM
SSE
$82K ﹤0.01%
141,561
-7,288
-5% -$4.11K
MTSN
3409
DELISTED
MATTSON TECHNOLOGY INC
MTSN
$82K ﹤0.01%
22,374
+2,637
+13% +$9.33K
SGYP
3410
DELISTED
Synergy Pharmaceuticals, Inc Common Stock
SGYP
$80K ﹤0.01%
28,818
-19,717
-41% -$71.4K
AVH
3411
DELISTED
AVIANCA HOLDINGS S.A.
AVH
$79K ﹤0.01%
+15,894
New +$69.9K
STV
3412
DELISTED
China Digital Tv Hldgs Co Ltd
STV
$79K ﹤0.01%
52,348
– –
CNTY icon
3413
Century Casinos
CNTY
$32.4M
$78K ﹤0.01%
+12,698
New +$84.4K
REXI
3414
DELISTED
RESOURCE AMERICA INC CL-A
REXI
$78K ﹤0.01%
13,574
+1,731
+15% +$8.81K
NTP
3415
DELISTED
Nam Tai Property Inc.
NTP
$78K ﹤0.01%
12,748
-6,390
-33% -$35.3K
RJI
3416
DELISTED
AB Svensk Ekportkredit ELEMENTS Linked to the Rogers International Commodity Index-Total Return
RJI
$77K ﹤0.01%
+16,749
New +$73.9K
CALL
3417
DELISTED
magicJack VocalTec Ltd
CALL
$77K ﹤0.01%
11,681
-3,324
-22% -$25.5K
BTE icon
3418
Baytex Energy
BTE
$2.97B
$76K ﹤0.01%
19,222
-19,424
-50% -$50.9K
NL icon
3419
NLI Holdings
NL
$281M
$76K ﹤0.01%
+33,474
New +$79.4K
NETI
3420
DELISTED
Eneti Inc.
NETI
$76K ﹤0.01%
+2,499
New +$78.4K
IOVA icon
3421
Iovance Biotherapeutics
IOVA
$2.02B
$75K ﹤0.01%
+14,777
New +$80.9K
I
3422
DELISTED
INTELSAT S. A.
I
$74K ﹤0.01%
29,227
-10,305
-26% -$29.1K
CLDX icon
3423
Celldex Therapeutics
CLDX
$2.82B
$73K ﹤0.01%
1,295
-425
-25% -$47.8K
CMLS
3424
DELISTED
Cumulus Media Inc. Class A Common Stock
CMLS
$72K ﹤0.01%
19,440
-27
-0.1% -$71
SYUT
3425
DELISTED
Synutra International, Inc.
SYUT
$70K ﹤0.01%
14,100
+2,322
+20% +$11.3K
135 136
137
138 139

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MCM
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PSUF
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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.