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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
ASXC
3426
DELISTED
Asensus Surgical, Inc.
ASXC
$69K ﹤0.01%
1,254
+140
+13% +$6K
DRNA
3427
DELISTED
Dicerna Pharmaceuticals, Inc.
DRNA
$69K ﹤0.01%
+12,949
New +$81.7K
FOMX
3428
DELISTED
Foamix Pharmaceuticals Ltd. Ordinary Shares
FOMX
$68K ﹤0.01%
+10,402
New +$67.1K
BONT
3429
DELISTED
Bon-Ton Stores Inc/The
BONT
$68K ﹤0.01%
30,062
+8,701
+41% +$17K
ARWR icon
3430
Arrowhead Research
ARWR
$12B
$67K ﹤0.01%
13,825
-44,263
-76% -$187K
PDS
3431
Precision Drilling
PDS
$951M
$67K ﹤0.01%
+796
New +$56.8K
SREV
3432
DELISTED
ServiceSource International, Inc.
SREV
$65K ﹤0.01%
15,297
-2,408
-14% -$9.74K
IMMU
3433
DELISTED
Immunomedics Inc
IMMU
$65K ﹤0.01%
25,872
+7,200
+39% +$16.2K
AXIA.PR
3434
DELISTED
AXIA Energia American Depositary Shares Preferred Class B1
AXIA.PR
$64K ﹤0.01%
+22,086
New +$56.5K
III icon
3435
Information Services Group
III
$205M
$63K ﹤0.01%
16,107
-6,319
-28% -$21.6K
MOBL
3436
DELISTED
MobileIron, Inc.
MOBL
$63K ﹤0.01%
14,010
-21,091
-60% -$78.8K
SGM
3437
DELISTED
Stonegate Mortgage Corporation
SGM
$62K ﹤0.01%
+10,763
New +$48K
CORT icon
3438
Corcept Therapeutics
CORT
$9.96B
$61K ﹤0.01%
13,065
+1,638
+14% +$6.38K
BV
3439
DELISTED
Bazaarvoice, Inc.
BV
$61K ﹤0.01%
+19,372
New +$65.7K
AMBR
3440
DELISTED
Amber Road Inc
AMBR
$60K ﹤0.01%
11,092
-166
-1% -$767
UPL
3441
DELISTED
Ultra Petroleum Corp. Common Stock
UPL
$59K ﹤0.01%
119,241
-257,040
-68% -$304K
NVCN
3442
DELISTED
Neovasc Inc.
NVCN
$57K ﹤0.01%
+1
New +$94.1K
RFP
3443
DELISTED
Resolute Forest Products Inc.
RFP
$57K ﹤0.01%
10,282
-12,810
-55% -$69.4K
CLD
3444
DELISTED
Cloud Peak Energy Inc
CLD
$57K ﹤0.01%
29,277
-78,836
-73% -$135K
RJET
3445
DELISTED
REPUBLIC AWYS HLDGS INC
RJET
$56K ﹤0.01%
28,722
-163,442
-85% -$353K
ALSK
3446
DELISTED
Alaska Communications Systems
ALSK
$55K ﹤0.01%
30,898
-23,181
-43% -$38.3K
AEGR
3447
DELISTED
Aegerion Pharmaceuticals
AEGR
$55K ﹤0.01%
+14,867
New +$92.1K
SHYF
3448
DELISTED
The Shyft Group
SHYF
$51K ﹤0.01%
12,902
+2,020
+19% +$6.67K
ECYT
3449
DELISTED
Endocyte, Inc. Common Stock
ECYT
$47K ﹤0.01%
+15,265
New +$49.8K
ERN
3450
DELISTED
Erin Energy Corp
ERN
$43K ﹤0.01%
22,873
-69,206
-75% -$157K
136 137
138
139 140

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AF
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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.