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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
COVS
3451
DELISTED
Covisint Corporation
COVS
$43K ﹤0.01%
21,628
-7,055
-25% -$14.3K
RTK
3452
DELISTED
Rentech, Inc.
RTK
$39K ﹤0.01%
17,735
-44,173
-71% -$95.6K
LNCO
3453
DELISTED
LINNCO LLC COM SHS REPSTG LTD LIABILITY
LNCO
$39K ﹤0.01%
109,411
-12,758
-10% -$8.12K
HMY icon
3454
Harmony Gold Mining
HMY
$9.65B
$38K ﹤0.01%
+10,364
New +$27.2K
SQNM
3455
DELISTED
SEQUENOM INC NEW
SQNM
$37K ﹤0.01%
+26,516
New +$39.5K
MT.WS
3456
DELISTED
ARCELORMITTAL SA LUXEMBOURG NY REGISTRY RT
MT.WS
$37K ﹤0.01%
+30,997
New +$40.3K
REXX
3457
DELISTED
Rex Energy Corporation
REXX
$36K ﹤0.01%
4,707
-12,801
-73% -$113K
GORO icon
3458
Goldgroup Mining Inc.
GORO
$149M
$32K ﹤0.01%
13,613
-174,007
-93% -$313K
GEN
3459
DELISTED
Genesis Healthcare, Inc.
GEN
$31K ﹤0.01%
13,405
-64,834
-83% -$147K
GLPW
3460
DELISTED
GLOBAL POWER EQUIPMENT GROUP INC COMMON NEW
GLPW
$30K ﹤0.01%
14,797
-42,646
-74% -$125K
CCXI
3461
DELISTED
ChemoCentryx, Inc.
CCXI
$29K ﹤0.01%
11,607
+798
+7% +$2.91K
LTS
3462
DELISTED
Ladenburg Thalmann Financial Services Inc
LTS
$28K ﹤0.01%
11,053
+10
+0.1% +$24
BTU
3463
DELISTED
PEABODY ENERGY CORP COM STK NEW (DE)
BTU
$28K ﹤0.01%
12,020
-24,898
-67% -$92.5K
CYTR
3464
DELISTED
CytRx Corp
CYTR
$28K ﹤0.01%
1,718
-435
-20% -$5.94K
ASTC icon
3465
Astrotech Corp
ASTC
$12.5M
$26K ﹤0.01%
84
-210
-71% -$46.9K
GSAT icon
3466
Globalstar
GSAT
$10.2B
$25K ﹤0.01%
1,138
-1,769
-61% -$33.6K
KOPN icon
3467
Kopin
KOPN
$654M
$24K ﹤0.01%
14,563
-12,759
-47% -$24.4K
ALIM
3468
DELISTED
Alimera Sciences
ALIM
$24K ﹤0.01%
920
-442
-32% -$13.8K
MXPT
3469
DELISTED
MaxPoint Interactive, Inc.
MXPT
$24K ﹤0.01%
+3,359
New +$21.6K
ARNA
3470
DELISTED
Arena Pharmaceuticals Inc
ARNA
$23K ﹤0.01%
+1,175
New +$18.8K
NWBO
3471
DELISTED
Northwest Biotherapeutics, Inc. Common stock
NWBO
$23K ﹤0.01%
15,579
-2,814
-15% -$5.55K
ACW
3472
DELISTED
Accuride Corp
ACW
$21K ﹤0.01%
13,870
-11,145
-45% -$13.6K
MHGC
3473
DELISTED
Morgans Hotel Group Co.
MHGC
$16K ﹤0.01%
11,497
-28,052
-71% -$46K
TPLM
3474
DELISTED
Triangle Petroleum Corporation
TPLM
$15K ﹤0.01%
27,930
-17,468
-38% -$10.1K
CGG
3475
DELISTED
CGG
CGG
$15K ﹤0.01%
561
-277
-33% -$10.4K
137 138
139
140 141

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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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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.