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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
IDE
2501
Voya Infrastructure, Industrials and Materials Fund
IDE
$196M
$1.13M ﹤0.01%
90,625
-824
-0.9% -$9.56K
MB
2502
DELISTED
MINDBODY, Inc. Class A Common Stock
MB
$1.13M ﹤0.01%
84,756
+9,551
+13% +$120K
NTK
2503
DELISTED
NORTEK INC COM NEW (DE)
NTK
$1.13M ﹤0.01%
23,385
+1,129
+5% +$46.1K
SABA
2504
Saba Capital Income & Opportunities Fund II
SABA
$223M
$1.13M ﹤0.01%
86,493
– –
HCCI
2505
DELISTED
Heritage-Crystal Clean, Inc.
HCCI
$1.13M ﹤0.01%
+113,292
New +$993K
ARTNA icon
2506
Artesian Resources
ARTNA
$355M
$1.12M ﹤0.01%
40,123
+4,727
+13% +$132K
MODV
2507
DELISTED
ModivCare
MODV
$1.12M ﹤0.01%
21,953
+770
+4% +$36K
LORL
2508
DELISTED
Loral Space and Communications, Inc.
LORL
$1.12M ﹤0.01%
31,814
+1,024
+3% +$34.9K
GHL
2509
DELISTED
Greenhill & Co., Inc.
GHL
$1.12M ﹤0.01%
50,327
-2,652
-5% -$60.8K
IAG icon
2510
IAMGOLD
IAG
$8.42B
$1.12M ﹤0.01%
504,968
+23,042
+5% +$44.8K
VTOL icon
2511
Bristow Group
VTOL
$1.32B
$1.11M ﹤0.01%
59,450
+18,401
+45% +$341K
EPM icon
2512
Evolution Petroleum
EPM
$131M
$1.11M ﹤0.01%
229,168
+169,799
+286% +$763K
SPPI
2513
DELISTED
Spectrum Pharmaceuticals Inc
SPPI
$1.11M ﹤0.01%
174,823
+36,276
+26% +$186K
PRAH
2514
DELISTED
PRA Health Sciences, Inc.
PRAH
$1.11M ﹤0.01%
25,957
+14,366
+124% +$607K
GSIG
2515
DELISTED
GSI GROUP INC COM STK (CDA)
GSIG
$1.11M ﹤0.01%
78,139
-557
-0.7% -$7.14K
FDML
2516
DELISTED
Federal-Mogul Holdings Corporation
FDML
$1.11M ﹤0.01%
111,986
+9,380
+9% +$58.7K
IVR icon
2517
Invesco Mortgage Capital
IVR
$759M
$1.1M ﹤0.01%
9,071
-6,788
-43% -$784K
SFBS
2518
ServisFirst Bancshares
SFBS
$4.88B
$1.1M ﹤0.01%
+49,786
New +$971K
MSD
2519
Morgan Stanley Emerging Markets Debt Fund
MSD
$147M
$1.1M ﹤0.01%
125,646
-1,729
-1% -$14.7K
AMU
2520
DELISTED
ETRACS Alerian MLP Index ETN
AMU
$1.1M ﹤0.01%
64,782
+6,083
+10% +$96.5K
ENOC
2521
DELISTED
EnerNOC, Inc.
ENOC
$1.1M ﹤0.01%
147,051
+65,172
+80% +$360K
CADE
2522
DELISTED
Cadence Bank
CADE
$1.1M ﹤0.01%
51,478
-861
-2% -$17.9K
TBHC
2523
DELISTED
The Brand House Collective
TBHC
$1.1M ﹤0.01%
62,647
+8,620
+16% +$120K
LXRX icon
2524
Lexicon Pharmaceuticals
LXRX
$1.04B
$1.09M ﹤0.01%
91,015
+78,480
+626% +$823K
STT.PRE.CL
2525
DELISTED
State Street Corporation Depository Shares, each representing a 1/4,000th ownership interest in a sh
STT.PRE.CL
$1.08M ﹤0.01%
40,731
+1,748
+4% +$45.8K
99 100
101
102 103

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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.