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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
MGI
2526
DELISTED
MoneyGram International, Inc. New
MGI
$1.08M ﹤0.01%
176,575
+45,327
+35% +$256K
WFC.PRJ.CL
2527
DELISTED
Wells Fargo & Company
WFC.PRJ.CL
$1.08M ﹤0.01%
38,489
+1,637
+4% +$45.6K
AROW icon
2528
Arrow Financial
AROW
$662M
$1.07M ﹤0.01%
51,193
-1,449
-3% -$30.3K
SFS
2529
DELISTED
Smart & Final Stores, Inc.
SFS
$1.07M ﹤0.01%
66,309
+20,206
+44% +$327K
CLMS
2530
DELISTED
Calamos Asset Management, Inc.
CLMS
$1.07M ﹤0.01%
126,241
-11,940
-9% -$106K
AEH.CL
2531
DELISTED
Aegon NV 6.375% Perpetual Capital Securities Called for Redemption
AEH.CL
$1.07M ﹤0.01%
42,158
+1,900
+5% +$48.3K
TRNO icon
2532
Terreno Realty
TRNO
$7.58B
$1.07M ﹤0.01%
45,582
+3,788
+9% +$84.3K
HPF
2533
John Hancock Preferred Income Fund II
HPF
$340M
$1.07M ﹤0.01%
50,168
+38,936
+347% +$779K
PODD icon
2534
Insulet
PODD
$11.8B
$1.07M ﹤0.01%
32,191
+3,312
+11% +$104K
LION
2535
DELISTED
Fidelity Southern Corporation
LION
$1.06M ﹤0.01%
66,346
+39,290
+145% +$642K
ASCMA
2536
DELISTED
Ascent Capital Group, Inc. Series A
ASCMA
$1.06M ﹤0.01%
71,785
+7,562
+12% +$95.6K
VKI icon
2537
Invesco Advantage Municipal Income Trust II
VKI
$397M
$1.06M ﹤0.01%
85,671
-156,989
-65% -$1.9M
MOG.A icon
2538
Moog Inc Class A
MOG.A
$12.4B
$1.06M ﹤0.01%
23,207
-27,715
-54% -$1.29M
CRTO icon
2539
Criteo S.A. Ordinary Shares
CRTO
$1.14B
$1.06M ﹤0.01%
25,537
+16,815
+193% +$587K
FFIN icon
2540
First Financial Bankshares
FFIN
$5.05B
$1.06M ﹤0.01%
71,568
+5,596
+8% +$76.8K
SBY
2541
DELISTED
Silver Bay Realty Trust Corp.
SBY
$1.06M ﹤0.01%
71,269
-7,291
-9% -$103K
TBRG
2542
DELISTED
TruBridge
TBRG
$1.06M ﹤0.01%
20,252
+7,810
+63% +$414K
SRCI
2543
DELISTED
SRC Energy Inc
SRCI
$1.06M ﹤0.01%
135,902
+64,686
+91% +$434K
AVAL icon
2544
Grupo Aval
AVAL
$5.82B
$1.05M ﹤0.01%
136,269
+66,548
+95% +$447K
VLRS
2545
Controladora Vuela Compania de Aviacion
VLRS
$869M
$1.05M ﹤0.01%
49,932
+20,797
+71% +$383K
MNR
2546
DELISTED
Monmouth Real Estate Investment Corp
MNR
$1.05M ﹤0.01%
88,507
+29,572
+50% +$319K
NUTR
2547
DELISTED
Nutraceutical International Co
NUTR
$1.05M ﹤0.01%
43,039
+24,127
+128% +$584K
SEMI
2548
DELISTED
SunEdison Semiconductor Limited
SEMI
$1.05M ﹤0.01%
161,765
+46,416
+40% +$278K
ADMS
2549
DELISTED
Adamas Pharmaceuticals
ADMS
$1.05M ﹤0.01%
+72,343
New +$1.22M
LBRDA icon
2550
Liberty Broadband Class A
LBRDA
$4.89B
$1.04M ﹤0.01%
17,893
-6,370
-26% -$321K
100 101
102
103 104

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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.