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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
MHO icon
2951
M/I Homes
MHO
$3.95B
$492K ﹤0.01%
26,391
-17,713
-40% -$318K
NEE.PRH.CL
2952
DELISTED
NextEra Energy Capital Holdings
NEE.PRH.CL
$492K ﹤0.01%
19,203
+5,628
+41% +$144K
MCRB icon
2953
Seres Therapeutics
MCRB
$45M
$490K ﹤0.01%
+923
New +$482K
SFL icon
2954
SFL Corp
SFL
$1.61B
$490K ﹤0.01%
35,312
-26,979
-43% -$363K
FOE
2955
DELISTED
Ferro Corporation
FOE
$490K ﹤0.01%
41,251
-3,272
-7% -$32.8K
TAHO
2956
DELISTED
Tahoe Resources Inc
TAHO
$489K ﹤0.01%
48,782
-14,170
-23% -$126K
TRUP icon
2957
Trupanion
TRUP
$1.13B
$488K ﹤0.01%
+49,543
New +$444K
ICPT
2958
DELISTED
Intercept Pharmaceuticals, Inc.
ICPT
$488K ﹤0.01%
3,801
-595
-14% -$70.3K
CYTK icon
2959
Cytokinetics
CYTK
$10.6B
$487K ﹤0.01%
69,121
+43,405
+169% +$317K
HIE
2960
DELISTED
Miller/Howard High Income Equity Fund
HIE
$487K ﹤0.01%
+42,018
New +$436K
GWPH
2961
DELISTED
GW Pharmaceuticals Plc American Depositary Shares
GWPH
$487K ﹤0.01%
6,747
+3,419
+103% +$188K
PES
2962
DELISTED
Pioneer Energy Services Corp.
PES
$487K ﹤0.01%
221,552
-105,293
-32% -$174K
NMIH icon
2963
NMI Holdings
NMIH
$3.37B
$482K ﹤0.01%
95,511
+58,829
+160% +$307K
WAC
2964
DELISTED
Walter Investment Mgt Corp
WAC
$481K ﹤0.01%
62,999
-5,946
-9% -$54.1K
PGH
2965
DELISTED
Pengrowth Energy Corporation
PGH
$481K ﹤0.01%
367,360
-133,973
-27% -$107K
LKFN icon
2966
Lakeland Financial Corp
LKFN
$1.57B
$477K ﹤0.01%
15,624
-1,022
-6% -$29.6K
NVDQ
2967
DELISTED
Novadaq Technologies Inc.
NVDQ
$477K ﹤0.01%
+43,036
New +$456K
BANC icon
2968
Banc of California
BANC
$2.87B
$476K ﹤0.01%
+27,219
New +$411K
EFG icon
2969
iShares MSCI EAFE Growth ETF
EFG
$16.2B
$476K ﹤0.01%
7,231
– –
SENEA icon
2970
Seneca Foods Class A
SENEA
$1.15B
$474K ﹤0.01%
13,651
+3,654
+37% +$111K
ELGX
2971
DELISTED
Endologix Inc
ELGX
$474K ﹤0.01%
5,667
+3,822
+207% +$315K
MLR icon
2972
Miller Industries
MLR
$577M
$473K ﹤0.01%
23,346
+39
+0.2% +$785
STT.PRC.CL
2973
DELISTED
STATE STREET CORPORATION Depositary Shares, each representing a 1/4,000th ownership interest in a sh
STT.PRC.CL
$473K ﹤0.01%
18,280
+817
+5% +$20.8K
CDI
2974
DELISTED
CDI Corp.
CDI
$473K ﹤0.01%
75,264
+11,962
+19% +$62.5K
CCV.CL
2975
DELISTED
Comcast Corporation
CCV.CL
$471K ﹤0.01%
17,899
+972
+6% +$25.2K
117 118
119
120 121

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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.