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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
OREX
3476
DELISTED
Orexigen Therapeutics, Inc.
OREX
$13K ﹤0.01%
2,388
-1,795
-43% -$23.3K
TAT
3477
DELISTED
TransAtlantic Petroleum LTD.
TAT
$10K ﹤0.01%
13,212
-29,177
-69% -$24.8K
GOGL
3478
DELISTED
Golden Ocean Group
GOGL
$8K ﹤0.01%
2,261
-4,347
-66% -$14.9K
VMEM
3479
DELISTED
VIOLIN MEMORY, INC.
VMEM
$8K ﹤0.01%
3,890
-222
-5% -$639
AGX icon
3480
Argan
AGX
$7.01B
– –
-10,644
Closed -$345K
AIVL icon
3481
WisdomTree US AI Enhanced Value Fund
AIVL
$431M
– –
-11,140
Closed -$783K
AKBA icon
3482
Akebia Therapeutics
AKBA
$333M
– –
-23,807
Closed -$308K
ALNT icon
3483
Allient
ALNT
$1.37B
– –
-11,486
Closed -$200K
AMBA icon
3484
Ambarella
AMBA
$2.92B
– –
-7,160
Closed -$399K
AMLP icon
3485
Alerian MLP ETF
AMLP
$13B
– –
-7,541
Closed -$454K
BBN icon
3486
BlackRock Taxable Municipal Bond Trust
BBN
$978M
– –
-91,981
Closed -$1.93M
BCX icon
3487
BlackRock Resources & Commodities Strategy Trust
BCX
$890M
– –
-210,065
Closed -$1.49M
BGT icon
3488
BlackRock Floating Rate Income Trust
BGT
$320M
– –
-27,817
Closed -$348K
BTO
3489
John Hancock Financial Opportunities Fund
BTO
$822M
– –
-8,096
Closed -$227K
BWZ icon
3490
State Street SPDR Bloomberg Short Term International Treasury Bond ETF
BWZ
$264M
– –
-8,192
Closed -$244K
BXMX
3491
DELISTED
Nuveen S&P 500 Buy-Write Income Fund
BXMX
– –
-84,714
Closed -$1.14M
CHI
3492
Calamos Convertible Opportunities and Income Fund
CHI
$979M
– –
-80,060
Closed -$793K
CII icon
3493
BlackRock Enhanced Captial and Income Fund
CII
$971M
– –
-30,835
Closed -$436K
CIGI icon
3494
Colliers International
CIGI
$5.3B
– –
-4,671
Closed -$208K
CRK icon
3495
Comstock Resources
CRK
$3.68B
– –
-15,237
Closed -$142K
CTO
3496
CTO Realty Growth
CTO
$753M
– –
-16,029
Closed -$229K
DALN
3497
DELISTED
DallasNews
DALN
– –
-17,934
Closed -$359K
DHF
3498
BNY Mellon High Yield Strategies Fund
DHF
$170M
– –
-78,318
Closed -$241K
DHY
3499
Credit Suisse High Yield Credit Fund
DHY
$240M
– –
-93,090
Closed -$212K
DVAX
3500
DELISTED
Dynavax Technologies
DVAX
– –
-17,298
Closed -$418K
138 139
140
141 142

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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.