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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
DWM icon
3501
WisdomTree International Equity Fund
DWM
$671M
– –
-9,256
Closed -$431K
DXJ icon
3502
WisdomTree Japan Hedged Equity Fund
DXJ
$7.12B
– –
-542,629
Closed -$27.2M
OPPJ
3503
WisdomTree Trust WisdomTree Japan Opportunities Fund
OPPJ
$274M
– –
-1,869,028
Closed -$31.8M
EGY icon
3504
Vaalco Energy
EGY
$540M
– –
-215,754
Closed -$345K
ENPH icon
3505
Enphase Energy
ENPH
$4.79B
– –
-11,273
Closed -$40K
EOT
3506
Eaton Vance National Municipal Opportunities Trust
EOT
$269M
– –
-41,385
Closed -$887K
ET icon
3507
Energy Transfer Partners
ET
$69.5B
– –
-19,646
Closed -$270K
FPF
3508
First Trust Intermediate Duration Preferred & Income Fund
FPF
$1.08B
– –
-155,711
Closed -$3.31M
FRO icon
3509
Frontline
FRO
$8.63B
– –
-10,234
Closed -$153K
FSV icon
3510
FirstService
FSV
$6.58B
– –
-5,856
Closed -$237K
FUN icon
3511
Cedar Fair
FUN
$1.91B
– –
-48,137
Closed -$2.69M
GDX icon
3512
VanEck Gold Miners ETF
GDX
$22.7B
– –
-637,000
Closed -$8.74M
GERN icon
3513
Geron
GERN
$930M
– –
-13,179
Closed -$64K
GOGO icon
3514
Gogo Inc
GOGO
$550M
– –
-24,463
Closed -$435K
GSM icon
3515
FerroAtlántica
GSM
$628M
– –
-70,526
Closed -$758K
HDV
3516
iShares Core High Dividend ETF
HDV
$14.7B
– –
-29,895
Closed -$439K
HPS
3517
John Hancock Preferred Income Fund III
HPS
$457M
– –
-23,892
Closed -$427K
HRTX icon
3518
Heron Therapeutics
HRTX
$92M
– –
-49,894
Closed -$1.33M
IDV icon
3519
iShares International Select Dividend ETF
IDV
$8.28B
– –
-9,800
Closed -$281K
IHI icon
3520
iShares US Medical Devices ETF
IHI
$3.14B
– –
-10,404
Closed -$212K
JRI icon
3521
Nuveen Real Asset Income & Growth Fund
JRI
$354M
– –
-11,581
Closed -$176K
MCHI icon
3522
iShares MSCI China ETF
MCHI
$6.16B
– –
-12,366
Closed -$552K
MFM
3523
Aberdeen Municipal Income Fund
MFM
$221M
– –
-63,336
Closed -$431K
MQT
3524
DELISTED
BlackRock MuniYield Quality Fund II
MQT
– –
-13,621
Closed -$181K
MRIN
3525
DELISTED
Marin Software
MRIN
– –
-270
Closed -$41K
139 140
141
142 143

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AF
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MCM
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PSUF
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IA
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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.