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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
CWEN icon
2976
Clearway Energy Class C
CWEN
$4.79B
$469K ﹤0.01%
32,953
-7,747
-19% -$102K
CBNJ
2977
DELISTED
CAPE BANCORP, INC COM
CBNJ
$469K ﹤0.01%
+34,901
New +$457K
BAK icon
2978
Braskem
BAK
$901M
$468K ﹤0.01%
36,250
+7,259
+25% +$92.7K
KIM.PRI.CL
2979
DELISTED
KIMCO REALTY CORPORATION Class I Depositary Shares
KIM.PRI.CL
$468K ﹤0.01%
18,053
+862
+5% +$22.3K
BELFB
2980
Bel Fuse Inc Class B
BELFB
$3.45B
$467K ﹤0.01%
31,973
+4,732
+17% +$70.1K
PSB.PRT.CL
2981
DELISTED
PS Business Parks Inc
PSB.PRT.CL
$467K ﹤0.01%
18,096
+886
+5% +$22.6K
BMTC
2982
DELISTED
Bryn Mawr Bank Corp
BMTC
$466K ﹤0.01%
18,120
+1,106
+7% +$28.7K
STAG icon
2983
STAG Industrial
STAG
$7.44B
$465K ﹤0.01%
22,846
-10,676
-32% -$189K
NHS
2984
Neuberger High Yield Strategies Fund Inc
NHS
$250M
$461K ﹤0.01%
43,477
-2,024
-4% -$20.1K
VSEC icon
2985
VSE Corp
VSEC
$5.19B
$461K ﹤0.01%
13,588
+6,854
+102% +$208K
FBNK
2986
DELISTED
First Connecticut Bancorp, Inc
FBNK
$461K ﹤0.01%
28,860
+6,791
+31% +$110K
O.PRF.CL
2987
DELISTED
Realty Income Corporation
O.PRF.CL
$461K ﹤0.01%
17,696
+789
+5% +$20.7K
JGV
2988
DELISTED
NUVEEN GLOBAL EQUITY INCOME FUND
JGV
$459K ﹤0.01%
41,815
-939
-2% -$9.66K
IIP
2989
DELISTED
INTERNAP NETWORK SERVICES CORPORATION
IIP
$457K ﹤0.01%
167,540
+40,302
+32% +$110K
SCHW.PRB.CL
2990
DELISTED
The Charles Schwab Corporation
SCHW.PRB.CL
$456K ﹤0.01%
17,317
-3,957
-19% -$104K
NILE
2991
DELISTED
Blue Nile, Inc.
NILE
$456K ﹤0.01%
17,745
-1,463
-8% -$42.9K
GKOS icon
2992
Glaukos
GKOS
$9.49B
$455K ﹤0.01%
27,007
+13,050
+94% +$226K
EVRI
2993
DELISTED
Everi Holdings
EVRI
$453K ﹤0.01%
197,777
+1,088
+0.6% +$3.26K
TNAV
2994
DELISTED
Telenav Inc.
TNAV
$453K ﹤0.01%
76,844
-15,692
-17% -$90.6K
CLF icon
2995
Cleveland-Cliffs
CLF
$6.49B
$452K ﹤0.01%
150,667
+15,250
+11% +$31.9K
TNGO
2996
DELISTED
Tangoe, Inc.
TNGO
$451K ﹤0.01%
57,164
+7,254
+15% +$56.9K
LEE icon
2997
Lee Enterprises
LEE
$175M
$447K ﹤0.01%
24,825
-56
-0.2% -$875
DUKH
2998
DELISTED
Duke Energy Corporation 5.125% Junior Subordinated Debentures due January 15, 2073
DUKH
$446K ﹤0.01%
17,152
+798
+5% +$20.5K
BUFF
2999
DELISTED
Blue Buffalo Pet Products, Inc
BUFF
$445K ﹤0.01%
+17,353
New +$333K
BMCH
3000
DELISTED
BMC Stock Holdings, Inc
BMCH
$444K ﹤0.01%
26,715
+15,441
+137% +$226K
118 119
120
121 122

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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.