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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
FLIC
3051
DELISTED
First of Long Island Corp
FLIC
$394K ﹤0.01%
20,714
+1,439
+7% +$26.6K
PFF icon
3052
iShares Preferred and Income Securities ETF
PFF
$13.1B
$394K ﹤0.01%
10,098
-1,299
-11% -$49.7K
SCHW.PRD
3053
Charles Schwab 5.95% Series D Preferred Stock
SCHW.PRD
$719M
$394K ﹤0.01%
+15,141
New +$386K
DEA
3054
Easterly Government Properties
DEA
$1.16B
$392K ﹤0.01%
8,473
+3,353
+65% +$146K
CMRX
3055
DELISTED
Chimerix, Inc.
CMRX
$392K ﹤0.01%
76,697
+59,206
+338% +$387K
NEE.PRG.CL
3056
DELISTED
Nextera Energy Capital Holdings
NEE.PRG.CL
$391K ﹤0.01%
15,068
+816
+6% +$21K
IBP icon
3057
Installed Building Products
IBP
$6.21B
$389K ﹤0.01%
+14,601
New +$322K
BBT.PRH
3058
DELISTED
BB&T Corporation
BBT.PRH
$389K ﹤0.01%
+15,360
New +$384K
XNCR icon
3059
Xencor
XNCR
$1.45B
$385K ﹤0.01%
28,684
+4,770
+20% +$56.4K
IPLDP
3060
DELISTED
Interstate Power & Light Company Perp Prd Ser D
IPLDP
$385K ﹤0.01%
14,776
+5,711
+63% +$147K
ARH.PRC.CL
3061
DELISTED
Arch Capital Group Ltd
ARH.PRC.CL
$385K ﹤0.01%
14,450
+3,282
+29% +$86.3K
SCTY
3062
DELISTED
SolarCity Corporation
SCTY
$384K ﹤0.01%
15,632
-7,504
-32% -$214K
HGH
3063
DELISTED
THE HARTFORD FINANCIAL SERVICES GROUP, INC. 7.875% FIXED-TO-FLOATING RATE JR SUB DEBENTURE DUE 2042
HGH
$383K ﹤0.01%
12,265
+4,374
+55% +$137K
USB.PRO
3064
DELISTED
U.S. BANCORP Depositary Shares Each Representing a 1/1,000th Interest in a Share of Series H Non-Cum
USB.PRO
$383K ﹤0.01%
14,878
+736
+5% +$18.9K
MS.PRF icon
3065
Morgan Stanley Series F Preferred Stock
MS.PRF
$856K
$382K ﹤0.01%
14,080
+676
+5% +$18.4K
HCN.PRJ.CL
3066
DELISTED
Welltower Inc.
HCN.PRJ.CL
$382K ﹤0.01%
14,584
+686
+5% +$17.9K
CWEI
3067
DELISTED
Clayton Williams Energy, Inc.
CWEI
$381K ﹤0.01%
42,658
+17,631
+70% +$258K
MDLY
3068
DELISTED
Medley Management Inc
MDLY
$380K ﹤0.01%
6,908
+189
+3% +$10.3K
DLR.PRE
3069
DELISTED
DIGITAL REALTY TRUST, INC. REDEEMABLE PFD SER E
DLR.PRE
$380K ﹤0.01%
14,893
+683
+5% +$17.6K
STOR
3070
DELISTED
STORE Capital Corporation
STOR
$379K ﹤0.01%
+14,632
New +$359K
VTRB
3071
DELISTED
Ventas Realty, Ltd Partnership
VTRB
$378K ﹤0.01%
14,376
+757
+6% +$19.8K
AGYS icon
3072
Agilysys
AGYS
$3.21B
$377K ﹤0.01%
36,962
-5,656
-13% -$57.3K
SPAB icon
3073
State Street SPDR Portfolio Aggregate Bond ETF
SPAB
$9.77B
$377K ﹤0.01%
12,870
-26
-0.2% -$752
BANR icon
3074
Banner Corp
BANR
$2.38B
$376K ﹤0.01%
8,935
-3,827
-30% -$157K
SFUN
3075
DELISTED
Fang Holdings Limited American Depositary Shares (each representing ten Class A Ordinary Shares)
SFUN
$376K ﹤0.01%
1,254
+941
+301% +$267K
121 122
123
124 125

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NIPH
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AF
Amalgamated Financial New York $12.6B AUM
MCM
Melvin Capital Management New York $9.86B AUM 16.31% 1-Year Est. Return
PSUF
People's United Financial Bridgeport, Connecticut $3.51B AUM 12.24% 1-Year Est. Return
IA
IndexIQ Advisors New York $2.82B AUM 12.48% 1-Year Est. Return
SCC
Spring Creek Capital Wichita, Kansas $2.53B AUM 19.59% 1-Year Est. Return
BAM
Barrett Asset Management New York $2.39B AUM 14.06% 1-Year Est. Return
ACI
AMP Capital Investors Sydney, Australia $2.37B AUM 23.59% 1-Year Est. Return

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.