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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
SGBK
3251
DELISTED
Stonegate Bank
SGBK
$234K ﹤0.01%
7,808
-132
-2% -$3.94K
NADL
3252
DELISTED
North Atlantic Drilling Ltd
NADL
$234K ﹤0.01%
+85,227
New +$188K
BBBY
3253
Bed Bath & Beyond
BBBY
$479M
$233K ﹤0.01%
21,582
+715
+3% +$6.98K
HCI icon
3254
HCI Group
HCI
$2.34B
$232K ﹤0.01%
+6,965
New +$227K
BHBK
3255
DELISTED
Blue Hills Bancorp, Inc.
BHBK
$232K ﹤0.01%
+16,993
New +$238K
FSAM
3256
DELISTED
Fifth Street Asset Management Inc. Class A
FSAM
$231K ﹤0.01%
75,412
+4,036
+6% +$11.2K
XLRN
3257
DELISTED
Acceleron Pharma
XLRN
$230K ﹤0.01%
8,707
+1,264
+17% +$36.8K
CRWN
3258
DELISTED
CROWN MEDIA HOLDINGS INC CL-A
CRWN
$230K ﹤0.01%
45,268
-772
-2% -$3.63K
IBA
3259
DELISTED
Industrias Bachoco SAB De C.V.
IBA
$229K ﹤0.01%
4,462
-1,930
-30% -$91.7K
GFA
3260
DELISTED
Gafisa S.A.
GFA
$229K ﹤0.01%
11,975
– –
KIM.PRJ.CL
3261
DELISTED
KIMCO REALTY CORPORATION Class J Depositary Shares, each of which represents a one-one thousandth fr
KIM.PRJ.CL
$228K ﹤0.01%
8,819
+364
+4% +$9.15K
FXCB
3262
DELISTED
FOX CHASE BANCORP INC COM STK (MD)
FXCB
$224K ﹤0.01%
11,599
-28,890
-71% -$559K
PSA.PRZ.CL
3263
DELISTED
Public Storage
PSA.PRZ.CL
$223K ﹤0.01%
8,078
+315
+4% +$8.47K
HASI icon
3264
Hannon Armstrong Sustainable Infrastructure Capital
HASI
$4.81B
$220K ﹤0.01%
11,466
-19
-0.2% -$340
CHMI
3265
Cherry Hill Mortgage Investment Corp
CHMI
$82.3M
$219K ﹤0.01%
15,459
+4,279
+38% +$58.7K
PSF icon
3266
Cohen & Steers Select Preferred & Income Fund
PSF
$233M
$219K ﹤0.01%
8,680
-12,993
-60% -$322K
GPX
3267
DELISTED
GP Strategies Corp.
GPX
$219K ﹤0.01%
+7,980
New +$194K
LQD icon
3268
iShares iBoxx $ Investment Grade Corporate Bond ETF
LQD
$34.3B
$218K ﹤0.01%
1,833
-53
-3% -$6.09K
DVY icon
3269
iShares Select Dividend ETF
DVY
$23.8B
$217K ﹤0.01%
+2,655
New +$203K
PSA.PRY.CL
3270
DELISTED
Public Storage
PSA.PRY.CL
$217K ﹤0.01%
7,803
+352
+5% +$9.63K
CTRL
3271
DELISTED
Control4 Corporation
CTRL
$216K ﹤0.01%
+27,109
New +$202K
CVT
3272
DELISTED
CVENT, INC.
CVT
$216K ﹤0.01%
10,115
-25,362
-71% -$599K
BRG
3273
DELISTED
Bluerock Residential Growth REIT, Inc.
BRG
$215K ﹤0.01%
19,719
-184
-0.9% -$1.92K
CNBKA
3274
DELISTED
Century Bancorp Inc/Mass
CNBKA
$215K ﹤0.01%
5,520
+55
+1% +$2.2K
CNR
3275
DELISTED
Cornerstone Building Brands, Inc.
CNR
$214K ﹤0.01%
15,072
-2,756
-15% -$30.8K
129 130
131
132 133

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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.