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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
LHO
926
DELISTED
LaSalle Hotel Properties
LHO
$9.01M 0.01%
356,054
+199,208
+127% +$4.72M
NCMI icon
927
National CineMedia
NCMI
$378M
$9M 0.01%
59,163
+29,809
+102% +$4.46M
AJG icon
928
Arthur J. Gallagher & Co
AJG
$69.1B
$9M 0.01%
202,296
+15,187
+8% +$606K
COHR
929
DELISTED
Coherent Inc
COHR
$8.97M 0.01%
97,633
+34,462
+55% +$2.65M
KUB
930
DELISTED
KUBOTA CORPORATION (ONE ADS REP 5 SHS COM)
KUB
$8.94M 0.01%
130,773
-9,242
-7% -$632K
RAMP icon
931
LiveRamp
RAMP
$2.29B
$8.9M 0.01%
415,173
+105,610
+34% +$2.1M
PFPT
932
DELISTED
Proofpoint, Inc.
PFPT
$8.87M 0.01%
164,917
+119,876
+266% +$6.11M
KND
933
DELISTED
Kindred Healthcare
KND
$8.85M 0.01%
716,668
+349,352
+95% +$3.62M
BHE icon
934
Benchmark Electronics
BHE
$2.66B
$8.83M 0.01%
383,057
+78,225
+26% +$1.65M
KEP icon
935
Korea Electric Power
KEP
$14.6B
$8.8M 0.01%
341,642
+39,192
+13% +$895K
IDCC icon
936
InterDigital
IDCC
$6.75B
$8.79M 0.01%
157,877
+12,966
+9% +$626K
EQC
937
DELISTED
Equity Commonwealth
EQC
$8.77M 0.01%
310,713
+100,244
+48% +$2.71M
ARCO icon
938
Arcos Dorados Holdings
ARCO
$1.74B
$8.76M 0.01%
2,401,250
+193,312
+9% +$535K
CSC
939
DELISTED
Computer Sciences
CSC
$8.75M 0.01%
254,317
-53,805
-17% -$1.62M
HAR
940
DELISTED
Harman International Industries
HAR
$8.74M 0.01%
98,158
-30,163
-24% -$2.4M
RL icon
941
Ralph Lauren
RL
$22.4B
$8.71M 0.01%
90,446
-19,240
-18% -$1.89M
GEO icon
942
The GEO Group
GEO
$4B
$8.7M 0.01%
376,569
+315,378
+515% +$6.16M
WSO icon
943
Watsco Inc
WSO
$13.2B
$8.7M 0.01%
64,551
+10,766
+20% +$1.31M
AWI icon
944
Armstrong World Industries
AWI
$7.37B
$8.67M 0.01%
179,180
+2,512
+1% +$103K
AMN icon
945
AMN Healthcare
AMN
$1.35B
$8.65M 0.01%
257,497
+173,787
+208% +$4.97M
HHH icon
946
Howard Hughes
HHH
$3.94B
$8.65M 0.01%
85,669
+45,680
+114% +$4.2M
NMO
947
DELISTED
NUVEEN MUNI MARKET OPPORT FUND
NMO
$8.65M 0.01%
608,176
+124,093
+26% +$1.74M
SNN icon
948
Smith & Nephew
SNN
$13.7B
$8.64M 0.01%
259,413
-14,029
-5% -$459K
TRN icon
949
Trinity Industries
TRN
$2.92B
$8.63M 0.01%
654,701
+188,497
+40% +$2.65M
AMH icon
950
American Homes 4 Rent
AMH
$12.1B
$8.61M 0.01%
541,675
+193,193
+55% +$2.89M
36 37
38
39 40

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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.