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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
SPTN
1101
DELISTED
SpartanNash
SPTN
$7M 0.01%
230,948
+46,230
+25% +$1.09M
EE
1102
DELISTED
El Paso Electric Company
EE
$6.97M 0.01%
151,946
+13,618
+10% +$560K
SITC icon
1103
SITE Centers
SITC
$227M
$6.97M 0.01%
303,941
+27,404
+10% +$590K
TDW icon
1104
Tidewater
TDW
$3.65B
$6.96M 0.01%
31,568
+23,766
+305% +$4.7M
BURL icon
1105
Burlington
BURL
$23.4B
$6.95M 0.01%
123,495
-9,274
-7% -$484K
ICFI icon
1106
ICF International
ICFI
$1.46B
$6.94M 0.01%
201,877
+132,408
+191% +$4.42M
KAMN
1107
DELISTED
Kaman Corp
KAMN
$6.93M 0.01%
162,447
+80,114
+97% +$3.27M
RMD icon
1108
ResMed
RMD
$30.3B
$6.93M 0.01%
119,907
+15,533
+15% +$879K
CRUS icon
1109
Cirrus Logic
CRUS
$6.65B
$6.92M 0.01%
190,154
-17,805
-9% -$577K
PIR
1110
DELISTED
Pier 1 Imports, Inc.
PIR
$6.92M 0.01%
49,371
+4,551
+10% +$464K
RGC
1111
DELISTED
Regal Entertainment Group
RGC
$6.92M 0.01%
327,429
-27,525
-8% -$525K
PDM
1112
Piedmont Realty Trust
PDM
$1.25B
$6.9M 0.01%
339,854
+53,414
+19% +$995K
PRGS icon
1113
Progress Software
PRGS
$1.65B
$6.9M 0.01%
285,992
+15,933
+6% +$391K
PWR icon
1114
Quanta Services
PWR
$98.7B
$6.89M 0.01%
305,534
+43,093
+16% +$854K
HURN icon
1115
Huron Consulting
HURN
$2.61B
$6.89M 0.01%
118,355
+55,495
+88% +$3.06M
THC icon
1116
Tenet Healthcare
THC
$21.8B
$6.88M 0.01%
237,890
+41,857
+21% +$1.09M
KYO
1117
DELISTED
Kyocera Adr
KYO
$6.88M 0.01%
155,741
+25,334
+19% +$1.1M
ARDC
1118
Are Dynamic Credit Allocation Fund
ARDC
$296M
$6.87M 0.01%
513,641
+224,079
+77% +$2.85M
NJ
1119
DELISTED
NIDEC CP (NIHON KABUSHIKI KAISHA)1 ADS REPTG .25 SH COM STK
NJ
$6.86M 0.01%
399,778
+21,894
+6% +$373K
EEFT icon
1120
Euronet Worldwide
EEFT
$2.92B
$6.85M 0.01%
92,386
+20,234
+28% +$1.43M
EDR
1121
DELISTED
Education Realty Trust Inc
EDR
$6.85M 0.01%
164,603
-18,531
-10% -$724K
DFT
1122
DELISTED
DuPont Fabros Technology Inc.
DFT
$6.84M 0.01%
168,838
+53,586
+46% +$1.86M
TKR icon
1123
Timken Company
TKR
$9.46B
$6.84M 0.01%
204,113
+13,096
+7% +$380K
THS
1124
DELISTED
Treehouse Foods
THS
$6.83M 0.01%
78,789
+12,819
+19% +$1.02M
AWP
1125
abrdn Global Premier Properties Fund
AWP
$375M
$6.83M 0.01%
407,322
+9,330
+2% +$145K
43 44
45
46 47

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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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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.