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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
NCLH icon
1226
Norwegian Cruise Line
NCLH
$8.59B
$6.01M 0.01%
108,691
+22,231
+26% +$1.07M
QTS
1227
DELISTED
QTS REALTY TRUST, INC.
QTS
$6M 0.01%
126,702
+106,181
+517% +$4.74M
DCT
1228
DELISTED
DCT Industrial Trust Inc.
DCT
$6M 0.01%
152,037
+28,899
+23% +$1.06M
FULT icon
1229
Fulton Financial
FULT
$4.66B
$6M 0.01%
448,146
+249,545
+126% +$3.18M
DRII
1230
DELISTED
DIAMOND RESORTS INTL, INC
DRII
$5.99M 0.01%
246,596
+140,043
+131% +$2.99M
WCG
1231
DELISTED
Wellcare Health Plans, Inc.
WCG
$5.98M 0.01%
64,504
+6,795
+12% +$564K
VWR
1232
DELISTED
VWR Corporation
VWR
$5.97M 0.01%
220,791
+59,673
+37% +$1.48M
VKQ icon
1233
Invesco Municipal Trust
VKQ
$541M
$5.97M 0.01%
448,426
+165,513
+59% +$2.16M
NFBK
1234
DELISTED
Northfield Bancorp
NFBK
$5.96M 0.01%
362,675
+278,532
+331% +$4.34M
NMA
1235
DELISTED
NUVEEN MUNI ADVANTAGE FUND
NMA
$5.96M 0.01%
415,163
+84,809
+26% +$1.19M
BOH icon
1236
Bank of Hawaii
BOH
$3.15B
$5.95M 0.01%
87,165
+8,012
+10% +$504K
GPT
1237
DELISTED
Gramercy Property Trust
GPT
$5.94M 0.01%
234,241
+152,135
+185% +$3.42M
OHI icon
1238
Omega Healthcare
OHI
$15B
$5.93M 0.01%
168,137
+2,152
+1% +$70.5K
DHC
1239
Diversified Healthcare Trust
DHC
$2.17B
$5.93M 0.01%
331,706
+106,619
+47% +$1.66M
LE icon
1240
Lands' End
LE
$369M
$5.93M 0.01%
232,466
+8,433
+4% +$198K
EAD
1241
Allspring Income Opportunities Fund
EAD
$372M
$5.93M 0.01%
783,038
+7,793
+1% +$55.9K
SIVB
1242
DELISTED
SVB Financial Group
SIVB
$5.93M 0.01%
58,069
+27,554
+90% +$2.67M
NWE icon
1243
NorthWestern Energy
NWE
$4.29B
$5.91M 0.01%
95,777
-9,933
-9% -$573K
H icon
1244
Hyatt Hotels
H
$16.6B
$5.9M 0.01%
119,275
+16,545
+16% +$718K
TTC icon
1245
Toro Company
TTC
$8.72B
$5.9M 0.01%
137,084
-70,930
-34% -$2.73M
MMT
1246
Aberdeen Multi-Market Income Fund
MMT
$237M
$5.9M 0.01%
1,012,300
+91,665
+10% +$509K
SKX
1247
DELISTED
Skechers
SKX
$5.9M 0.01%
193,767
-32,824
-14% -$988K
CMRE icon
1248
Costamare
CMRE
$1.87B
$5.9M 0.01%
662,662
+201,195
+44% +$1.57M
ALKS icon
1249
Alkermes
ALKS
$8.39B
$5.9M 0.01%
172,491
+78,045
+83% +$3.08M
TTM
1250
DELISTED
Tata Motors Limited
TTM
$5.87M 0.01%
202,175
-40,044
-17% -$1.01M
48 49
50
51 52

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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.