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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
JCP
1326
DELISTED
J.C. Penney Company, Inc.
JCP
$5.38M 0.01%
486,363
+254,209
+110% +$2.23M
STRA icon
1327
Strategic Education
STRA
$1.92B
$5.37M 0.01%
110,200
+6,799
+7% +$335K
EGBN icon
1328
Eagle Bancorp
EGBN
$838M
$5.35M 0.01%
111,472
+17,767
+19% +$835K
RGLD icon
1329
Royal Gold
RGLD
$17.2B
$5.35M 0.01%
104,233
+49,376
+90% +$2.01M
CST
1330
DELISTED
CST Brands, Inc.
CST
$5.34M 0.01%
139,516
-27,133
-16% -$996K
DIN icon
1331
Dine Brands
DIN
$457M
$5.34M 0.01%
57,170
+8,604
+18% +$754K
EIM
1332
Eaton Vance Municipal Bond Fund
EIM
$494M
$5.34M 0.01%
401,374
+165,263
+70% +$2.16M
GK
1333
DELISTED
G&K Services Inc
GK
$5.34M 0.01%
72,870
-18,877
-21% -$1.23M
JBTM
1334
JBT Marel
JBTM
$7.31B
$5.33M 0.01%
94,433
-29,266
-24% -$1.42M
BBOX
1335
DELISTED
Black Box Corp
BBOX
$5.32M 0.01%
394,903
+301,023
+321% +$3.23M
CVLT icon
1336
Commault Systems
CVLT
$4.82B
$5.31M 0.01%
123,020
+85,893
+231% +$3.18M
OUT icon
1337
Outfront Media
OUT
$5.62B
$5.31M 0.01%
255,610
+51,762
+25% +$1.05M
CHH icon
1338
Choice Hotels
CHH
$5.08B
$5.3M 0.01%
98,149
-11,781
-11% -$566K
AMKR icon
1339
Amkor Technology
AMKR
$12B
$5.3M 0.01%
900,474
+148,505
+20% +$806K
SCHL icon
1340
Scholastic
SCHL
$789M
$5.28M 0.01%
141,364
+21,601
+18% +$770K
NSR
1341
DELISTED
Neustar Inc
NSR
$5.28M 0.01%
214,431
+65,498
+44% +$1.57M
LECO icon
1342
Lincoln Electric
LECO
$13.7B
$5.27M 0.01%
89,981
+17,631
+24% +$960K
BBG
1343
DELISTED
Bill Barrett Corp
BBG
$5.26M 0.01%
845,127
+356,380
+73% +$1.43M
COTY icon
1344
Coty
COTY
$2.37B
$5.25M 0.01%
188,805
-64,330
-25% -$1.68M
DEI icon
1345
Douglas Emmett
DEI
$2.02B
$5.24M 0.01%
173,853
-22,636
-12% -$641K
CMD
1346
DELISTED
Cantel Medical Corporation
CMD
$5.23M 0.01%
73,243
+3,413
+5% +$214K
FCS
1347
DELISTED
FAIRCHILD SEMICONDUCTOR INTL INC COMMON
FCS
$5.23M 0.01%
261,319
-117,343
-31% -$2.38M
HR icon
1348
Healthcare Realty
HR
$7.46B
$5.22M 0.01%
177,448
+120,030
+209% +$3.33M
CROX icon
1349
Crocs
CROX
$6.14B
$5.22M 0.01%
542,511
+108,829
+25% +$1.01M
IWP icon
1350
iShares Russell Mid-Cap Growth ETF
IWP
$19.8B
$5.21M 0.01%
112,978
+104,610
+1,250% +$4.52M
52 53
54
55 56

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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.