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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
MINI
1626
DELISTED
Mobile Mini Inc
MINI
$3.83M 0.01%
115,984
+978
+0.9% +$27.6K
TKP
1627
DELISTED
TECHNIP ADS (EA REPTG ONE ORD SHS)
TKP
$3.83M 0.01%
276,863
-300,929
-52% -$4.16M
AMC icon
1628
AMC Entertainment Holdings
AMC
$2.52B
$3.82M 0.01%
13,646
+351
+3% +$84.1K
EBIX
1629
DELISTED
Ebix Inc
EBIX
$3.82M 0.01%
93,600
+6,522
+7% +$228K
BOBE
1630
DELISTED
Bob Evans Farms, Inc.
BOBE
$3.82M 0.01%
81,728
+18,302
+29% +$772K
NRF
1631
DELISTED
NorthStar Realty Finance Corp.
NRF
$3.81M 0.01%
290,593
+78,876
+37% +$967K
BRFS
1632
DELISTED
BRF SA
BRFS
$3.81M 0.01%
268,066
+12,303
+5% +$163K
IQNT
1633
DELISTED
Inteliquent, Inc.
IQNT
$3.81M 0.01%
237,303
+63,578
+37% +$1.05M
NDSN icon
1634
Nordson
NDSN
$16.6B
$3.81M 0.01%
50,035
-1,070
-2% -$70.6K
HR
1635
DELISTED
Healthcare Realty Trust Incorporated
HR
$3.81M 0.01%
123,177
-7,224
-6% -$210K
IHS
1636
DELISTED
IHS INC CL-A COM STK
IHS
$3.8M 0.01%
30,616
-2,211
-7% -$236K
UPBD icon
1637
Upbound Group
UPBD
$1.13B
$3.8M 0.01%
239,549
+36,775
+18% +$491K
DPG
1638
Duff & Phelps Utility and Infrastructure Fund
DPG
$521M
$3.79M 0.01%
238,461
+31,368
+15% +$434K
POLY
1639
DELISTED
Plantronics, Inc.
POLY
$3.79M 0.01%
96,725
+14,356
+17% +$562K
CTLT
1640
DELISTED
CATALENT, INC.
CTLT
$3.79M 0.01%
141,983
+28,017
+25% +$682K
GRA
1641
DELISTED
W.R. Grace & Co.
GRA
$3.78M 0.01%
53,042
+8,254
+18% +$630K
SWBI icon
1642
Smith & Wesson
SWBI
$651M
$3.77M 0.01%
184,496
+112,869
+158% +$2.1M
AAT
1643
American Assets Trust
AAT
$1.45B
$3.77M 0.01%
94,500
-25,757
-21% -$961K
MTDR icon
1644
Matador Resources
MTDR
$6.2B
$3.77M 0.01%
198,711
+59,780
+43% +$992K
ICUI icon
1645
ICU Medical
ICUI
$4.21B
$3.77M 0.01%
36,163
+6,950
+24% +$664K
EFII
1646
DELISTED
Electronics for Imaging
EFII
$3.76M 0.01%
88,783
+11,844
+15% +$483K
CUBI icon
1647
Customers Bancorp
CUBI
$2.66B
$3.76M 0.01%
158,992
+140,869
+777% +$3.37M
AXE
1648
DELISTED
Anixter International Inc
AXE
$3.76M 0.01%
72,096
-4,073
-5% -$191K
NICE icon
1649
Nice
NICE
$5.79B
$3.74M 0.01%
57,765
+2,622
+5% +$157K
TAST
1650
DELISTED
Carrols Restaurant Group, Inc.
TAST
$3.74M 0.01%
258,910
+53,853
+26% +$702K
64 65
66
67 68

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NIPH
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AF
Amalgamated Financial New York $12.6B AUM
MCM
Melvin Capital Management New York $9.86B AUM 16.31% 1-Year Est. Return
PSUF
People's United Financial Bridgeport, Connecticut $3.51B AUM 12.24% 1-Year Est. Return
IA
IndexIQ Advisors New York $2.82B AUM 12.48% 1-Year Est. Return
SCC
Spring Creek Capital Wichita, Kansas $2.53B AUM 19.59% 1-Year Est. Return
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.