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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
IPHI
1676
DELISTED
INPHI CORPORATION
IPHI
$3.57M 0.01%
107,116
+21,883
+26% +$584K
RACE icon
1677
Ferrari
RACE
$69.3B
$3.56M 0.01%
+85,468
New +$3.45M
GES
1678
DELISTED
Guess Inc
GES
$3.56M 0.01%
189,800
-30,403
-14% -$585K
MBT
1679
DELISTED
Mobile TeleSystems Public Joint Stock Company American Depositary Shares (Each representing 2 Shares
MBT
$3.55M 0.01%
439,316
+82,990
+23% +$577K
HAIN icon
1680
Hain Celestial
HAIN
$45M
$3.55M 0.01%
86,799
-7,556
-8% -$284K
PRIM icon
1681
Primoris Services
PRIM
$4.58B
$3.54M 0.01%
145,871
+97,230
+200% +$2.07M
ONB icon
1682
Old National Bancorp
ONB
$10.2B
$3.54M 0.01%
290,608
+77,879
+37% +$919K
IOSP icon
1683
Innospec
IOSP
$2.12B
$3.54M 0.01%
81,643
+7,819
+11% +$361K
IDTI
1684
DELISTED
Integrated Device Technology I
IDTI
$3.54M 0.01%
173,164
-36,220
-17% -$761K
CABO icon
1685
Cable One
CABO
$227M
$3.54M 0.01%
8,093
+1,323
+20% +$563K
BLD
1686
DELISTED
TopBuild
BLD
$3.53M 0.01%
118,764
+36,001
+43% +$973K
AWC
1687
DELISTED
Alumina Ltd
AWC
$3.53M 0.01%
900,904
-101,864
-10% -$399K
HOMB icon
1688
Home BancShares
HOMB
$6.23B
$3.53M 0.01%
172,454
+17,884
+12% +$351K
BCO icon
1689
Brink's
BCO
$4.88B
$3.52M 0.01%
104,705
+22,009
+27% +$647K
NCI
1690
DELISTED
Navigant Consulting, Inc.
NCI
$3.52M 0.01%
222,387
+24,650
+12% +$377K
FSP
1691
Franklin Street Properties
FSP
$47.2M
$3.51M 0.01%
331,223
+162,458
+96% +$1.58M
EXPO icon
1692
Exponent
EXPO
$3.24B
$3.51M 0.01%
137,700
+47,172
+52% +$1.14M
GLO
1693
Clough Global Opportunities Fund
GLO
$250M
$3.51M 0.01%
366,196
-14,204
-4% -$133K
WWW icon
1694
Wolverine World Wide
WWW
$1.61B
$3.51M 0.01%
190,468
+67,610
+55% +$1.18M
CW icon
1695
Curtiss-Wright
CW
$26.7B
$3.5M 0.01%
46,261
-20,274
-30% -$1.41M
TDK
1696
DELISTED
TDK CORP AMER DEP SH
TDK
$3.5M 0.01%
62,813
-34
-0.1% -$1.89K
XPRO icon
1697
Expro Ltd
XPRO
$1.79B
$3.49M 0.01%
35,333
+239
+0.7% +$20.8K
SXI icon
1698
Standex International
SXI
$3.59B
$3.49M 0.01%
44,875
+7,299
+19% +$530K
NTRI
1699
DELISTED
NutriSystem, Inc.
NTRI
$3.49M 0.01%
167,018
+33,362
+25% +$660K
FRA icon
1700
BlackRock Floating Rate Income Strategies Fund
FRA
$383M
$3.48M 0.01%
266,415
-19,701
-7% -$247K
66 67
68
69 70

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NIPH
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AF
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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
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SCC
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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.