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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
PTC icon
1851
PTC
PTC
$15.8B
$2.82M ﹤0.01%
85,115
-58,668
-41% -$1.81M
GNR icon
1852
State Street SPDR S&P Global Natural Resources ETF
GNR
$4.79B
$2.82M ﹤0.01%
80,536
-16,238
-17% -$515K
IBOC icon
1853
International Bancshares
IBOC
$4.76B
$2.81M ﹤0.01%
113,949
+60,446
+113% +$1.41M
NSA
1854
DELISTED
National Storage Affiliates Trust
NSA
$2.81M ﹤0.01%
132,322
+114,586
+646% +$2.05M
CM icon
1855
Canadian Imperial Bank of Commerce
CM
$108B
$2.8M ﹤0.01%
74,954
+9,076
+14% +$302K
TI
1856
DELISTED
Telecom Italia
TI
$2.8M ﹤0.01%
259,413
-93,162
-26% -$1M
IJH icon
1857
iShares Core S&P Mid-Cap ETF
IJH
$122B
$2.8M ﹤0.01%
96,955
-8,655
-8% -$231K
TRIB
1858
Trinity Biotech
TRIB
$7.83M
$2.79M ﹤0.01%
+1,598
New +$2.54M
EGHT icon
1859
8x8 Inc
EGHT
$269M
$2.79M ﹤0.01%
277,518
+227,758
+458% +$2.5M
SPIL
1860
DELISTED
Siliconware Precision Industries Co Ltd
SPIL
$2.79M ﹤0.01%
349,920
+9,427
+3% +$72.1K
HCKT icon
1861
Hackett Group
HCKT
$270M
$2.78M ﹤0.01%
183,784
+91,005
+98% +$1.3M
RP
1862
DELISTED
RealPage, Inc.
RP
$2.78M ﹤0.01%
133,248
+101,797
+324% +$2.02M
BB icon
1863
BlackBerry
BB
$4.98B
$2.77M ﹤0.01%
342,874
+264,767
+339% +$1.99M
APAM icon
1864
Artisan Partners
APAM
$2.79B
$2.77M ﹤0.01%
89,744
+17,372
+24% +$507K
QLIK
1865
DELISTED
QLIK TECHNOLOGIES INC COM STK (DE)
QLIK
$2.76M ﹤0.01%
95,388
-23,037
-19% -$577K
BRO icon
1866
Brown & Brown
BRO
$23.6B
$2.75M ﹤0.01%
153,406
+26,790
+21% +$430K
MYCC
1867
DELISTED
ClubCorp Holdings, Inc.
MYCC
$2.75M ﹤0.01%
195,575
+124,716
+176% +$1.65M
FBP icon
1868
First Bancorp
FBP
$4.42B
$2.74M ﹤0.01%
938,423
+861,570
+1,121% +$2.3M
HLI icon
1869
Houlihan Lokey
HLI
$8.77B
$2.74M ﹤0.01%
109,911
+67,231
+158% +$1.63M
USCR
1870
DELISTED
U S Concrete, Inc.
USCR
$2.73M ﹤0.01%
45,913
+13,677
+42% +$696K
CAR icon
1871
Avis
CAR
$4.86B
$2.73M ﹤0.01%
99,819
-17,051
-15% -$466K
QIHU
1872
DELISTED
QIHOO 360 TECHNOLOGY CO LTD ADS RPSTG 3 CL A SHS
QIHU
$2.73M ﹤0.01%
36,148
-2,506
-6% -$181K
FMER
1873
DELISTED
FIRSTMERIT CORP
FMER
$2.73M ﹤0.01%
129,616
-17,211
-12% -$333K
SCOR icon
1874
Comscore
SCOR
$106M
$2.72M ﹤0.01%
4,530
+1,638
+57% +$1.18M
MIN
1875
Aberdeen Intermediate Income Fund
MIN
$274M
$2.72M ﹤0.01%
589,497
-79,543
-12% -$362K
73 74
75
76 77

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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
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.