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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
CALM icon
1651
Cal-Maine
CALM
$4.12B
$3.74M 0.01%
71,999
+12,898
+22% +$644K
AVD icon
1652
American Vanguard Corp
AVD
$68.4M
$3.74M 0.01%
236,748
+31,320
+15% +$409K
LITE icon
1653
Lumentum
LITE
$55.5B
$3.73M 0.01%
138,250
+66,441
+93% +$1.53M
MFC icon
1654
Manulife Financial
MFC
$73.9B
$3.72M 0.01%
263,056
+127,368
+94% +$1.71M
HEI icon
1655
HEICO Corp
HEI
$49.8B
$3.71M 0.01%
150,505
+110,346
+275% +$2.54M
GEF icon
1656
Greif
GEF
$4.92B
$3.7M 0.01%
113,058
+43,212
+62% +$1.19M
VSI
1657
DELISTED
Vitamin Shoppe Inc.
VSI
$3.7M 0.01%
119,590
+13,431
+13% +$404K
GTLS
1658
DELISTED
Chart Industries
GTLS
$3.69M 0.01%
169,987
+44,612
+36% +$797K
BKU icon
1659
Bankunited
BKU
$3.37B
$3.69M 0.01%
107,098
+1,205
+1% +$40.3K
FHI icon
1660
Federated Hermes
FHI
$4.55B
$3.69M 0.01%
127,820
-3,600
-3% -$94.7K
RUTH
1661
DELISTED
Ruth's Hospitality Group, Inc.
RUTH
$3.67M 0.01%
199,608
+64,213
+47% +$1.08M
AVNS
1662
DELISTED
Avanos Medical
AVNS
$3.67M 0.01%
127,837
+5,441
+4% +$145K
TUMI
1663
DELISTED
TUMI HLDGS INC COM
TUMI
$3.67M 0.01%
136,762
+107,554
+368% +$2.18M
DBD
1664
DELISTED
Diebold Nixdorf Incorporated
DBD
$3.64M 0.01%
125,933
-28,851
-19% -$754K
UHAL icon
1665
U-Haul Holding Co
UHAL
$13.9B
$3.63M 0.01%
101,730
+9,300
+10% +$324K
QIWI
1666
DELISTED
QIWI PLC
QIWI
$3.63M 0.01%
250,713
+31,100
+14% +$416K
RNG icon
1667
RingCentral
RNG
$4.66B
$3.63M 0.01%
230,483
+88,459
+62% +$1.66M
UMC icon
1668
United Microelectronic
UMC
$47.7B
$3.62M 0.01%
1,741,256
+422,340
+32% +$826K
DF
1669
DELISTED
Dean Foods Company
DF
$3.6M 0.01%
208,149
+99,072
+91% +$1.87M
RPAI
1670
DELISTED
RETAIL PROPERTIES OF AMERICA, INC.
RPAI
$3.6M 0.01%
227,367
+122,899
+118% +$1.85M
LXFT
1671
DELISTED
Luxoft Holding, Inc.
LXFT
$3.6M 0.01%
65,451
+27,590
+73% +$1.66M
MXL icon
1672
MaxLinear
MXL
$6.06B
$3.6M 0.01%
194,462
+179,608
+1,209% +$2.85M
CHMT
1673
DELISTED
Chemtura Corporation
CHMT
$3.6M 0.01%
136,164
-18
-0% -$460
SCSC icon
1674
Scansource
SCSC
$1.15B
$3.59M 0.01%
88,860
+12,459
+16% +$435K
LHCG
1675
DELISTED
LHC Group LLC
LHCG
$3.57M 0.01%
100,471
+40,556
+68% +$1.49M
65 66
67
68 69

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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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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.