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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
FGL
1876
DELISTED
Fidelity & Guaranty Life
FGL
$2.72M ﹤0.01%
103,596
+19,448
+23% +$493K
ICL icon
1877
ICL Group
ICL
$6.53B
$2.72M ﹤0.01%
633,390
+397,523
+169% +$1.64M
SEO
1878
DELISTED
STORA ENSO OYJ, ADS(RP 1 SR R)
SEO
$2.72M ﹤0.01%
307,010
+55,882
+22% +$495K
DPLO
1879
DELISTED
DIPLOMAT PHARMACY, INC.
DPLO
$2.71M ﹤0.01%
98,957
+53,882
+120% +$1.59M
LFCR icon
1880
Lifecore Biomedical
LFCR
$166M
$2.71M ﹤0.01%
+258,112
New +$2.83M
NQS
1881
DELISTED
NUVEEN SELECT QUALITY MUNI FD
NQS
$2.71M ﹤0.01%
184,675
+66,787
+57% +$957K
MTX icon
1882
Minerals Technologies
MTX
$2.36B
$2.7M ﹤0.01%
47,504
-26,043
-35% -$1.22M
DIOD icon
1883
Diodes
DIOD
$3.78B
$2.69M ﹤0.01%
133,900
+13,253
+11% +$254K
NHY
1884
DELISTED
NORSK HYDRO A. S. ADR
NHY
$2.69M ﹤0.01%
662,420
-527,671
-44% -$2.14M
TELN
1885
DELISTED
TELENOR ASA
TELN
$2.69M ﹤0.01%
165,386
+121,406
+276% +$1.97M
PRI icon
1886
Primerica
PRI
$9.98B
$2.69M ﹤0.01%
60,312
-2,233
-4% -$96.4K
GVA icon
1887
Granite Construction
GVA
$5.29B
$2.68M ﹤0.01%
55,975
-14,162
-20% -$576K
LULU icon
1888
lululemon athletica
LULU
$13.5B
$2.68M ﹤0.01%
39,527
+11,434
+41% +$687K
QQQ icon
1889
Invesco QQQ Trust
QQQ
$453B
$2.67M ﹤0.01%
24,450
+9,662
+65% +$1M
VLY icon
1890
Valley National Bancorp
VLY
$7.9B
$2.67M ﹤0.01%
279,885
-9,203
-3% -$83.6K
MMSI icon
1891
Merit Medical Systems
MMSI
$5.07B
$2.67M ﹤0.01%
144,370
+21,842
+18% +$379K
LTC
1892
LTC Properties
LTC
$2.06B
$2.66M ﹤0.01%
58,848
+158
+0.3% +$6.97K
MFLX
1893
DELISTED
MULTI-FINELINE ELECTRONIX INC
MFLX
$2.66M ﹤0.01%
114,651
+56,950
+99% +$1.14M
STAY
1894
DELISTED
Extended Stay America, Inc. Paired Share Unit
STAY
$2.65M ﹤0.01%
162,884
+22,355
+16% +$312K
LL
1895
DELISTED
LL Flooring Holdings, Inc.
LL
$2.65M ﹤0.01%
202,058
+30,326
+18% +$382K
CHEF icon
1896
Chefs' Warehouse
CHEF
$4.71B
$2.65M ﹤0.01%
130,467
+91,485
+235% +$1.51M
OMF icon
1897
OneMain Financial
OMF
$7.23B
$2.64M ﹤0.01%
96,395
-41,707
-30% -$1.13M
SMTC icon
1898
Semtech
SMTC
$11B
$2.64M ﹤0.01%
120,246
-7,765
-6% -$150K
BBL
1899
DELISTED
BHP Group Plc American Depositary Shares (Each representing two Ordinary Shares)
BBL
$2.64M ﹤0.01%
116,320
-16,581
-12% -$347K
WPG
1900
DELISTED
Washington Prime Group Inc.
WPG
$2.64M ﹤0.01%
30,878
-10,750
-26% -$874K
74 75
76
77 78

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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.