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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
AMCR
951
DELISTED
AMCOR LTD ADR
AMCR
$8.6M 0.01%
195,189
-3,328
-2% -$147K
CNX icon
952
CNX Resources
CNX
$4.91B
$8.56M 0.01%
909,740
-426,107
-32% -$3.1M
GCO icon
953
Genesco
GCO
$434M
$8.56M 0.01%
118,466
+21,554
+22% +$1.39M
NOK icon
954
Nokia
NOK
$46.9B
$8.55M 0.01%
1,447,488
+162,564
+13% +$1.04M
CPRT icon
955
Copart
CPRT
$28.5B
$8.54M 0.01%
1,675,320
+266,976
+19% +$1.23M
QGENF
956
DELISTED
QIAGEN NV
QGENF
$8.51M 0.01%
380,843
-118,226
-24% -$2.64M
DST
957
DELISTED
DST Systems Inc.
DST
$8.48M 0.01%
150,420
+27,432
+22% +$1.46M
GRMN
958
Garmin
GRMN
$56.9B
$8.48M 0.01%
212,207
-73,368
-26% -$2.72M
FRC
959
DELISTED
First Republic Bank
FRC
$8.47M 0.01%
127,174
+4,473
+4% +$287K
RRX icon
960
Regal Rexnord
RRX
$12.5B
$8.47M 0.01%
134,298
+27,947
+26% +$1.57M
SKT icon
961
Tanger
SKT
$4.78B
$8.46M 0.01%
232,373
+17,079
+8% +$563K
PPLI
962
People Inc
PPLI
$3.12B
$8.44M 0.01%
1,002,658
-136,908
-12% -$1.18M
LAD icon
963
Lithia Motors
LAD
$9.75B
$8.42M 0.01%
96,457
+51,540
+115% +$4.43M
COLM icon
964
Columbia Sportswear
COLM
$3.25B
$8.4M 0.01%
139,812
+13,875
+11% +$762K
REG icon
965
Regency Centers
REG
$14.9B
$8.37M 0.01%
111,763
+2,603
+2% +$186K
EQM
966
DELISTED
EQM Midstream Partners, LP
EQM
$8.35M 0.01%
112,206
+86,899
+343% +$6.11M
EOD
967
Allspring Global Dividend Opportunity Fund
EOD
$273M
$8.33M 0.01%
1,394,739
+326,740
+31% +$1.85M
WBMD
968
DELISTED
WebMD Health Corp.
WBMD
$8.32M 0.01%
132,922
-6,079
-4% -$326K
WSM icon
969
Williams-Sonoma
WSM
$27.5B
$8.32M 0.01%
303,998
+18,234
+6% +$495K
EVR icon
970
Evercore
EVR
$11.8B
$8.31M 0.01%
160,596
+81,236
+102% +$3.88M
EDE
971
DELISTED
Empire District Electric
EDE
$8.29M 0.01%
250,942
-3,736
-1% -$116K
EBS icon
972
Emergent Biosolutions
EBS
$379M
$8.29M 0.01%
227,989
+101,084
+80% +$3.57M
AGRO icon
973
Adecoagro
AGRO
$1.4B
$8.29M 0.01%
717,331
+14,116
+2% +$171K
IDA icon
974
Idacorp
IDA
$8B
$8.28M 0.01%
111,014
-15,250
-12% -$1.08M
ON icon
975
ON Semiconductor
ON
$30.7B
$8.27M 0.01%
862,208
+231,794
+37% +$1.99M
37 38
39
40 41

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MCM
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PSUF
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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.