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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
MAC icon
601
Macerich
MAC
$7.4B
$16.5M 0.03%
207,910
+11,774
+6% +$922K
O icon
602
Realty Income
O
$61.1B
$16.4M 0.03%
271,186
+51,331
+23% +$2.86M
CPGX
603
DELISTED
COLUMBIA PIPELINE GROUP IN COM STK (DE)
CPGX
$16.4M 0.03%
652,927
-47,167
-7% -$914K
SAN icon
604
Banco Santander
SAN
$191B
$16.4M 0.03%
3,915,432
+1,100,619
+39% +$4.52M
SMFG icon
605
Sumitomo Mitsui Financial
SMFG
$159B
$16.3M 0.03%
2,719,428
-204,528
-7% -$1.28M
RCL icon
606
Royal Caribbean
RCL
$86.5B
$16.3M 0.03%
198,640
-49,910
-20% -$3.89M
ADSK icon
607
Autodesk
ADSK
$51.8B
$16.3M 0.03%
279,663
+12,756
+5% +$665K
TSCO icon
608
Tractor Supply
TSCO
$16.3B
$16.3M 0.03%
899,770
+70,125
+8% +$1.2M
HIT
609
DELISTED
HITACHI LTD ADR (10COM)NEW
HIT
$16.2M 0.03%
345,937
+1,832
+0.5% +$85.9K
VAR
610
DELISTED
Varian Medical Systems, Inc.
VAR
$16.2M 0.03%
230,624
-4,664
-2% -$317K
CTAS icon
611
Cintas
CTAS
$86.6B
$16.2M 0.03%
719,956
-21,520
-3% -$462K
BLKB icon
612
Blackbaud
BLKB
$1.94B
$16.1M 0.03%
256,706
+62,122
+32% +$3.63M
ESS icon
613
Essex Property Trust
ESS
$19.1B
$16.1M 0.03%
68,669
+1,414
+2% +$310K
TECD
614
DELISTED
Tech Data Corp
TECD
$16M 0.03%
208,770
+56,719
+37% +$3.89M
EMD
615
Western Asset Emerging Markets Debt Fund
EMD
$606M
$16M 0.03%
1,098,820
-5,408
-0.5% -$73.5K
AMSG
616
DELISTED
Amsurg Corp
AMSG
$16M 0.03%
213,818
+77,893
+57% +$5.48M
FL
617
DELISTED
Foot Locker
FL
$15.9M 0.03%
247,086
-27,068
-10% -$1.76M
VR
618
DELISTED
Validus Hold Ltd
VR
$15.9M 0.03%
337,243
+58,852
+21% +$2.64M
PNRA
619
DELISTED
Panera Bread Co
PNRA
$15.9M 0.03%
77,671
-17,522
-18% -$3.49M
BHP icon
620
BHP
BHP
$211B
$15.8M 0.03%
683,562
+274,499
+67% +$5.81M
WYNN icon
621
Wynn Resorts
WYNN
$10.3B
$15.8M 0.03%
168,945
-85,991
-34% -$6.35M
AGCO icon
622
AGCO
AGCO
$8.41B
$15.8M 0.03%
317,581
+6,609
+2% +$318K
TMUS icon
623
T-Mobile US
TMUS
$195B
$15.8M 0.03%
411,474
+90,277
+28% +$3.41M
WTW icon
624
Willis Towers Watson
WTW
$29.8B
$15.7M 0.03%
132,643
+76,765
+137% +$8.84M
LSTR icon
625
Landstar System
LSTR
$6.04B
$15.7M 0.03%
243,215
+21,178
+10% +$1.28M
23 24
25
26 27

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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.