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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
(+5.6%)
Cap. Flow
+$2.79B
Cap. Flow
% of AUM
4.51%
Top 10 Holdings %
Top 10 Hldgs %
13.35%
Holding
4,156
New
210
Increased
2,489
Reduced
1,252
Closed
182
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
Vanguard S&P 500 ETF
VOO
|
+$130M |
| 2 |
Microsoft
MSFT
|
+$90.6M |
| 3 |
Meta Platforms (Facebook)
META
|
+$58.2M |
| 4 |
Macy's
M
|
+$56.4M |
| 5 |
Broadcom
AVGO
|
+$53.6M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
iShares Core S&P 500 ETF
IVV
|
+$109M |
| 2 |
CB
CHUBB CORPORATION
CB
|
+$76M |
| 3 |
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 | |
|---|---|---|---|---|---|---|
|
VOXX
2601
DELISTED
VOXX International Corporation Class A
VOXX
| $971K | ﹤0.01% |
217,242
+131,336
| +153% | +$574K |
|
|
KS
2602
DELISTED
KapStone Paper and Pack Corp.
KS
| $967K | ﹤0.01% |
69,816
-24,598
| -26% | -$333K |
|
|
RNET
2603
DELISTED
RigNet, Inc.
RNET
| $966K | ﹤0.01% |
+70,600
| New | +$971K |
|
2604
Metallus
MTUS
$833M
| $965K | ﹤0.01% |
106,071
+69,250
| +188% | +$506K |
|
|
AUD
2605
DELISTED
Audacy, Inc.
AUD
| $965K | ﹤0.01% |
91,229
+1,699
| +2% | +$18.1K |
|
2606
Paycom
PAYC
$7.88B
| $964K | ﹤0.01% |
27,068
-333
| -1% | -$10.4K |
|
2607
Towne Bank
TOWN
$3.54B
| $964K | ﹤0.01% |
50,226
+1,351
| +3% | +$25K |
|
|
MX
2608
DELISTED
METSO CRP ADS (REP 1 SHS)
MX
| $960K | ﹤0.01% |
154,777
-5,190
| -3% | -$32.2K |
|
|
FCRD
2609
DELISTED
First Eagle Alternative Capital BDC, Inc. Common Stock
FCRD
| $957K | ﹤0.01% |
+88,357
| New | +$871K |
|
|
PFC
2610
DELISTED
Premier Financial Corp. Common Stock
PFC
| $953K | ﹤0.01% |
49,632
+2,846
| +6% | +$54.4K |
|
|
GEK.CL
2611
DELISTED
General Electric Capital Corp.
GEK.CL
| $953K | ﹤0.01% |
36,441
+1,571
| +5% | +$40.6K |
|
|
SAFE
2612
Safehold
SAFE
$1.17B
| $952K | ﹤0.01% |
20,242
-2,676
| -12% | -$123K |
|
|
FEIC
2613
DELISTED
FEI COMPANY
FEIC
| $947K | ﹤0.01% |
10,636
+494
| +5% | +$38.2K |
|
2614
LivePerson
LPSN
$22M
| $946K | ﹤0.01% |
10,783
+7,125
| +195% | +$587K |
|
|
TLN
2615
DELISTED
Talen Energy Corporation
TLN
| $946K | ﹤0.01% |
105,117
+58,289
| +124% | +$412K |
|
2616
Grupo Aeroportuario del Sureste
ASR
$8.16B
| $943K | ﹤0.01% |
6,279
+533
| +9% | +$72.8K |
|
2617
NETSCOUT
NTCT
$2.83B
| $943K | ﹤0.01% |
41,038
+3,069
| +8% | +$69.2K |
|
|
CTWS
2618
DELISTED
Connecticut Water Service Inc
CTWS
| $943K | ﹤0.01% |
20,907
+818
| +4% | +$34.1K |
|
|
JRO
2619
DELISTED
Nuveen Floating Rate Income Opportunty Fund
JRO
| $941K | ﹤0.01% |
95,159
+199
| +0.2% | +$1.86K |
|
|
ACRE
2620
Ares Commercial Real Estate
ACRE
$247M
| $940K | ﹤0.01% |
85,829
-29,508
| -26% | -$307K |
|
|
SRDX
2621
DELISTED
Surmodics
SRDX
| $940K | ﹤0.01% |
51,057
+2,658
| +5% | +$50K |
|
2622
CTS Corp
CTS
$1.76B
| $935K | ﹤0.01% |
59,421
-6,706
| -10% | -$100K |
|
2623
REX American Resources
REX
$1.39B
| $929K | ﹤0.01% |
100,446
-4,032
| -4% | -$34.8K |
|
|
JOYY
2624
JOYY Inc
JOYY
$3.73B
| $928K | ﹤0.01% |
15,065
+1,431
| +10% | +$80.6K |
|
|
VZA.CL
2625
DELISTED
Verizon Communications Inc.
VZA.CL
| $928K | ﹤0.01% |
34,289
+5,752
| +20% | +$154K |
|
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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.