We are live on
!
Find out more
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 | |
|---|---|---|---|---|---|---|
|
HHY
2626
DELISTED
Brookfield High Income Fund Inc.
HHY
| $928K | ﹤0.01% |
132,164
+81,619
| +161% | +$536K |
|
|
VGI
2627
Virtus Global Multi-Sector Income Fund
VGI
$81.7M
| $922K | ﹤0.01% |
65,033
-1,360
| -2% | -$18.1K |
|
|
VRN
2628
DELISTED
Veren
VRN
| $922K | ﹤0.01% |
66,639
-949
| -1% | -$11K |
|
2629
Great Southern Bancorp
GSBC
$878M
| $921K | ﹤0.01% |
24,809
+3,231
| +15% | +$125K |
|
|
SGMO
2630
DELISTED
SANGAMO THERAPEUTICS INC
SGMO
| $921K | ﹤0.01% |
+152,189
| New | +$914K |
|
2631
BlackRock Enhanced International Dividend Trust
BGY
$509M
| $920K | ﹤0.01% |
155,398
+4,587
| +3% | +$26.1K |
|
2632
Biglari Holdings Class B
BH
$1.2B
| $919K | ﹤0.01% |
3,708
+432
| +13% | +$104K |
|
2633
Anika Therapeutics
ANIK
$215M
| $918K | ﹤0.01% |
20,537
-2,109
| -9% | -$85.5K |
|
|
ECOM
2634
DELISTED
CHANNELADVISOR CORPORATION
ECOM
| $917K | ﹤0.01% |
+81,525
| New | +$947K |
|
2635
Pacific Biosciences
PACB
$435M
| $916K | ﹤0.01% |
107,754
+24,768
| +30% | +$244K |
|
2636
Park Aerospace
PKE
$720M
| $914K | ﹤0.01% |
57,099
+9,535
| +20% | +$142K |
|
2637
Constellium
CSTM
$3.76B
| $913K | ﹤0.01% |
175,984
-72,341
| -29% | -$416K |
|
2638
Green Plains
GPRE
$1.15B
| $912K | ﹤0.01% |
57,148
-1,269
| -2% | -$20.4K |
|
2639
Lazard
LAZ
$3.96B
| $912K | ﹤0.01% |
23,502
-35,995
| -60% | -$1.29M |
|
|
ZAGG
2640
DELISTED
ZAGG Inc Common Stock (Delaware)
ZAGG
| $912K | ﹤0.01% |
101,241
+86,449
| +584% | +$827K |
|
2641
Applied Optoelectronics
AAOI
$6.14B
| $911K | ﹤0.01% |
+61,080
| New | +$972K |
|
2642
Monarch Casino & Resort
MCRI
$2.2B
| $911K | ﹤0.01% |
46,815
-478
| -1% | -$9.56K |
|
2643
US Physical Therapy
USPH
$1.22B
| $911K | ﹤0.01% |
18,311
+840
| +5% | +$41.8K |
|
2644
Adams Diversified Equity Fund
ADX
$3.01B
| $910K | ﹤0.01% |
71,913
-137,726
| -66% | -$1.65M |
|
2645
First Merchants
FRME
$2.69B
| $910K | ﹤0.01% |
38,617
+4,604
| +14% | +$105K |
|
2646
Silicon Motion
SIMO
$7.11B
| $909K | ﹤0.01% |
23,422
+2,801
| +14% | +$90.5K |
|
2647
Boise Cascade
BCC
$2.73B
| $908K | ﹤0.01% |
43,807
-8,231
| -16% | -$155K |
|
2648
MarineMax
HZO
$748M
| $908K | ﹤0.01% |
46,620
+9,074
| +24% | +$156K |
|
|
PHD
2649
DELISTED
Pioneer Floating Rate Fund
PHD
| $906K | ﹤0.01% |
80,966
+34,088
| +73% | +$361K |
|
|
DTSI
2650
DELISTED
DTS, Inc.
DTSI
| $905K | ﹤0.01% |
41,540
+20,390
| +96% | +$451K |
|
Similar funds
NIPH
AF
MCM
PSUF
IA
SCC
BAM
ACI
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.