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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 | |
|---|---|---|---|---|---|---|
|
GEH.CL
2676
DELISTED
General Electric Capital Corp.
GEH.CL
| $853K | ﹤0.01% |
32,307
+1,602
| +5% | +$41.8K |
|
|
YZC
2677
DELISTED
Yanzhou Coal Mining
YZC
| $851K | ﹤0.01% |
161,787
+97
| +0.1% | +$431 |
|
|
HTB
2678
HomeTrust Bancshares
HTB
$866M
| $849K | ﹤0.01% |
46,331
+14,456
| +45% | +$264K |
|
|
IRS
2679
IRSA Inversiones y Representaciones
IRS
$1.31B
| $848K | ﹤0.01% |
58,860
-19
| -0% | -$212 |
|
|
GEB.CL
2680
DELISTED
General Electric Capital Corp
GEB.CL
| $847K | ﹤0.01% |
32,258
+1,607
| +5% | +$41.8K |
|
|
AVTA
2681
DELISTED
Avantax, Inc. Common Stock
AVTA
| $846K | ﹤0.01% |
163,915
+10,079
| +7% | +$70.9K |
|
2682
Natural Gas Services Group
NGS
$457M
| $842K | ﹤0.01% |
38,950
-2,052
| -5% | -$39K |
|
2683
Vanguard Energy ETF
VDE
$9.9B
| $842K | ﹤0.01% |
+9,810
| New | +$786K |
|
2684
Golub Capital BDC
GBDC
$3.33B
| $841K | ﹤0.01% |
49,627
-315
| -0.6% | -$5.05K |
|
|
ISEE
2685
DELISTED
IVERIC bio, Inc. Common Stock
ISEE
| $841K | ﹤0.01% |
19,895
+9,545
| +92% | +$486K |
|
|
LMOS
2686
DELISTED
Lumos Networks Corp
LMOS
| $840K | ﹤0.01% |
65,396
+5,730
| +10% | +$67.3K |
|
|
PGTI
2687
DELISTED
PGT, Inc.
PGTI
| $837K | ﹤0.01% |
85,100
+44,837
| +111% | +$438K |
|
2688
Park-Ohio Holdings
PKOH
$550M
| $836K | ﹤0.01% |
+19,524
| New | +$619K |
|
|
ACH
2689
DELISTED
Alum Corp of China Ltd
ACH
| $836K | ﹤0.01% |
104,749
+49,225
| +89% | +$399K |
|
|
DNR
2690
DELISTED
Denbury Resources, Inc.
DNR
| $833K | ﹤0.01% |
375,382
-536,177
| -59% | -$893K |
|
|
KNM
2691
DELISTED
KONAMI CORPORATION ADS (1 SH COM STK)
KNM
| $829K | ﹤0.01% |
27,786
-956
| -3% | -$28.5K |
|
|
ABAX
2692
DELISTED
Abaxis Inc
ABAX
| $828K | ﹤0.01% |
18,233
-1,358
| -7% | -$60.4K |
|
2693
1-800-Flowers.com
FLWS
$252M
| $827K | ﹤0.01% |
104,929
+2,527
| +2% | +$18.9K |
|
2694
Transportadora de Gas del Sur
TGS
$4.48B
| $827K | ﹤0.01% |
147,065
-27,454
| -16% | -$157K |
|
|
IXYS
2695
DELISTED
IXYS Corp
IXYS
| $826K | ﹤0.01% |
73,635
+7,564
| +11% | +$85.8K |
|
2696
Stantec
STN
$8.17B
| $820K | ﹤0.01% |
32,317
+2,897
| +10% | +$66.6K |
|
2697
Tredegar Corp
TG
$260M
| $820K | ﹤0.01% |
52,177
+276
| +0.5% | +$3.75K |
|
2698
Barnes & Noble Education
BNED
$435M
| $813K | ﹤0.01% |
830
+278
| +50% | +$278K |
|
2699
Precigen
PGEN
$1.94B
| $813K | ﹤0.01% |
+24,199
| New | +$762K |
|
|
ALX
2700
Alexander's
ALX
$1.36B
| $812K | ﹤0.01% |
2,134
-44
| -2% | -$16.7K |
|
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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.