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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 | |
|---|---|---|---|---|---|---|
2751
Teekay Tankers
TNK
$2.71B
| $738K | ﹤0.01% |
25,152
+7,996
| +47% | +$276K |
|
2752
Exelixis
EXEL
$13.9B
| $737K | ﹤0.01% |
184,349
+10,962
| +6% | +$46.4K |
|
|
FRSH
2753
DELISTED
Papa Murphy's Holdings, Inc
FRSH
| $736K | ﹤0.01% |
61,569
+42,060
| +216% | +$430K |
|
|
COBZ
2754
DELISTED
CoBiz Financial,Inc
COBZ
| $735K | ﹤0.01% |
62,166
-42,451
| -41% | -$478K |
|
|
MEG
2755
DELISTED
Media General, Inc
MEG
| $733K | ﹤0.01% |
44,933
+2,529
| +6% | +$40.8K |
|
|
KYNB
2756
Kyntra Bio
KYNB
$27.4M
| $728K | ﹤0.01% |
+1,368
| New | +$682K |
|
|
EXA
2757
DELISTED
EXA Corporation
EXA
| $728K | ﹤0.01% |
+56,237
| New | +$627K |
|
|
FFWM
2758
DELISTED
First Foundation Inc
FFWM
| $727K | ﹤0.01% |
+64,800
| New | +$713K |
|
2759
iShares Micro-Cap ETF
IWC
$1.42B
| $727K | ﹤0.01% |
10,706
+1,085
| +11% | +$70.1K |
|
2760
Noodles & Co
NDLS
$95.1M
| $727K | ﹤0.01% |
7,665
+2,088
| +37% | +$202K |
|
|
YOKU
2761
DELISTED
YOUKU TUDOU INC.(CAYMAN ISLS)
YOKU
| $727K | ﹤0.01% |
26,448
+17,082
| +182% | +$466K |
|
|
PGEM
2762
DELISTED
Ply Gem Holdings, Inc.
PGEM
| $727K | ﹤0.01% |
51,729
-9,771
| -16% | -$105K |
|
|
BYM
2763
DELISTED
BlackRock Municipal Income Quality Trust
BYM
| $726K | ﹤0.01% |
48,239
-139,019
| -74% | -$2.07M |
|
2764
CRA International
CRAI
$1.23B
| $726K | ﹤0.01% |
36,978
+117
| +0.3% | +$2.2K |
|
|
LBAI
2765
DELISTED
Lakeland Bancorp Inc
LBAI
| $723K | ﹤0.01% |
71,212
-4,759
| -6% | -$49.9K |
|
2766
Arista Networks
ANET
$199B
| $714K | ﹤0.01% |
181,152
-22,208
| -11% | -$86.9K |
|
2767
Boot Barn
BOOT
$4.58B
| $710K | ﹤0.01% |
75,496
+61,614
| +444% | +$550K |
|
|
CGI
2768
DELISTED
Celadon Group Inc
CGI
| $710K | ﹤0.01% |
67,723
+52,554
| +346% | +$474K |
|
|
PEGI
2769
DELISTED
Pattern Energy Group Inc. Class A
PEGI
| $708K | ﹤0.01% |
37,137
-1,524
| -4% | -$27.4K |
|
|
MXWL
2770
DELISTED
Maxwell Technologies Inc
MXWL
| $708K | ﹤0.01% |
119,262
+22,438
| +23% | +$138K |
|
2771
American Coastal Insurance
ACIC
$536M
| $707K | ﹤0.01% |
36,809
+16,105
| +78% | +$270K |
|
2772
Build-A-Bear
BBW
$445M
| $707K | ﹤0.01% |
54,418
-13,601
| -20% | -$175K |
|
2773
Universal Electronics
UEIC
$59.2M
| $706K | ﹤0.01% |
11,392
+1,874
| +20% | +$99.9K |
|
|
BEL
2774
DELISTED
Belmond Ltd.
BEL
| $706K | ﹤0.01% |
74,348
+51,143
| +220% | +$455K |
|
|
BKCC
2775
DELISTED
BlackRock Capital Investment Corporation
BKCC
| $705K | ﹤0.01% |
+74,944
| New | +$669K |
|
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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.