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 | |
|---|---|---|---|---|---|---|
|
CIE
2776
DELISTED
Cobalt International Energy, Inc
CIE
| $705K | ﹤0.01% |
15,825
+3,558
| +29% | +$169K |
|
|
CVGW
2777
DELISTED
Calavo Growers
CVGW
| $703K | ﹤0.01% |
12,315
+1,356
| +12% | +$70.3K |
|
2778
Kulicke & Soffa
KLIC
$4.34B
| $702K | ﹤0.01% |
62,028
+28,021
| +82% | +$305K |
|
|
EXTN
2779
DELISTED
Exterran Corporation
EXTN
| $702K | ﹤0.01% |
45,411
-13,423
| -23% | -$203K |
|
|
VASC
2780
DELISTED
Vascular Solutions Inc
VASC
| $702K | ﹤0.01% |
21,593
-110
| -0.5% | -$3.17K |
|
|
NXTM
2781
DELISTED
NxStage Medical Inc.
NXTM
| $701K | ﹤0.01% |
46,739
+582
| +1% | +$9.75K |
|
2782
Rexford Industrial Realty
REXR
$8.63B
| $697K | ﹤0.01% |
38,407
+10,757
| +39% | +$181K |
|
2783
Par Pacific Holdings
PARR
$4.17B
| $694K | ﹤0.01% |
+36,978
| New | +$793K |
|
2784
Heritage Insurance Holdings
HRTG
$903M
| $693K | ﹤0.01% |
43,401
+10,558
| +32% | +$193K |
|
2785
KraneShares CSI China Internet ETF
KWEB
$5.5B
| $693K | ﹤0.01% |
19,337
+11,473
| +146% | +$387K |
|
2786
Apple Hospitality REIT
APLE
$3.97B
| $692K | ﹤0.01% |
34,918
+9,191
| +36% | +$176K |
|
2787
Tilly's
TLYS
$114M
| $692K | ﹤0.01% |
103,487
+26,768
| +35% | +$184K |
|
|
SAGE
2788
DELISTED
Sage Therapeutics
SAGE
| $691K | ﹤0.01% |
21,543
+13,810
| +179% | +$486K |
|
2789
Manitowoc
MTW
$491M
| $690K | ﹤0.01% |
39,839
-127,988
| -76% | -$1.86M |
|
|
TGH
2790
DELISTED
Textainer Group Holdings limited
TGH
| $689K | ﹤0.01% |
46,412
+30,176
| +186% | +$349K |
|
|
DSPG
2791
DELISTED
DSP Group Inc
DSPG
| $689K | ﹤0.01% |
75,540
-16,542
| -18% | -$147K |
|
|
LDR
2792
DELISTED
Landauer Inc
LDR
| $689K | ﹤0.01% |
20,841
+3,644
| +21% | +$109K |
|
|
RT
2793
DELISTED
Ruby Tuesday Georgia
RT
| $680K | ﹤0.01% |
126,392
-985
| -0.8% | -$5.16K |
|
|
DYN
2794
DELISTED
Dynegy, Inc.
DYN
| $679K | ﹤0.01% |
47,226
-4,356
| -8% | -$49.6K |
|
2795
SPS Commerce
SPSC
$2.55B
| $678K | ﹤0.01% |
31,566
+13,528
| +75% | +$340K |
|
|
RESI
2796
DELISTED
Front Yard Residential Corporation Common Stock
RESI
| $677K | ﹤0.01% |
56,410
-16,215
| -22% | -$172K |
|
2797
Crawford & Co Class B
CRD.B
$507M
| $675K | ﹤0.01% |
104,130
+8,726
| +9% | +$43.3K |
|
|
SWJ.CL
2798
DELISTED
STANLEY BLACK & DECKER, INC. 5.75% Junior Subordinated Debentures due 2052
SWJ.CL
| $675K | ﹤0.01% |
25,907
+1,047
| +4% | +$27K |
|
2799
Universal Display
OLED
$3.75B
| $673K | ﹤0.01% |
12,441
+379
| +3% | +$18.5K |
|
2800
Agios Pharmaceuticals
AGIO
$2.08B
| $672K | ﹤0.01% |
16,561
+9,581
| +137% | +$410K |
|
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.