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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 | |
|---|---|---|---|---|---|---|
2926
Ormat Technologies
ORA
$5.8B
| $518K | ﹤0.01% |
12,556
-786
| -6% | -$29.2K |
|
|
JPM.PRE.CL
2927
DELISTED
JPMORGAN CHASE & CO. Depositary Shares, each representing a 1/400th interest in a share of 6.30% Non
JPM.PRE.CL
| $517K | ﹤0.01% |
19,634
+850
| +5% | +$22.3K |
|
|
POWR
2928
DELISTED
POWERSECURE INTL INC COM STK (DE)
POWR
| $517K | ﹤0.01% |
27,676
+3,144
| +13% | +$44.7K |
|
|
JHP
2929
DELISTED
NUVEEN QUALITY PREFERRED INCOME FUND 3
JHP
| $517K | ﹤0.01% |
+60,301
| New | +$509K |
|
|
THR
2930
DELISTED
Thermon Group Holdings
THR
| $515K | ﹤0.01% |
29,317
+5,464
| +23% | +$91.6K |
|
2931
V2X
VVX
$2.7B
| $515K | ﹤0.01% |
22,640
+2,052
| +10% | +$40.7K |
|
2932
Global Indemnity Group
GBLI
$402M
| $513K | ﹤0.01% |
16,466
+2,262
| +16% | +$66.2K |
|
2933
CEVA Inc
CEVA
$831M
| $509K | ﹤0.01% |
22,611
+5,497
| +32% | +$114K |
|
2934
GoPro
GPRO
$120M
| $509K | ﹤0.01% |
42,596
+13,581
| +47% | +$168K |
|
|
FCB
2935
DELISTED
FCB Financial Holdings, Inc.
FCB
| $507K | ﹤0.01% |
15,257
-8,832
| -37% | -$281K |
|
2936
Cadiz
CDZI
$251M
| $505K | ﹤0.01% |
+96,700
| New | +$499K |
|
2937
iShare MSCI Eurozone ETF
EZU
$9.38B
| $504K | ﹤0.01% |
14,661
-69
| -0.5% | -$2.27K |
|
|
UCTT
2938
Ultra Clean Holdings
UCTT
$3.12B
| $504K | ﹤0.01% |
94,031
+11,873
| +14% | +$60.2K |
|
2939
Invesco CEF Income Composite ETF
PCEF
$788M
| $502K | ﹤0.01% |
23,250
-775,288
| -97% | -$16M |
|
2940
Clean Energy Fuels
CLNE
$416M
| $501K | ﹤0.01% |
171,041
+112,050
| +190% | +$315K |
|
2941
Sarepta Therapeutics
SRPT
$1.64B
| $501K | ﹤0.01% |
25,654
+18,633
| +265% | +$326K |
|
2942
Omeros
OMER
$845M
| $499K | ﹤0.01% |
+32,506
| New | +$395K |
|
|
PFSW
2943
DELISTED
PFSweb, Inc.
PFSW
| $499K | ﹤0.01% |
38,021
+22,625
| +147% | +$280K |
|
|
ZEUS
2944
DELISTED
Olympic Steel
ZEUS
| $498K | ﹤0.01% |
28,760
-6,956
| -19% | -$82.6K |
|
|
IO
2945
DELISTED
ION Geophysical Corporation
IO
| $498K | ﹤0.01% |
61,624
+31,001
| +101% | +$181K |
|
2946
Elbit Systems
ESLT
$36B
| $497K | ﹤0.01% |
5,303
-611
| -10% | -$52.5K |
|
2947
Global Net Lease
GNL
$1.87B
| $497K | ﹤0.01% |
19,341
+10,434
| +117% | +$238K |
|
|
JPM.PRB.CL
2948
DELISTED
JPMorgan Chase & Co.
JPM.PRB.CL
| $496K | ﹤0.01% |
17,890
+786
| +5% | +$21.5K |
|
2949
Hurco Companies Inc
HURC
$132M
| $494K | ﹤0.01% |
14,989
-417
| -3% | -$11.4K |
|
2950
Caesars Entertainment
CZR
$6.06B
| $493K | ﹤0.01% |
43,059
+12,078
| +39% | +$126K |
|
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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.