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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 | |
|---|---|---|---|---|---|---|
3351
Immunic
IMUX
$174M
| $139K | ﹤0.01% |
38
+4
| +12% | +$13.9K |
|
|
TTOO
3352
DELISTED
T2 Biosystems, Inc
TTOO
| $139K | ﹤0.01% |
+3
| New | +$133K |
|
|
PACD
3353
DELISTED
Pacific Drilling S A
PACD
| $139K | ﹤0.01% |
28,379
-98
| -0.3% | -$470 |
|
3354
FuelCell Energy
FCEL
$1.5B
| $137K | ﹤0.01% |
+56
| New | +$117K |
|
|
INVN
3355
DELISTED
Invensense Inc
INVN
| $137K | ﹤0.01% |
16,326
-4,201
| -20% | -$33.4K |
|
|
CWEN.A
3356
DELISTED
Clearway Energy Class A
CWEN.A
| $136K | ﹤0.01% |
10,043
-7,989
| -44% | -$99.2K |
|
3357
Gladstone Investment Corp
GAIN
$650M
| $134K | ﹤0.01% |
19,018
-5,086
| -21% | -$35.9K |
|
|
AT
3358
DELISTED
Atlantic Power Corporation
AT
| $133K | ﹤0.01% |
53,899
-22,559
| -30% | -$42.9K |
|
3359
Hovnanian Enterprises
HOV
$792M
| $132K | ﹤0.01% |
3,388
-934
| -22% | -$35.3K |
|
3360
TransAlta
TAC
$3.93B
| $132K | ﹤0.01% |
28,326
-7,874
| -22% | -$30.5K |
|
|
PETX
3361
DELISTED
Aratana Therapeutics, Inc.
PETX
| $132K | ﹤0.01% |
23,969
-39,204
| -62% | -$147K |
|
|
IMGN
3362
DELISTED
Immunogen Inc
IMGN
| $131K | ﹤0.01% |
15,365
-29,643
| -66% | -$251K |
|
|
TKA
3363
DELISTED
TELEKOM AUSTRIA AG ADS (1 ORD)
TKA
| $129K | ﹤0.01% |
10,340
+184
| +2% | +$2.3K |
|
3364
Intrepid Potash
IPI
$470M
| $126K | ﹤0.01% |
11,393
-3,269
| -22% | -$59K |
|
3365
Star Bulk Carriers
SBLK
$3.05B
| $126K | ﹤0.01% |
33,540
+25,243
| +304% | +$70.3K |
|
3366
Urban One Class D
UONEK
$22.6M
| $124K | ﹤0.01% |
8,703
-496
| -5% | -$7.03K |
|
|
TLGT
3367
DELISTED
Teligent, Inc
TLGT
| $124K | ﹤0.01% |
2,527
+862
| +52% | +$53.8K |
|
|
JAX
3368
DELISTED
J. Alexander's Holdings, Inc.
JAX
| $124K | ﹤0.01% |
11,732
+959
| +9% | +$9.35K |
|
3369
Consolidated Water Co
CWCO
$470M
| $123K | ﹤0.01% |
10,132
-884
| -8% | -$9.94K |
|
3370
PTC Therapeutics
PTCT
$6.12B
| $123K | ﹤0.01% |
19,072
-177,846
| -90% | -$3.09M |
|
|
KE
3371
Kimball Electronics
KE
$567M
| $120K | ﹤0.01% |
+10,772
| New | +$115K |
|
|
CVO
3372
DELISTED
Cenevo, Inc.
CVO
| $120K | ﹤0.01% |
33,240
-44
| -0.1% | -$180 |
|
|
ADVM
3373
DELISTED
Adverum Biotechnologies
ADVM
| $119K | ﹤0.01% |
2,293
-181
| -7% | -$10.1K |
|
|
CMBT
3374
CMB.TECH NV
CMBT
$4.52B
| $118K | ﹤0.01% |
11,572
+1,333
| +13% | +$14.4K |
|
|
HTBK
3375
DELISTED
Heritage Commerce
HTBK
| $117K | ﹤0.01% |
11,717
-828
| -7% | -$8.13K |
|
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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.