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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 | |
|---|---|---|---|---|---|---|
|
UFS
1126
DELISTED
DOMTAR CORPORATION (New)
UFS
| $6.83M | 0.01% |
168,633
-14,102
| -8% | -$483K |
|
|
PDLI
1127
DELISTED
PDL BioPharma, Inc.
PDLI
| $6.83M | 0.01% |
2,050,819
+846,383
| +70% | +$2.64M |
|
1128
Sensata Technologies
ST
$6.98B
| $6.82M | 0.01% |
175,656
-37,780
| -18% | -$1.37M |
|
|
BSMX
1129
DELISTED
Banco Santander México, S, A., Institución de Banca Múltiple, Grupo Financiero Santander México
BSMX
| $6.82M | 0.01% |
755,513
+369,151
| +96% | +$2.95M |
|
1130
Carter's
CRI
$1.39B
| $6.82M | 0.01% |
64,693
-7,908
| -11% | -$758K |
|
1131
TD Synnex
SNX
$20.2B
| $6.81M | 0.01% |
147,108
+45,864
| +45% | +$2.05M |
|
1132
Comfort Systems
FIX
$59.8B
| $6.8M | 0.01% |
214,054
+57,268
| +37% | +$1.62M |
|
1133
Thor Industries
THO
$3.95B
| $6.8M | 0.01% |
106,620
+373
| +0.4% | +$20.4K |
|
1134
FNB Corp
FNB
$6.76B
| $6.79M | 0.01% |
522,258
+130,788
| +33% | +$1.63M |
|
|
EHI
1135
Western Asset Global High Income Fund
EHI
$175M
| $6.77M | 0.01% |
749,263
+139,770
| +23% | +$1.18M |
|
|
FRGI
1136
DELISTED
Fiesta Restaurant Group, Inc.
FRGI
| $6.76M | 0.01% |
206,343
+172,404
| +508% | +$6.07M |
|
1137
Protolabs
PRLB
$1.79B
| $6.76M | 0.01% |
87,639
+59,170
| +208% | +$3.82M |
|
1138
WD-40
WDFC
$3.06B
| $6.75M | 0.01% |
62,474
+25,837
| +71% | +$2.67M |
|
1139
AMC Global Media
AMCX
$427M
| $6.75M | 0.01% |
103,891
+30,508
| +42% | +$2.09M |
|
1140
World Acceptance Corp
WRLD
$840M
| $6.74M | 0.01% |
177,612
+25,873
| +17% | +$912K |
|
|
CY
1141
DELISTED
Cypress Semiconductor
CY
| $6.73M | 0.01% |
777,390
-123,055
| -14% | -$994K |
|
1142
Visteon
VC
$2.8B
| $6.72M | 0.01% |
84,465
+29,959
| +55% | +$2.36M |
|
|
ACH
1143
Accendra Health
ACH
$256M
| $6.72M | 0.01% |
166,222
+16,270
| +11% | +$606K |
|
|
BGX
1144
Blackstone Long-Short Credit Income Fund
BGX
$136M
| $6.72M | 0.01% |
493,823
+175,609
| +55% | +$2.27M |
|
1145
Hexcel
HXL
$7.76B
| $6.71M | 0.01% |
153,596
+13,889
| +10% | +$584K |
|
1146
California Water Service
CWT
$3.02B
| $6.71M | 0.01% |
251,098
+98,638
| +65% | +$2.45M |
|
|
HRG
1147
DELISTED
HRG Group, Inc.
HRG
| $6.69M | 0.01% |
480,509
+68,067
| +17% | +$825K |
|
|
AEL
1148
DELISTED
American Equity Investment Life Holding Company
AEL
| $6.68M | 0.01% |
397,429
+210,788
| +113% | +$3.42M |
|
1149
BlackRock Multi-Sector Income Trust
BIT
$696M
| $6.67M | 0.01% |
421,844
+34,359
| +9% | +$528K |
|
1150
MGM Resorts International
MGM
$11.7B
| $6.65M | 0.01% |
310,128
-17,596
| -5% | -$348K |
|
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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.