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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 | |
|---|---|---|---|---|---|---|
|
SAFM
1151
DELISTED
Sanderson Farms Inc
SAFM
| $6.62M | 0.01% |
73,449
+27,879
| +61% | +$2.34M |
|
|
TEN
1152
DELISTED
Tenneco Inc. Class A Voting Common Stock
TEN
| $6.62M | 0.01% |
128,483
+13,642
| +12% | +$598K |
|
|
X
1153
DELISTED
US Steel
X
| $6.58M | 0.01% |
410,142
+246,498
| +151% | +$2.46M |
|
|
UMPQ
1154
DELISTED
Umpqua Holdings Corp
UMPQ
| $6.58M | 0.01% |
414,787
-32,389
| -7% | -$489K |
|
|
BKS
1155
DELISTED
Barnes & Noble
BKS
| $6.57M | 0.01% |
531,251
+117,832
| +29% | +$1.15M |
|
|
CNSL
1156
DELISTED
Consolidated Communications Holdings, Inc.
CNSL
| $6.56M | 0.01% |
254,527
-7,003
| -3% | -$150K |
|
|
AZPN
1157
DELISTED
ASPEN TECHNOLOGY INC
AZPN
| $6.55M | 0.01% |
181,191
+54,580
| +43% | +$1.97M |
|
|
BOI
1158
DELISTED
Brookfield Mtge Opportunity Fd
BOI
| $6.54M | 0.01% |
446,728
+131,639
| +42% | +$1.92M |
|
|
VG
1159
DELISTED
Vonage Holdings Corporation
VG
| $6.52M | 0.01% |
1,427,483
+310,772
| +28% | +$1.54M |
|
1160
Cracker Barrel
CBRL
$1.28B
| $6.52M | 0.01% |
42,692
+9,641
| +29% | +$1.33M |
|
1161
Ziff Davis
ZD
$1.94B
| $6.51M | 0.01% |
121,632
+50,916
| +72% | +$3.08M |
|
1162
Compass Minerals
CMP
$1.25B
| $6.5M | 0.01% |
91,723
-14,290
| -13% | -$1.02M |
|
1163
Edgewell Personal Care
EPC
$1.26B
| $6.5M | 0.01% |
80,697
-15,978
| -17% | -$1.22M |
|
|
FNFG
1164
DELISTED
FIRST NIAGARA FINANCIAL GROUP INC
FNFG
| $6.49M | 0.01% |
670,796
-287,044
| -30% | -$2.78M |
|
|
JPS
1165
DELISTED
Nuveen Preferred & Income Securities Fund
JPS
| $6.49M | 0.01% |
722,159
-248,936
| -26% | -$2.22M |
|
1166
Herc Holdings
HRI
$4.88B
| $6.48M | 0.01% |
205,195
+70,867
| +53% | +$2.08M |
|
1167
Fossil Group
FOSL
$288M
| $6.47M | 0.01% |
145,646
-7,164
| -5% | -$283K |
|
1168
BGC Group
BGC
$5.6B
| $6.46M | 0.01% |
1,110,817
+613,066
| +123% | +$3.52M |
|
1169
First Industrial Realty Trust
FR
$8.75B
| $6.45M | 0.01% |
283,732
+2,053
| +0.7% | +$43.3K |
|
|
DNKN
1170
DELISTED
Dunkin' Brands Group, Inc.
DNKN
| $6.44M | 0.01% |
136,527
+64,565
| +90% | +$2.77M |
|
1171
Gentex
GNTX
$5.03B
| $6.42M | 0.01% |
408,910
-239,100
| -37% | -$3.48M |
|
1172
Healthcare Services Group
HCSG
$1.58B
| $6.4M | 0.01% |
173,975
-4,288
| -2% | -$149K |
|
1173
ServiceNow
NOW
$114B
| $6.39M | 0.01% |
522,545
+107,585
| +26% | +$1.36M |
|
1174
Itron
ITRI
$4.33B
| $6.38M | 0.01% |
152,985
-4,841
| -3% | -$179K |
|
|
IGR
1175
CBRE Global Real Estate Income Fund
IGR
$718M
| $6.38M | 0.01% |
816,331
+15,610
| +2% | +$113K |
|
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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.