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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 | |
|---|---|---|---|---|---|---|
1176
Bank of Montreal
BMO
$125B
| $6.37M | 0.01% |
104,902
+8,270
| +9% | +$453K |
|
|
MPT
1177
Medical Properties Trust
MPT
$2.81B
| $6.35M | 0.01% |
488,924
+290,029
| +146% | +$3.31M |
|
1178
BlackRock Core Bond Trust
BHK
$648M
| $6.34M | 0.01% |
473,843
+14,540
| +3% | +$188K |
|
1179
Cinemark Holdings
CNK
$4.22B
| $6.33M | 0.01% |
176,740
-22,591
| -11% | -$717K |
|
|
HEES
1180
DELISTED
H&E Equipment Services
HEES
| $6.33M | 0.01% |
361,090
+190,033
| +111% | +$2.76M |
|
1181
Nexstar Media Group
NXST
$5.88B
| $6.31M | 0.01% |
142,610
+85,959
| +152% | +$3.89M |
|
|
CDR
1182
DELISTED
Cedar Realty Trust, Inc
CDR
| $6.3M | 0.01% |
131,951
+79,565
| +152% | +$3.65M |
|
1183
Cheniere Energy
LNG
$54.1B
| $6.29M | 0.01% |
185,994
+21,878
| +13% | +$709K |
|
1184
Dick's Sporting Goods
DKS
$17.9B
| $6.29M | 0.01% |
134,430
+33,090
| +33% | +$1.34M |
|
|
SCAI
1185
DELISTED
Surgical Care Affiliates, Inc.
SCAI
| $6.28M | 0.01% |
135,714
+48,867
| +56% | +$2.05M |
|
1186
DigitalBridge
DBRG
$2.93B
| $6.28M | 0.01% |
138,304
+53,234
| +63% | +$2.35M |
|
|
WCN
1187
Waste Connections
WCN
$41.9B
| $6.26M | 0.01% |
145,446
+21,013
| +17% | +$847K |
|
|
STR
1188
DELISTED
QUESTAR CORP
STR
| $6.26M | 0.01% |
252,548
+85,543
| +51% | +$1.98M |
|
1189
Applied Industrial Technologies
AIT
$12.6B
| $6.26M | 0.01% |
144,256
+12,203
| +9% | +$481K |
|
1190
Westlake Corp
WLK
$9.19B
| $6.25M | 0.01% |
134,959
+108,813
| +416% | +$4.94M |
|
|
CATM
1191
DELISTED
Cardtronics plc Class A Ordinary Shares (UK)
CATM
| $6.24M | 0.01% |
173,351
+87,656
| +102% | +$2.87M |
|
1192
ABM Industries
ABM
$2.79B
| $6.24M | 0.01% |
193,016
+42,881
| +29% | +$1.29M |
|
1193
Myriad Genetics
MYGN
$507M
| $6.23M | 0.01% |
166,427
+63,150
| +61% | +$2.38M |
|
|
ELNK
1194
DELISTED
EarthLink Holdings Corp.
ELNK
| $6.21M | 0.01% |
1,095,414
+117,147
| +12% | +$684K |
|
1195
State Street SPDR Portfolio Intermediate Term Corporate Bond ETF
SPIB
$11.5B
| $6.2M | 0.01% |
180,981
+2,600
| +1% | +$87.7K |
|
|
DISH
1196
DELISTED
DISH Network Corp.
DISH
| $6.2M | 0.01% |
133,923
-9,405
| -7% | -$453K |
|
1197
iShares Russell 2000 Growth ETF
IWO
$14.4B
| $6.19M | 0.01% |
46,666
+38,510
| +472% | +$4.81M |
|
1198
Commercial Metals
CMC
$7.57B
| $6.18M | 0.01% |
364,355
+88,038
| +32% | +$1.29M |
|
|
ALR
1199
DELISTED
Alere Inc
ALR
| $6.18M | 0.01% |
122,060
+27,812
| +30% | +$1.33M |
|
1200
Universal Corp
UVV
$1.33B
| $6.17M | 0.01% |
108,653
+18,854
| +21% | +$1.02M |
|
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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.