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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 | |
|---|---|---|---|---|---|---|
1276
Rithm Capital
RITM
$5.51B
| $5.71M | 0.01% |
491,093
+95,565
| +24% | +$1.06M |
|
|
NUAN
1277
DELISTED
Nuance Communications, Inc.
NUAN
| $5.71M | 0.01% |
352,761
+191,733
| +119% | +$3.1M |
|
|
INVX
1278
Innovex International
INVX
$1.85B
| $5.7M | 0.01% |
94,084
-9,241
| -9% | -$514K |
|
|
TMX
1279
DELISTED
Terminix Global Holdings, Inc.
TMX
| $5.7M | 0.01% |
225,777
+6,112
| +3% | +$156K |
|
|
GDO
1280
Western Asset Global Corporate Defined Opportunity Fund
GDO
$77.1M
| $5.7M | 0.01% |
345,408
-38,830
| -10% | -$617K |
|
1281
United Parks & Resorts
PRKS
$2.15B
| $5.68M | 0.01% |
269,536
-2,272
| -0.8% | -$42.5K |
|
1282
WisdomTree Europe SmallCap Dividend Fund
DFE
$167M
| $5.67M | 0.01% |
99,441
+1,837
| +2% | +$97.7K |
|
|
LBY
1283
DELISTED
Libbey, Inc.
LBY
| $5.66M | 0.01% |
304,538
+252,880
| +490% | +$4.44M |
|
1284
Buckle
BKE
$2.27B
| $5.66M | 0.01% |
167,046
+14,403
| +9% | +$438K |
|
|
ZNGA
1285
DELISTED
ZYNGA INC. CL A COMMON
ZNGA
| $5.66M | 0.01% |
2,481,473
-3,193,837
| -56% | -$7.15M |
|
1286
Black Hills Corp
BKH
$5.5B
| $5.66M | 0.01% |
94,076
+8,974
| +11% | +$479K |
|
|
HW
1287
DELISTED
Headwaters Inc
HW
| $5.65M | 0.01% |
284,933
+174,228
| +157% | +$2.92M |
|
1288
Madison Square Garden
MSGS
$9.75B
| $5.65M | 0.01% |
47,598
-5,229
| -10% | -$582K |
|
|
SWFT
1289
DELISTED
Swift Transportation Company
SWFT
| $5.65M | 0.01% |
303,139
+251,455
| +487% | +$4.07M |
|
|
VSTO
1290
DELISTED
Vista Outdoor Inc.
VSTO
| $5.64M | 0.01% |
108,749
+28,903
| +36% | +$1.39M |
|
|
LVNTA
1291
DELISTED
Liberty Interactive Corporation Series A Liberty Ventures
LVNTA
| $5.62M | 0.01% |
143,675
+8,032
| +6% | +$305K |
|
|
WOOF
1292
DELISTED
VCA Inc.
WOOF
| $5.62M | 0.01% |
97,396
+2,424
| +3% | +$126K |
|
1293
Vale
VALE
$63.8B
| $5.61M | 0.01% |
1,333,084
+185,074
| +16% | +$575K |
|
1294
Chesapeake Utilities
CPK
$3.2B
| $5.61M | 0.01% |
89,094
+42,792
| +92% | +$2.6M |
|
1295
Skywest
SKYW
$4.29B
| $5.61M | 0.01% |
280,400
-11,766
| -4% | -$199K |
|
|
KPN
1296
DELISTED
ROYAL KPN NV ADS (EA REPTG 1 ORD SH)
KPN
| $5.58M | 0.01% |
1,313,136
+99,826
| +8% | +$424K |
|
1297
Deutsche Bank
DB
$69.6B
| $5.57M | 0.01% |
368,424
+158,312
| +75% | +$2.65M |
|
|
TEN
1298
Tsakos Energy Navigation Ltd
TEN
$1.2B
| $5.57M | 0.01% |
180,216
+4,196
| +2% | +$126K |
|
|
LSI
1299
DELISTED
Life Storage, Inc.
LSI
| $5.56M | 0.01% |
70,694
+22,226
| +46% | +$1.62M |
|
1300
Brady Corp
BRC
$4.39B
| $5.56M | 0.01% |
207,000
+24,219
| +13% | +$582K |
|
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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.