We are live on
!
Find out more
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 | |
|---|---|---|---|---|---|---|
1576
National Health Investors
NHI
$3.72B
| $4M | 0.01% |
60,066
+23,954
| +66% | +$1.48M |
|
|
NPP
1577
DELISTED
NUVEEN PERFORMANCE+MUN FUND
NPP
| $3.99M | 0.01% |
254,090
-111,605
| -31% | -$1.71M |
|
1578
Jefferies Financial Group
JEF
$12.6B
| $3.98M | 0.01% |
275,274
+35,714
| +15% | +$503K |
|
1579
Embotelladora Andina Series B
AKO.B
$4.74B
| $3.98M | 0.01% |
208,779
+23,257
| +13% | +$400K |
|
1580
Post Holdings
POST
$4.14B
| $3.98M | 0.01% |
88,387
+35,860
| +68% | +$1.51M |
|
1581
United Bankshares
UBSI
$6.63B
| $3.97M | 0.01% |
108,246
+22,638
| +26% | +$795K |
|
1582
Northwest Bancshares
NWBI
$2.3B
| $3.97M | 0.01% |
294,039
+81,746
| +39% | +$1.04M |
|
1583
Encompass Health
EHC
$11B
| $3.96M | 0.01% |
132,430
+3,003
| +2% | +$82.9K |
|
|
BGH
1584
Barings Global Short Duration High Yield Fund
BGH
$282M
| $3.96M | 0.01% |
237,310
+104,286
| +78% | +$1.64M |
|
1585
Sun Communities
SUI
$15.2B
| $3.96M | 0.01% |
55,249
+5,048
| +10% | +$340K |
|
|
EBSB
1586
DELISTED
Meridian Bancorp, Inc.
EBSB
| $3.95M | 0.01% |
284,082
+242,613
| +585% | +$3.31M |
|
1587
G-III Apparel Group
GIII
$1.54B
| $3.95M | 0.01% |
80,837
+17,811
| +28% | +$862K |
|
1588
Deckers Outdoor
DECK
$13.2B
| $3.95M | 0.01% |
395,352
+29,172
| +8% | +$252K |
|
|
WNR
1589
DELISTED
Western Refining Inc
WNR
| $3.95M | 0.01% |
135,702
-14,350
| -10% | -$433K |
|
1590
Sensient Technologies
SXT
$5.26B
| $3.95M | 0.01% |
62,199
-10,270
| -14% | -$604K |
|
|
DSL
1591
DoubleLine Income Solutions Fund
DSL
$1.22B
| $3.94M | 0.01% |
234,555
+1,989
| +0.9% | +$31.7K |
|
|
MDP
1592
DELISTED
Meredith Corporation
MDP
| $3.94M | 0.01% |
83,015
+2,883
| +4% | +$122K |
|
|
AKRX
1593
DELISTED
Akorn Inc
AKRX
| $3.94M | 0.01% |
167,567
+42,535
| +34% | +$1.12M |
|
|
AF
1594
DELISTED
Astoria Financial Corporation
AF
| $3.94M | 0.01% |
248,745
+16,870
| +7% | +$256K |
|
|
CBPO
1595
DELISTED
China Biologic Products Holdings, Inc.
CBPO
| $3.93M | 0.01% |
+34,353
| New | +$4.03M |
|
1596
Watts Water Technologies
WTS
$11.5B
| $3.93M | 0.01% |
71,252
-18,437
| -21% | -$931K |
|
1597
Cheesecake Factory
CAKE
$5.04B
| $3.92M | 0.01% |
73,867
+7,809
| +12% | +$387K |
|
1598
Rollins
ROL
$18.3B
| $3.92M | 0.01% |
325,314
-79,380
| -20% | -$942K |
|
|
ANAT
1599
DELISTED
American National Group, Inc. Common Stock
ANAT
| $3.92M | 0.01% |
33,931
-5,023
| -13% | -$514K |
|
|
STL
1600
DELISTED
Sterling Bancorp
STL
| $3.92M | 0.01% |
245,981
-5,593
| -2% | -$84.7K |
|
Similar funds
NIPH
AF
MCM
PSUF
IA
SCC
BAM
ACI
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.