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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 | |
|---|---|---|---|---|---|---|
|
FM
1726
DELISTED
iShares Frontier and Select EM ETF
FM
| $3.36M | 0.01% |
136,796
+81,752
| +149% | +$1.94M |
|
1727
Scorpio Tankers
STNG
$3.87B
| $3.36M | 0.01% |
57,632
+52,321
| +985% | +$3.1M |
|
|
VALE.P
1728
DELISTED
Vale S A
VALE.P
| $3.36M | 0.01% |
1,075,866
+20,822
| +2% | +$47.9K |
|
|
DENN
1729
DELISTED
Denny's
DENN
| $3.36M | 0.01% |
323,974
-14,128
| -4% | -$138K |
|
1730
Coca-Cola Femsa
KOF
$22.7B
| $3.35M | 0.01% |
40,396
+1,195
| +3% | +$86.4K |
|
1731
Coca-Cola Consolidated
COKE
$12.5B
| $3.35M | 0.01% |
209,590
-8,690
| -4% | -$148K |
|
|
ACV
1732
Virtus Diversified Income & Convertible Fund
ACV
$278M
| $3.35M | 0.01% |
188,239
+91,307
| +94% | +$1.51M |
|
1733
Imperial Oil
IMO
$62.7B
| $3.35M | 0.01% |
100,181
-62,106
| -38% | -$1.94M |
|
|
BCPC
1734
Balchem Corp
BCPC
$5.38B
| $3.33M | 0.01% |
53,706
+6,647
| +14% | +$399K |
|
|
NCZ
1735
Virtus Convertible & Income Fund II
NCZ
$294M
| $3.33M | 0.01% |
170,495
+112,243
| +193% | +$2.03M |
|
|
PRXL
1736
DELISTED
Parexel International Corp
PRXL
| $3.33M | 0.01% |
53,058
+646
| +1% | +$39.8K |
|
1737
TTEC Holdings
TTEC
$121M
| $3.31M | 0.01% |
119,264
+17,589
| +17% | +$471K |
|
|
POT
1738
DELISTED
Potash Corp Of Saskatchewan
POT
| $3.31M | 0.01% |
194,405
+67,397
| +53% | +$1.13M |
|
1739
LG Display
LPL
$3B
| $3.31M | 0.01% |
289,222
+55,500
| +24% | +$538K |
|
1740
Chemours
CC
$2.5B
| $3.3M | 0.01% |
471,921
+361,024
| +326% | +$1.81M |
|
|
BWLD
1741
DELISTED
Buffalo Wild Wings, Inc.
BWLD
| $3.3M | 0.01% |
22,270
+10,750
| +93% | +$1.64M |
|
|
SOHU
1742
Sohu.com
SOHU
$362M
| $3.28M | 0.01% |
66,286
+134
| +0.2% | +$6.48K |
|
|
TMIC
1743
DELISTED
TREND MICRO INC SPONS ADR-NEW
TMIC
| $3.28M | 0.01% |
89,666
+2,880
| +3% | +$105K |
|
1744
Nu Skin
NUS
$252M
| $3.28M | 0.01% |
85,765
+16,268
| +23% | +$538K |
|
|
AFB
1745
AllianceBernstein National Municipal Income Fund
AFB
$313M
| $3.27M | 0.01% |
226,638
+54,459
| +32% | +$767K |
|
|
GHY
1746
PGIM Global High Yield Fund
GHY
$478M
| $3.27M | 0.01% |
219,528
+3,785
| +2% | +$53.6K |
|
|
UTEK
1747
DELISTED
Ultratech Inc.
UTEK
| $3.27M | 0.01% |
149,606
+133,330
| +819% | +$2.63M |
|
1748
Northern Oil and Gas
NOG
$2.3B
| $3.26M | 0.01% |
81,606
+17,487
| +27% | +$595K |
|
1749
Vail Resorts
MTN
$5.32B
| $3.25M | 0.01% |
24,325
+845
| +4% | +$106K |
|
1750
Banco Macro
BMA
$5.88B
| $3.25M | 0.01% |
50,390
-3,555
| -7% | -$227K |
|
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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.