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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 | |
|---|---|---|---|---|---|---|
|
RDEN
2276
DELISTED
ELIZABETH ARDEN INC
RDEN
| $1.56M | ﹤0.01% |
190,308
-1,085
| -0.6% | -$7.7K |
|
2277
Medifast
MED
$110M
| $1.56M | ﹤0.01% |
51,619
+2,805
| +6% | +$82K |
|
2278
MGIC Investment
MTG
$6.44B
| $1.56M | ﹤0.01% |
202,804
-204,435
| -50% | -$1.46M |
|
2279
TriNet
TNET
$3.29B
| $1.55M | ﹤0.01% |
108,279
-12,909
| -11% | -$183K |
|
2280
AngioDynamics
ANGO
$610M
| $1.55M | ﹤0.01% |
126,156
+6,595
| +6% | +$72.9K |
|
2281
Banco de Chile
BCH
$21.3B
| $1.55M | ﹤0.01% |
77,429
+7,478
| +11% | +$143K |
|
2282
Nuveen Floating Rate Income Fund
JFR
$1.23B
| $1.55M | ﹤0.01% |
153,944
-115,303
| -43% | -$1.11M |
|
2283
Empire State Realty Trust
ESRT
$862M
| $1.54M | ﹤0.01% |
87,961
+7,519
| +9% | +$124K |
|
|
BAC.PRY.CL
2284
DELISTED
BANK OF AMERICA CORPORATION Depositary Shares representing a 1/1,000 th interest in a share of 6.500
BAC.PRY.CL
| $1.54M | ﹤0.01% |
58,302
+2,554
| +5% | +$66.9K |
|
2285
iShares Russell 1000 ETF
IWB
$47.9B
| $1.53M | ﹤0.01% |
13,455
-120,549
| -90% | -$13M |
|
|
MNDT
2286
DELISTED
Mandiant, Inc. Common Stock
MNDT
| $1.52M | ﹤0.01% |
84,562
+67,715
| +402% | +$1.1M |
|
|
MDC
2287
DELISTED
M.D.C. Holdings, Inc.
MDC
| $1.52M | ﹤0.01% |
84,170
+22,460
| +36% | +$362K |
|
|
RATE
2288
DELISTED
Bankrate Inc
RATE
| $1.52M | ﹤0.01% |
165,532
+13,433
| +9% | +$140K |
|
|
MBLY
2289
DELISTED
Mobileye N.V.
MBLY
| $1.51M | ﹤0.01% |
40,536
-255,896
| -86% | -$8.15M |
|
|
RSO
2290
DELISTED
Resource Capital Corp.
RSO
| $1.51M | ﹤0.01% |
134,272
-31,943
| -19% | -$342K |
|
|
CZR
2291
DELISTED
Caesars Entertainment Corporation
CZR
| $1.51M | ﹤0.01% |
222,216
-29,730
| -12% | -$208K |
|
2292
Harmonic Inc
HLIT
$1.22B
| $1.51M | ﹤0.01% |
460,850
+5,951
| +1% | +$19.5K |
|
|
ZLTQ
2293
DELISTED
ZELTIQ Aesthetics, Inc.
ZLTQ
| $1.5M | ﹤0.01% |
55,428
+5,317
| +11% | +$125K |
|
2294
Brown-Forman Class A
BF.A
$13.4B
| $1.5M | ﹤0.01% |
35,203
-430
| -1% | -$18.1K |
|
|
FOLD
2295
DELISTED
Amicus Therapeutics
FOLD
| $1.5M | ﹤0.01% |
177,701
+128,025
| +258% | +$907K |
|
2296
Stratasys
SSYS
$697M
| $1.5M | ﹤0.01% |
57,879
+22,177
| +62% | +$452K |
|
|
AVG
2297
DELISTED
AVG Technologies N.V.
AVG
| $1.5M | ﹤0.01% |
72,259
+27,823
| +63% | +$522K |
|
|
LDRH
2298
DELISTED
LDR HOLDINGS CORP COM STK
LDRH
| $1.5M | ﹤0.01% |
58,761
+21,140
| +56% | +$442K |
|
2299
MYR Group
MYRG
$5.15B
| $1.5M | ﹤0.01% |
59,552
+5,325
| +10% | +$115K |
|
|
QADA
2300
DELISTED
QAD Inc.
QADA
| $1.49M | ﹤0.01% |
+70,323
| New | +$1.36M |
|
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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.