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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 | |
|---|---|---|---|---|---|---|
|
MTL
2451
DELISTED
Mechel PAO American Depository Shares, each representing two ordinary shares (ADSs)
MTL
| $1.22M | ﹤0.01% |
675,895
+48,215
| +8% | +$81.2K |
|
|
LABL
2452
DELISTED
Multi-Color Corp
LABL
| $1.22M | ﹤0.01% |
22,766
+1,396
| +7% | +$74.5K |
|
|
CCC
2453
DELISTED
Calgon Carbon Corp
CCC
| $1.21M | ﹤0.01% |
86,625
-2,493
| -3% | -$38K |
|
2454
Perdoceo Education
PRDO
$2.04B
| $1.21M | ﹤0.01% |
266,760
-25,615
| -9% | -$85K |
|
2455
RadNet
RDNT
$4.93B
| $1.21M | ﹤0.01% |
250,706
-15,485
| -6% | -$86.2K |
|
|
TUES
2456
DELISTED
Tuesday Morning Corp
TUES
| $1.21M | ﹤0.01% |
147,814
+32,006
| +28% | +$210K |
|
|
CCRN
2457
DELISTED
Cross Country Healthcare
CCRN
| $1.21M | ﹤0.01% |
103,827
+5,352
| +5% | +$68K |
|
2458
Regional Management Corp
RM
$297M
| $1.2M | ﹤0.01% |
70,260
+17,172
| +32% | +$251K |
|
2459
Destination XL Group
DXLG
$29.3M
| $1.2M | ﹤0.01% |
232,333
+71,707
| +45% | +$333K |
|
2460
OceanFirst Financial
OCFC
$1.71B
| $1.2M | ﹤0.01% |
67,886
+23,214
| +52% | +$407K |
|
|
TIVO
2461
DELISTED
TIVO INC
TIVO
| $1.2M | ﹤0.01% |
126,182
+59,216
| +88% | +$476K |
|
2462
Zurn Elkay Water Solutions
ZWS
$8.31B
| $1.2M | ﹤0.01% |
122,939
+71,566
| +139% | +$607K |
|
2463
Quanex
NX
$818M
| $1.2M | ﹤0.01% |
68,880
-12,604
| -15% | -$222K |
|
|
NSL
2464
DELISTED
NUVEEN SENIOR INCM FD
NSL
| $1.2M | ﹤0.01% |
202,726
+13,305
| +7% | +$74.1K |
|
|
UAM
2465
DELISTED
Universal American Corp
UAM
| $1.2M | ﹤0.01% |
167,527
+13,403
| +9% | +$87K |
|
|
ZEN
2466
DELISTED
ZENDESK INC
ZEN
| $1.2M | ﹤0.01% |
+57,078
| New | +$1.16M |
|
|
SCNB
2467
DELISTED
Suffolk Bancorp
SCNB
| $1.2M | ﹤0.01% |
47,351
+366
| +0.8% | +$9.33K |
|
2468
First Financial Corp
THFF
$961M
| $1.19M | ﹤0.01% |
34,783
+1,999
| +6% | +$66K |
|
|
WIFI
2469
DELISTED
Boingo Wireless, Inc.
WIFI
| $1.19M | ﹤0.01% |
154,081
+71,770
| +87% | +$466K |
|
|
RBS.PRL.CL
2470
DELISTED
Royal Bank Of Scotland Group Plc
RBS.PRL.CL
| $1.19M | ﹤0.01% |
49,170
+6,348
| +15% | +$153K |
|
|
KBAL
2471
DELISTED
Kimball International
KBAL
| $1.19M | ﹤0.01% |
104,517
+109
| +0.1% | +$1.15K |
|
|
CSBK
2472
DELISTED
Clifton Bancorp Inc.
CSBK
| $1.18M | ﹤0.01% |
78,258
+35,976
| +85% | +$522K |
|
2473
Camden National
CAC
$977M
| $1.18M | ﹤0.01% |
42,204
+17,541
| +71% | +$472K |
|
|
PDT
2474
John Hancock Premium Dividend Fund
PDT
$636M
| $1.18M | ﹤0.01% |
78,144
-1,474
| -2% | -$20.7K |
|
2475
Enterprise Financial Services Corp
EFSC
$2.39B
| $1.18M | ﹤0.01% |
43,614
+5,800
| +15% | +$158K |
|
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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.