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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
Cap. Flow
+$2.79B
Cap. Flow %
4.51%
Top 10 Hldgs %
13.35%
Holding
4,156
New
210
Increased
2,489
Reduced
1,252
Closed
182

Top Buys

Rank Stock Value
1
VOO icon
Vanguard S&P 500 ETF
VOO
+$130M
2
MSFT icon
Microsoft
MSFT
+$90.6M
3
META icon
Meta Platforms (Facebook)
META
+$58.2M
4
M icon
Macy's
M
+$56.4M
5
AVGO icon
Broadcom
AVGO
+$53.6M

Top Sells

Rank Stock Value
1
IVV icon
iShares Core S&P 500 ETF
IVV
+$109M
2
CB
CHUBB CORPORATION
CB
+$76M
3
EEM icon
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
NRO
3526
Neuberger Real Estate Securities Income Fund Inc
NRO
$195M
– –
-23,606
Closed -$113K
PBYI icon
3527
Puma Biotechnology
PBYI
$399M
– –
-5,234
Closed -$410K
PLUG icon
3528
Plug Power
PLUG
$2.75B
– –
-10,708
Closed -$23K
PRO
3529
DELISTED
PROS Holdings
PRO
– –
-12,711
Closed -$293K
QQQX icon
3530
Nuveen NASDAQ 100 Dynamic Overwrite Fund
QQQX
$1.41B
– –
-29,024
Closed -$562K
REI icon
3531
Ring Energy
REI
$307M
– –
-62,601
Closed -$441K
RH icon
3532
RH
RH
$3.24B
– –
-132,990
Closed -$10.6M
FLNA
3533
Filana Therapeutics
FLNA
$42.3M
– –
-1,504
Closed -$18K
SCHF icon
3534
Schwab International Equity ETF
SCHF
$64.9B
– –
-139,576
Closed -$1.92M
SCZ icon
3535
iShares MSCI EAFE Small-Cap ETF
SCZ
$13.1B
– –
-12,750
Closed -$637K
SPYV icon
3536
State Street SPDR Portfolio S&P 500 Value ETF
SPYV
$36.4B
– –
-16,400
Closed -$393K
STEW
3537
SRH Total Return Fund
STEW
$1.78B
– –
-26,984
Closed -$209K
TEI
3538
Templeton Emerging Markets Income Fund
TEI
$311M
– –
-14,249
Closed -$142K
TGTX icon
3539
TG Therapeutics
TGTX
$8.26B
– –
-13,955
Closed -$166K
TVTX icon
3540
Travere Therapeutics
TVTX
$5.11B
– –
-10,764
Closed -$208K
TWIN icon
3541
Twin Disc
TWIN
$325M
– –
-13,917
Closed -$146K
UFI icon
3542
UNIFI
UFI
$121M
– –
-9,395
Closed -$264K
UFPT icon
3543
UFP Technologies
UFPT
$1.96B
– –
-8,667
Closed -$206K
URTH icon
3544
iShares MSCI World ETF
URTH
$7.86B
– –
-4,976
Closed -$346K
USMV icon
3545
iShares MSCI USA Min Vol Factor ETF
USMV
$23.7B
– –
-6,665
Closed -$279K
VANI icon
3546
Vivani Medical
VANI
$112M
– –
-484
Closed -$68K
VB icon
3547
Vanguard Small-Cap ETF
VB
$79.2B
– –
-1,827
Closed -$202K
VMBS icon
3548
Vanguard Mortgage-Backed Securities ETF
VMBS
$15.5B
– –
-4,816
Closed -$254K
VMO icon
3549
Invesco Municipal Opportunity Trust
VMO
$657M
– –
-201,778
Closed -$2.66M
VO icon
3550
Vanguard Mid-Cap ETF
VO
$107B
– –
-6,980
Closed -$210K
140 141
142
143 144

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AF
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MCM
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PSUF
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IA
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SCC
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BAM
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ACI
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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.