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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
VRTS icon
3551
Virtus Investment Partners
VRTS
$1.14B
– –
-3,151
Closed -$370K
VSTM icon
3552
Verastem
VSTM
$547M
– –
-6,861
Closed -$153K
VTHR icon
3553
Vanguard Russell 3000 ETF
VTHR
$4.64B
– –
-5,858
Closed -$548K
VTVT icon
3554
vTv Therapeutics
VTVT
$122M
– –
-431
Closed -$117K
XLK icon
3555
State Street Technology Select Sector SPDR ETF
XLK
$112B
– –
-11,828
Closed -$253K
XME icon
3556
State Street SPDR S&P Metals & Mining ETF
XME
$3.9B
– –
-400,000
Closed -$5.98M
ZG icon
3557
Zillow
ZG
$7.74B
– –
-8,249
Closed -$215K
AIFU
3558
AIFU Inc
AIFU
$190M
– –
-26
Closed -$98K
ENFY
3559
DELISTED
Enlightify Inc
ENFY
– –
-2,583
Closed -$47K
PHLT
3560
DELISTED
Performant Healthcare Inc
PHLT
– –
-30,774
Closed -$55K
HYB
3561
DELISTED
New America High Income Fund, Inc.
HYB
– –
-28,504
Closed -$218K
PRMW
3562
DELISTED
Primo Water Corporation
PRMW
– –
-14,880
Closed -$164K
EGRX
3563
DELISTED
Eagle Pharmaceuticals, Inc.
EGRX
– –
-2,337
Closed -$207K
FAM
3564
DELISTED
First Trust/abrdn Global Opportunity Income Fund
FAM
– –
-20,306
Closed -$206K
HALL
3565
DELISTED
Hallmark Financial Services, Inc.
HALL
– –
-1,066
Closed -$125K
CLVS
3566
DELISTED
Clovis Oncology, Inc.
CLVS
– –
-6,498
Closed -$227K
HNGR
3567
DELISTED
Hanger Inc.
HNGR
– –
-185,884
Closed -$3.06M
CHMA
3568
DELISTED
Chiasma, Inc. Common Stock
CHMA
– –
-15,023
Closed -$294K
CLCT
3569
DELISTED
Collectors Universe
CLCT
– –
-14,566
Closed -$226K
WMGI
3570
DELISTED
Wright Medical Group Inc
WMGI
– –
-14,894
Closed -$360K
BITA
3571
DELISTED
Bitauto Holdings Limited
BITA
– –
-8,229
Closed -$233K
RST
3572
DELISTED
ROSETTA STONE INC
RST
– –
-54,473
Closed -$364K
CLUB
3573
DELISTED
Town Sports International Holdings, Inc.
CLUB
– –
-100,486
Closed -$120K
NNC
3574
DELISTED
Nuveen North Carolina Quality Municipal Income Fund
NNC
– –
-168,623
Closed -$2.21M
WMGIZ
3575
DELISTED
Wright Medical Group, Inc. Contingent Value Right
WMGIZ
– –
-29,797
Closed -$30K
141 142
143
144 145

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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.