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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
+6.23%
1 Year Est. Return
+18.52%
3 Year Est. Return
+86.84%
5 Year Est. Return
+137.89%
10 Year Est. Return
–
AUM
$58.6B
AUM Growth
+$7.32B
Cap. Flow
+$4.67B
Cap. Flow %
7.96%
Top 10 Hldgs %
13.41%
Holding
4,085
New
824
Increased
1,944
Reduced
1,161
Closed
139

Top Buys

Rank Stock Value
1
GOOGL icon
Alphabet (Google) Class A
GOOGL
+$539M
2
VOO icon
Vanguard S&P 500 ETF
VOO
+$237M
3
HPE icon
Hewlett Packard
HPE
+$97.1M
4
AAPL icon
Apple
AAPL
+$68.9M
5
EEM icon
iShares MSCI Emerging Markets ETF
EEM
+$59.8M

Top Sells

Rank Stock Value
1
GOOG icon
Alphabet (Google) Class C
GOOG
+$471M
2
HPQ icon
HP
HPQ
+$140M
3
CXT icon
Crane NXT
CXT
+$38.8M
4
EFA icon
iShares MSCI EAFE ETF
EFA
+$37.3M
5
IWF icon
iShares Russell 1000 Growth ETF
IWF
+$36M

Sector Composition

Rank Sector Weight
1 Financials 13.9%
2 Healthcare 13.18%
3 Technology 12.2%
4 Consumer Discretionary 8.89%
5 Industrials 8.54%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
LDR
2801
DELISTED
Landauer Inc
LDR
$566K ﹤0.01%
17,197
-2,746
-14% -$104K
HTWR
2802
DELISTED
HEARTWARE INTERNATIONAL INC COM STK (DE)
HTWR
$566K ﹤0.01%
11,222
+2,722
+32% +$128K
SFE
2803
DELISTED
Safeguard Scientifics, Inc.
SFE
$565K ﹤0.01%
38,954
-3,275
-8% -$52.9K
GSJ.CL
2804
DELISTED
The Goldman Sachs Group Inc
GSJ.CL
$565K ﹤0.01%
+21,484
New +$571K
AHRT
2805
AH Realty Trust
AHRT
$536M
$563K ﹤0.01%
53,675
+7,303
+16% +$77.9K
QQQX icon
2806
Nuveen NASDAQ 100 Dynamic Overwrite Fund
QQQX
$1.41B
$562K ﹤0.01%
29,024
-158,268
-85% -$3.02M
ESI icon
2807
Element Solutions
ESI
$8.48B
$561K ﹤0.01%
43,744
+30,219
+223% +$367K
FLY
2808
DELISTED
Fly Leasing Limited
FLY
$561K ﹤0.01%
41,075
-9,934
-19% -$132K
SRGA
2809
DELISTED
Surgalign Holdings, Inc. Common Stock
SRGA
$560K ﹤0.01%
4,699
+61
+1% +$7.87K
CASS icon
2810
Cass Information Systems
CASS
$716M
$559K ﹤0.01%
14,340
-696
-5% -$27.3K
JUNO
2811
DELISTED
Juno Therapeutics, Inc.
JUNO
$559K ﹤0.01%
+12,705
New +$630K
TECK icon
2812
Teck Resources
TECK
$28.2B
$557K ﹤0.01%
144,382
+55,165
+62% +$273K
NVAX icon
2813
Novavax
NVAX
$1.21B
$555K ﹤0.01%
3,308
+2,375
+255% +$366K
ONTO icon
2814
Onto Innovation
ONTO
$10.9B
$555K ﹤0.01%
36,680
-7,320
-17% -$107K
MCHI icon
2815
iShares MSCI China ETF
MCHI
$6.23B
$552K ﹤0.01%
12,366
-9,104
-42% -$426K
LIOX
2816
DELISTED
Lionbridge Technologies
LIOX
$551K ﹤0.01%
112,260
-4,103
-4% -$21.4K
CAI
2817
DELISTED
CAI International, Inc.
CAI
$550K ﹤0.01%
54,576
+26,505
+94% +$283K
DBKO
2818
DELISTED
Xtrackers MSCI South Korea Hedged Equity ETF
DBKO
$550K ﹤0.01%
24,528
-5,635
-19% -$129K
BNED icon
2819
Barnes & Noble Education
BNED
$435M
$549K ﹤0.01%
552
+301
+120% +$378K
VNCE icon
2820
Vince Holding Corp
VNCE
$79.9M
$549K ﹤0.01%
11,987
+9,117
+318% +$410K
VTHR icon
2821
Vanguard Russell 3000 ETF
VTHR
$4.57B
$548K ﹤0.01%
+5,858
New +$552K
OSUR icon
2822
OraSure Technologies
OSUR
$273M
$546K ﹤0.01%
84,803
+672
+0.8% +$3.84K
TAHO
2823
DELISTED
Tahoe Resources Inc
TAHO
$546K ﹤0.01%
62,952
+15,779
+33% +$137K
TAL icon
2824
TAL Education Group
TAL
$6.04B
$545K ﹤0.01%
70,374
-45,168
-39% -$308K
WIFI
2825
DELISTED
Boingo Wireless, Inc.
WIFI
$545K ﹤0.01%
82,311
+11,483
+16% +$82.1K
111 112
113
114 115

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Parametric Portfolio Associates's Q4 2015 Portfolio in Review

As of Q4 2015, Parametric Portfolio Associates held 4,085 positions worth $58.6B, up 14% from $51.3B the previous quarter. Its ten largest holdings account for 13% of the portfolio.

Parametric Portfolio Associates deployed $4.67B of net new capital in Q4 2015, opening 824 new positions and adding to 1,944 existing holdings. Its largest new stake was Alphabet (Google) Class A: 14,553,740 shares worth $566M.

By sector, the portfolio is most concentrated in Financials at 14% of assets, down from 15% a quarter earlier, followed by Healthcare and Technology.

On the sell side, the largest reduction was Alphabet (Google) Class C, an estimated $471M trimmed.

  • Parametric Portfolio Associates's largest Q4 2015 buy was Alphabet (Google) Class A: 14,553,740 shares worth $566M.
  • Parametric Portfolio Associates added most to Vanguard S&P 500 ETF in Q4 2015, an estimated $237M increase.
  • Parametric Portfolio Associates's biggest Q4 2015 reduction was Alphabet (Google) Class C, cutting an estimated $471M.
  • Parametric Portfolio Associates fully exited SIGMA - ALDRICH CORP in Q4 2015, selling an estimated $34.8M.
  • Parametric Portfolio Associates's ten largest holdings make up 13% of its $58.6B portfolio in Q4 2015.
  • Parametric Portfolio Associates opened 824 new positions and closed 139 in Q4 2015.
  • Parametric Portfolio Associates's portfolio value rose 14% quarter-over-quarter to $58.6B.

Based on Parametric Portfolio Associates's 13F filing for Q4 2015, filed 12 Feb 2016.