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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
LNW
2976
DELISTED
Light & Wonder
LNW
$419K ﹤0.01%
46,688
-30,998
-40% -$299K
TNGO
2977
DELISTED
Tangoe, Inc.
TNGO
$419K ﹤0.01%
49,910
+36,817
+281% +$295K
DVAX
2978
DELISTED
Dynavax Technologies
DVAX
$418K ﹤0.01%
+17,298
New +$433K
LEE icon
2979
Lee Enterprises
LEE
$175M
$418K ﹤0.01%
24,881
-196
-0.8% -$3.69K
FXO icon
2980
First Trust Financials AlphaDEX Fund
FXO
$1.14B
$417K ﹤0.01%
17,977
-7,625
-30% -$180K
ZAYO
2981
DELISTED
Zayo Group Holdings, Inc.
ZAYO
$417K ﹤0.01%
15,668
-1,422
-8% -$36.1K
MPG
2982
DELISTED
Metaldyne Performance Group Inc.
MPG
$417K ﹤0.01%
22,719
-878
-4% -$18.2K
QMCO icon
2983
Quantum Corp
QMCO
$411M
$416K ﹤0.01%
2,799
-95
-3% -$13K
HALO icon
2984
Halozyme
HALO
$9.88B
$414K ﹤0.01%
23,882
-1,380
-5% -$22K
ZEUS
2985
DELISTED
Olympic Steel
ZEUS
$414K ﹤0.01%
35,716
+4,271
+14% +$45.8K
FC icon
2986
Franklin Covey
FC
$239M
$412K ﹤0.01%
24,610
-1,149
-4% -$18.3K
GBLI icon
2987
Global Indemnity Group
GBLI
$402M
$412K ﹤0.01%
14,204
+120
+0.9% +$3.37K
QNST icon
2988
QuinStreet
QNST
$927M
$411K ﹤0.01%
95,833
-10,262
-10% -$53.6K
XLI icon
2989
State Street Industrial Select Sector SPDR ETF
XLI
$32.2B
$411K ﹤0.01%
7,755
– –
PBYI icon
2990
Puma Biotechnology
PBYI
$398M
$410K ﹤0.01%
5,234
-3,592
-41% -$282K
CVCO icon
2991
Cavco Industries
CVCO
$4.36B
$409K ﹤0.01%
+4,904
New +$416K
HURC icon
2992
Hurco Companies Inc
HURC
$132M
$409K ﹤0.01%
15,406
-89
-0.6% -$2.37K
PHX
2993
DELISTED
PHX Minerals
PHX
$408K ﹤0.01%
25,221
-4,359
-15% -$77.2K
UTI icon
2994
Universal Technical Institute
UTI
$2.26B
$408K ﹤0.01%
87,469
+5,663
+7% +$26.3K
AXS.PRC.CL
2995
DELISTED
Axis Capital Holdings Ltd
AXS.PRC.CL
$407K ﹤0.01%
+15,168
New +$405K
CLDX icon
2996
Celldex Therapeutics
CLDX
$2.94B
$404K ﹤0.01%
1,720
-112
-6% -$24.4K
EVF
2997
Eaton Vance Senior Income Trust
EVF
$90.1M
$404K ﹤0.01%
69,932
-23,275
-25% -$138K
THR
2998
DELISTED
Thermon Group Holdings
THR
$404K ﹤0.01%
23,853
-2,681
-10% -$51K
AGM icon
2999
Federal Agricultural Mortgage
AGM
$2.32B
$403K ﹤0.01%
12,776
+1,541
+14% +$46.3K
PAHC icon
3000
Phibro Animal Health
PAHC
$1.5B
$402K ﹤0.01%
13,350
-5,396
-29% -$173K
118 119
120
121 122

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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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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.