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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
ESSA
3051
DELISTED
ESSA Bancorp
ESSA
$360K ﹤0.01%
26,287
+3,803
+17% +$50.4K
WMGI
3052
DELISTED
Wright Medical Group Inc
WMGI
$360K ﹤0.01%
14,894
-70,774
-83% -$1.53M
DALN
3053
DELISTED
DallasNews
DALN
$359K ﹤0.01%
17,934
+262
+1% +$5.63K
TREX icon
3054
Trex
TREX
$4.4B
$359K ﹤0.01%
37,764
-31,860
-46% -$319K
HCN.PRJ.CL
3055
DELISTED
Welltower Inc.
HCN.PRJ.CL
$359K ﹤0.01%
+13,898
New +$365K
DFRG
3056
DELISTED
Del Frisco's Restaurant Group, Inc. Common Stock
DFRG
$358K ﹤0.01%
22,369
+3,910
+21% +$55.5K
ARWR icon
3057
Arrowhead Research
ARWR
$12.1B
$357K ﹤0.01%
58,088
+15,787
+37% +$89.5K
QUNR
3058
DELISTED
Qunar Cayman Islands Limited
QUNR
$357K ﹤0.01%
+6,765
New +$293K
ALG icon
3059
Alamo Group
ALG
$1.91B
$356K ﹤0.01%
+6,830
New +$351K
VTRB
3060
DELISTED
Ventas Realty, Ltd Partnership
VTRB
$356K ﹤0.01%
+13,619
New +$355K
C.PRJ
3061
DELISTED
CITIGROUP INC. Depositary Shares, Each Representing a 1/1,000th Interest in a Share of 7.125% Fixed Rate / Floating Rate Noncumulative Preferred Stock, Series J
C.PRJ
$355K ﹤0.01%
+12,674
New +$350K
ACIC icon
3062
American Coastal Insurance
ACIC
$536M
$354K ﹤0.01%
20,704
-784
-4% -$13.5K
GABC icon
3063
German American Bancorp
GABC
$1.93B
$354K ﹤0.01%
15,956
-46
-0.3% -$992
PETX
3064
DELISTED
Aratana Therapeutics, Inc.
PETX
$353K ﹤0.01%
+63,173
New +$418K
TCF.PRB.CL
3065
DELISTED
TCF Financial Corporation
TCF.PRB.CL
$353K ﹤0.01%
+13,263
New +$354K
VOE icon
3066
Vanguard Mid-Cap Value ETF
VOE
$23.9B
$350K ﹤0.01%
+4,076
New +$356K
XNCR icon
3067
Xencor
XNCR
$1.45B
$350K ﹤0.01%
+23,914
New +$322K
MNDT
3068
DELISTED
Mandiant, Inc. Common Stock
MNDT
$349K ﹤0.01%
16,847
-28,593
-63% -$717K
AOI
3069
DELISTED
Alliance One International
AOI
$349K ﹤0.01%
30,403
+13,113
+76% +$200K
BGT icon
3070
BlackRock Floating Rate Income Trust
BGT
$321M
$348K ﹤0.01%
+27,817
New +$350K
AMRI
3071
DELISTED
Albany Molecular Research Inc
AMRI
$348K ﹤0.01%
17,552
-28,385
-62% -$539K
HHY
3072
DELISTED
Brookfield High Income Fund Inc.
HHY
$348K ﹤0.01%
+50,545
New +$359K
URTH icon
3073
iShares MSCI World ETF
URTH
$7.83B
$346K ﹤0.01%
+4,976
New +$351K
AGX icon
3074
Argan
AGX
$6.9B
$345K ﹤0.01%
10,644
+2,476
+30% +$89.1K
CRTO icon
3075
Criteo
CRTO
$1.14B
$345K ﹤0.01%
8,722
-773
-8% -$30.7K
121 122
123
124 125

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MCM
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PSUF
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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.