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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
CHMA
3151
DELISTED
Chiasma, Inc. Common Stock
CHMA
$294K ﹤0.01%
+15,023
New +$325K
MGR.CL
3152
DELISTED
Affiliated Managers Group Inc
MGR.CL
$294K ﹤0.01%
+11,046
New +$289K
PRO
3153
DELISTED
PROS Holdings
PRO
$293K ﹤0.01%
12,711
+156
+1% +$3.62K
AXS.PRD.CL
3154
DELISTED
AXIS CAPITAL HOLDINGS LIMITED 5.50% SERIES D Called for Redemption
AXS.PRD.CL
$292K ﹤0.01%
+11,549
New +$287K
TLN
3155
DELISTED
Talen Energy Corporation
TLN
$292K ﹤0.01%
46,828
-95,192
-67% -$785K
SENEA icon
3156
Seneca Foods Class A
SENEA
$1.15B
$290K ﹤0.01%
9,997
-16,987
-63% -$478K
ARRY
3157
DELISTED
Array Biopharma Inc
ARRY
$289K ﹤0.01%
68,504
+21,519
+46% +$98.2K
PSB.PRS.CL
3158
DELISTED
PS Business Parks Inc
PSB.PRS.CL
$289K ﹤0.01%
+10,974
New +$285K
CTX.CL
3159
DELISTED
Qwest Corporation
CTX.CL
$288K ﹤0.01%
+11,230
New +$292K
EPM icon
3160
Evolution Petroleum
EPM
$133M
$286K ﹤0.01%
59,369
-2,174
-4% -$13.2K
HTHT icon
3161
Huazhu Hotels Group
HTHT
$13.3B
$286K ﹤0.01%
36,660
-6,328
-15% -$45.9K
SMI
3162
DELISTED
Semiconductor Manufacturing Intl
SMI
$286K ﹤0.01%
56,709
-6,803
-11% -$34K
BTU
3163
DELISTED
PEABODY ENERGY CORP COM STK NEW (DE)
BTU
$284K ﹤0.01%
+36,918
New +$532K
CSFL
3164
DELISTED
CenterState Bank Corporation Common Stock
CSFL
$282K ﹤0.01%
18,040
+8,031
+80% +$123K
IDV icon
3165
iShares International Select Dividend ETF
IDV
$8.31B
$281K ﹤0.01%
9,800
-774
-7% -$22.8K
RDUS
3166
DELISTED
Radius Health, Inc.
RDUS
$281K ﹤0.01%
+4,562
New +$288K
PSB.PRU.CL
3167
DELISTED
PS Business Parks, Inc. Depositary Shares Each Representing 1/1000 of a Share of 5.75% Cumulative Pr
PSB.PRU.CL
$281K ﹤0.01%
+11,179
New +$275K
USMV icon
3168
iShares MSCI USA Min Vol Factor ETF
USMV
$23.6B
$279K ﹤0.01%
+6,665
New +$278K
CTY
3169
DELISTED
QWEST CORPORATION 6.125% NOTES DUE 2053
CTY
$279K ﹤0.01%
+11,243
New +$276K
RJD.CL
3170
DELISTED
Raymond James Financial Inc
RJD.CL
$279K ﹤0.01%
+10,451
New +$278K
WLB
3171
DELISTED
Westmoreland Coal Company
WLB
$276K ﹤0.01%
47,012
-556
-1% -$4.5K
SGYP
3172
DELISTED
Synergy Pharmaceuticals, Inc Common Stock
SGYP
$275K ﹤0.01%
48,535
-2,050
-4% -$12.5K
SRPT icon
3173
Sarepta Therapeutics
SRPT
$1.64B
$271K ﹤0.01%
7,021
-7,058
-50% -$229K
GEN
3174
DELISTED
Genesis Healthcare, Inc.
GEN
$271K ﹤0.01%
78,239
-13,241
-14% -$63.4K
ET icon
3175
Energy Transfer Partners
ET
$69.5B
$270K ﹤0.01%
19,646
-3,004
-13% -$56.1K
125 126
127
128 129

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MCM
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PSUF
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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.