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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
BRG
3226
DELISTED
Bluerock Residential Growth REIT, Inc.
BRG
$236K ﹤0.01%
19,903
-1,533
-7% -$18K
JONE
3227
DELISTED
Jones Energy, Inc.
JONE
$235K ﹤0.01%
3,317
-387
-10% -$34.7K
PAMT
3228
PAMT Corp
PAMT
$360M
$234K ﹤0.01%
33,956
-1,948
-5% -$16.6K
IPLDP
3229
DELISTED
Interstate Power & Light Company Perp Prd Ser D
IPLDP
$234K ﹤0.01%
+9,065
New +$231K
FPRX
3230
DELISTED
Five Prime Therapeutics, Inc.
FPRX
$234K ﹤0.01%
+5,643
New +$189K
BITA
3231
DELISTED
Bitauto Holdings Limited
BITA
$233K ﹤0.01%
+8,229
New +$242K
ACTA
3232
DELISTED
Actua Corp
ACTA
$233K ﹤0.01%
20,380
+9,132
+81% +$110K
FSAM
3233
DELISTED
Fifth Street Asset Management Inc. Class A
FSAM
$233K ﹤0.01%
+71,376
New +$391K
CVO
3234
DELISTED
Cenevo, Inc.
CVO
$232K ﹤0.01%
33,284
-532
-2% -$6.8K
CLS icon
3235
Celestica
CLS
$37.8B
$231K ﹤0.01%
20,984
-3,628
-15% -$41.8K
NEO icon
3236
NeoGenomics
NEO
$1.99B
$231K ﹤0.01%
+29,322
New +$215K
GWPH
3237
DELISTED
GW Pharmaceuticals Plc American Depositary Shares
GWPH
$231K ﹤0.01%
3,328
– –
IO
3238
DELISTED
ION Geophysical Corporation
IO
$231K ﹤0.01%
30,623
-835
-3% -$5.95K
BWX icon
3239
State Street SPDR Bloomberg International Treasury Bond ETF
BWX
$1.31B
$229K ﹤0.01%
8,864
-3,616
-29% -$93.8K
CTO
3240
CTO Realty Growth
CTO
$756M
$229K ﹤0.01%
16,029
+81
+0.5% +$1.17K
TGH
3241
DELISTED
Textainer Group Holdings limited
TGH
$229K ﹤0.01%
16,236
+4,229
+35% +$68.5K
DLN icon
3242
WisdomTree US LargeCap Dividend Fund
DLN
$6.21B
$228K ﹤0.01%
6,398
-3,940
-38% -$141K
RENT
3243
DELISTED
RENTRAK CORP
RENT
$228K ﹤0.01%
4,805
+222
+5% +$11.4K
BTO
3244
John Hancock Financial Opportunities Fund
BTO
$808M
$227K ﹤0.01%
8,096
-767
-9% -$20.9K
CLVS
3245
DELISTED
Clovis Oncology, Inc.
CLVS
$227K ﹤0.01%
6,498
-13,169
-67% -$849K
CLCT
3246
DELISTED
Collectors Universe
CLCT
$226K ﹤0.01%
14,566
-429
-3% -$7K
CLD
3247
DELISTED
Cloud Peak Energy Inc
CLD
$225K ﹤0.01%
108,113
-122,029
-53% -$343K
XBKS
3248
DELISTED
Xenith Bankshares, Inc. Common Stock
XBKS
$225K ﹤0.01%
12,230
-2,902
-19% -$55.1K
DLR.PRF.CL
3249
DELISTED
Digital Realty Trust Inc
DLR.PRF.CL
$224K ﹤0.01%
+8,548
New +$220K
CNR
3250
DELISTED
Cornerstone Building Brands, Inc.
CNR
$221K ﹤0.01%
17,828
+1,946
+12% +$22.2K
128 129
130
131 132

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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.