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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
DEA
3251
Easterly Government Properties
DEA
$1.16B
$220K ﹤0.01%
+5,120
New +$221K
HPF
3252
John Hancock Preferred Income Fund II
HPF
$340M
$220K ﹤0.01%
11,232
-59
-0.5% -$1.14K
FRSH
3253
DELISTED
Papa Murphy's Holdings, Inc
FRSH
$220K ﹤0.01%
+19,509
New +$248K
BEL
3254
DELISTED
Belmond Ltd.
BEL
$220K ﹤0.01%
23,205
-18,037
-44% -$182K
MXL icon
3255
MaxLinear
MXL
$5.19B
$219K ﹤0.01%
14,854
-2,704
-15% -$40.7K
MERC icon
3256
Mercer International
MERC
$40.5M
$218K ﹤0.01%
+24,072
New +$246K
HYB
3257
DELISTED
New America High Income Fund, Inc.
HYB
$218K ﹤0.01%
28,504
-12,025
-30% -$95.1K
PZN
3258
DELISTED
Pzena Investment Management, Inc. Class A
PZN
$218K ﹤0.01%
25,343
-2,955
-10% -$27.2K
RTK
3259
DELISTED
Rentech, Inc.
RTK
$218K ﹤0.01%
+61,908
New +$272K
HASI icon
3260
Hannon Armstrong Sustainable Infrastructure Capital
HASI
$4.81B
$217K ﹤0.01%
11,485
-1,372
-11% -$24.2K
KITE
3261
DELISTED
Kite Pharma, Inc.
KITE
$217K ﹤0.01%
+3,525
New +$248K
JGW
3262
DELISTED
J G WENTWORTH CO CL A COM STK (DE)
JGW
$216K ﹤0.01%
+119,864
New +$409K
LQD icon
3263
iShares iBoxx $ Investment Grade Corporate Bond ETF
LQD
$34.3B
$215K ﹤0.01%
1,886
-3,124
-62% -$361K
ZG icon
3264
Zillow
ZG
$7.85B
$215K ﹤0.01%
8,249
-4,303
-34% -$123K
KEG
3265
DELISTED
KEY ENERGY SERVICES INC
KEG
$215K ﹤0.01%
446,345
-356
-0.1% -$171
CLF icon
3266
Cleveland-Cliffs
CLF
$6.49B
$214K ﹤0.01%
135,417
-104,011
-43% -$255K
EXAS
3267
DELISTED
Exact Sciences
EXAS
$213K ﹤0.01%
23,096
-8,591
-27% -$79.9K
CLNE icon
3268
Clean Energy Fuels
CLNE
$416M
$212K ﹤0.01%
58,991
-51,307
-47% -$246K
DHY
3269
Credit Suisse High Yield Credit Fund
DHY
$240M
$212K ﹤0.01%
+93,090
New +$216K
GNL icon
3270
Global Net Lease
GNL
$1.87B
$212K ﹤0.01%
8,907
+1,733
+24% +$46.1K
IHI icon
3271
iShares US Medical Devices ETF
IHI
$3.17B
$212K ﹤0.01%
10,404
-1,068
-9% -$21.4K
XENT
3272
DELISTED
Intersect ENT, Inc
XENT
$212K ﹤0.01%
9,428
-23,300
-71% -$461K
VO icon
3273
Vanguard Mid-Cap ETF
VO
$106B
$210K ﹤0.01%
6,980
-560
-7% -$17.1K
INVN
3274
DELISTED
Invensense Inc
INVN
$210K ﹤0.01%
20,527
-24,534
-54% -$272K
EPOL icon
3275
iShares MSCI Poland ETF
EPOL
$680M
$209K ﹤0.01%
+11,569
New +$228K
129 130
131
132 133

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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.