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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
VTAE
3301
DELISTED
VITAE PHARMACEUTICALS INC COMMON STOCK
VTAE
$191K ﹤0.01%
+10,550
New +$145K
BMCH
3302
DELISTED
BMC Stock Holdings, Inc
BMCH
$189K ﹤0.01%
+11,274
New +$191K
EVTC icon
3303
Evertec
EVTC
$1.97B
$188K ﹤0.01%
11,209
+924
+9% +$16.3K
CIK
3304
Credit Suisse Asset Management Income Fund
CIK
$134M
$187K ﹤0.01%
67,344
-175
-0.3% -$498
GAIN icon
3305
Gladstone Investment Corp
GAIN
$642M
$185K ﹤0.01%
24,104
-22
-0.1% -$166
TBPH icon
3306
Theravance Biopharma
TBPH
$873M
$185K ﹤0.01%
+11,312
New +$180K
IAE
3307
Voya Asia Pacific High Dividend Equity Income Fund
IAE
$88.9M
$184K ﹤0.01%
20,380
-764
-4% -$7.02K
REXX
3308
DELISTED
Rex Energy Corporation
REXX
$184K ﹤0.01%
17,508
-8,590
-33% -$163K
ELGX
3309
DELISTED
Endologix Inc
ELGX
$183K ﹤0.01%
1,845
-1,627
-47% -$174K
BFIN
3310
DELISTED
BankFinancial
BFIN
$182K ﹤0.01%
14,385
-9,858
-41% -$125K
ATE
3311
DELISTED
Advantest Corp
ATE
$182K ﹤0.01%
21,910
-6,104
-22% -$51.3K
GFA
3312
DELISTED
Gafisa S.A.
GFA
$182K ﹤0.01%
11,975
– –
MQT
3313
DELISTED
BlackRock MuniYield Quality Fund II
MQT
$181K ﹤0.01%
13,621
-12,530
-48% -$164K
AVHI
3314
DELISTED
A V Homes, Inc.
AVHI
$178K ﹤0.01%
13,908
-633
-4% -$8.42K
JRI icon
3315
Nuveen Real Asset Income & Growth Fund
JRI
$350M
$176K ﹤0.01%
11,581
-314
-3% -$4.99K
TCRT icon
3316
Alaunos Therapeutics
TCRT
$4.64M
$176K ﹤0.01%
141
-19
-12% -$31.4K
RFP
3317
DELISTED
Resolute Forest Products Inc.
RFP
$175K ﹤0.01%
23,092
-9,161
-28% -$74.6K
CSCD
3318
DELISTED
CASCADE MICROTECH, INC.
CSCD
$173K ﹤0.01%
+10,625
New +$168K
HWCC
3319
DELISTED
Houston Wire & Cable Company
HWCC
$172K ﹤0.01%
32,608
+309
+1% +$1.85K
BOOT icon
3320
Boot Barn
BOOT
$4.58B
$171K ﹤0.01%
+13,882
New +$192K
GNRT
3321
DELISTED
Gener8 Maritime, Inc.
GNRT
$169K ﹤0.01%
+17,853
New +$184K
CVGI icon
3322
Commercial Vehicle Group
CVGI
$147M
$168K ﹤0.01%
60,706
+22,914
+61% +$82.4K
LCM
3323
DELISTED
Advent/Claymore Enhanced Gth & F
LCM
$168K ﹤0.01%
20,284
-55,281
-73% -$468K
IHC
3324
DELISTED
Independence Holding Company
IHC
$168K ﹤0.01%
+12,140
New +$172K
LXRX icon
3325
Lexicon Pharmaceuticals
LXRX
$1.03B
$167K ﹤0.01%
12,535
-4,281
-25% -$52.6K
131 132
133
134 135

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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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ACI
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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.