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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
LNCO
3376
DELISTED
LINNCO LLC COM SHS REPSTG LTD LIABILITY
LNCO
$125K ﹤0.01%
122,169
-21,414
-15% -$43.3K
AKH
3377
DELISTED
AIR France-KLM
AKH
$123K ﹤0.01%
+16,369
New +$123K
TPCO
3378
DELISTED
Tribune Publishing Company Common Stock
TPCO
$120K ﹤0.01%
+13,012
New +$122K
CLUB
3379
DELISTED
Town Sports International Holdings, Inc.
CLUB
$120K ﹤0.01%
100,486
-5,668
-5% -$12.1K
ESI
3380
DELISTED
ITT EDUCATIONAL SERVICES INC
ESI
$119K ﹤0.01%
31,921
-76,204
-70% -$262K
JAX
3381
DELISTED
J. Alexander's Holdings, Inc.
JAX
$118K ﹤0.01%
+10,773
New +$113K
MACK
3382
DELISTED
Merrimack Pharmaceuticals, Inc.
MACK
$118K ﹤0.01%
1,897
-3,215
-63% -$226K
NMBL
3383
DELISTED
Nimble Storage, Inc.
NMBL
$118K ﹤0.01%
12,780
+1,483
+13% +$25.5K
VTVT icon
3384
vTv Therapeutics
VTVT
$124M
$117K ﹤0.01%
+431
New +$121K
XONE
3385
DELISTED
The ExOne Company
XONE
$117K ﹤0.01%
11,664
+1,454
+14% +$14.1K
BEBE
3386
DELISTED
Bebe Stores Inc
BEBE
$117K ﹤0.01%
20,717
-2,326
-10% -$18.5K
FRM
3387
DELISTED
FURMANITE CORPORATION COM
FRM
$117K ﹤0.01%
+17,517
New +$126K
SFUN
3388
DELISTED
Fang Holdings Limited American Depositary Shares (each representing ten Class A Ordinary Shares)
SFUN
$116K ﹤0.01%
+313
New +$111K
TRUE
3389
DELISTED
TrueCar
TRUE
$115K ﹤0.01%
+12,101
New +$89.2K
FUEL
3390
DELISTED
Rocket Fuel Inc.
FUEL
$115K ﹤0.01%
32,933
+21,928
+199% +$88.1K
NRO
3391
Neuberger Real Estate Securities Income Fund Inc
NRO
$193M
$113K ﹤0.01%
23,606
-51,968
-69% -$243K
CACQ
3392
DELISTED
Caesars Acquisition Company
CACQ
$111K ﹤0.01%
16,241
+2,433
+18% +$18K
TKA
3393
DELISTED
TELEKOM AUSTRIA AG ADS (1 ORD)
TKA
$111K ﹤0.01%
+10,156
New +$111K
NTP
3394
DELISTED
Nam Tai Property Inc.
NTP
$111K ﹤0.01%
19,138
+8,073
+73% +$45.6K
WNEB icon
3395
Western New England Bancorp
WNEB
$260M
$109K ﹤0.01%
13,009
-296
-2% -$2.35K
ADXS
3396
DELISTED
Advaxis Inc
ADXS
$109K ﹤0.01%
723
-335
-32% -$57.5K
ATEN icon
3397
A10 Networks
ATEN
$2.07B
$108K ﹤0.01%
+16,390
New +$114K
CO
3398
DELISTED
Global Cord Blood Corporation
CO
$101K ﹤0.01%
15,845
+4,036
+34% +$25.5K
SZYM
3399
DELISTED
SOLAZYME INC COM STK (DE)
SZYM
$101K ﹤0.01%
40,617
-286
-0.7% -$848
KRO icon
3400
KRONOS Worldwide
KRO
$712M
$98K ﹤0.01%
17,318
-53,185
-75% -$356K
134 135
136
137 138

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PSUF
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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.