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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
MCHX icon
3501
Marchex
MCHX
$78.4M
– –
-72,109
Closed -$291K
MDGL icon
3502
Madrigal Pharmaceuticals
MDGL
$12.5B
– –
-500
Closed -$30K
MIND icon
3503
MIND Technology
MIND
$44.3M
– –
-1,672
Closed -$63K
MNKD icon
3504
MannKind Corp
MNKD
$1.21B
– –
-5,335
Closed -$86K
NATR icon
3505
Nature's Sunshine
NATR
$363M
– –
-31,306
Closed -$375K
NXRT
3506
NexPoint Residential Trust
NXRT
$691M
– –
-11,716
Closed -$157K
OEF icon
3507
PUT
iShares S&P 100 ETF
OEF
$19.8B
– –
-12,561
Closed -$5.45M
OMAB icon
3508
Grupo Aeroportuario Centro Norte
OMAB
$5.22B
– –
-9,698
Closed -$385K
PCY icon
3509
Invesco Emerging Markets Sovereign Debt ETF
PCY
$1.39B
– –
-95,520
Closed -$2.62M
PGEN icon
3510
Precigen
PGEN
$1.99B
– –
-14,113
Closed -$445K
RAIL icon
3511
FreightCar America
RAIL
$269M
– –
-19,944
Closed -$342K
RDWR icon
3512
Radware
RDWR
$1.04B
– –
-19,733
Closed -$321K
RLY icon
3513
State Street Multi-Asset Real Return ETF
RLY
$1.26B
– –
-469,943
Closed -$10.7M
RQI icon
3514
Cohen & Steers Quality Income Realty Fund
RQI
$1.72B
– –
-13,683
Closed -$155K
TNDM icon
3515
Tandem Diabetes Care
TNDM
$1.25B
– –
-1,057
Closed -$93K
TRUP icon
3516
Trupanion
TRUP
$1.12B
– –
-10,861
Closed -$82K
TZOO icon
3517
Travelzoo
TZOO
$75.2M
– –
-18,861
Closed -$156K
VDE icon
3518
Vanguard Energy ETF
VDE
$9.9B
– –
-9,857
Closed -$835K
VHI icon
3519
Valhi
VHI
$394M
– –
-1,125
Closed -$26K
ENZ
3520
DELISTED
Enzo Biochem, Inc.
ENZ
– –
-68,281
Closed -$216K
ENLC
3521
DELISTED
ENLINK MIDSTREAM, LLC
ENLC
– –
-10,141
Closed -$185K
LUMO
3522
DELISTED
Lumos Pharma, Inc. Common Stock
LUMO
– –
-948
Closed -$306K
GOL
3523
DELISTED
Gol Linhas Aéreas Inteligentes S.A. American Depositary Shares (Each representing Ten Preferred Shares)
GOL
– –
-42,694
Closed -$83K
NETI
3524
DELISTED
Eneti Inc.
NETI
– –
-1,958
Closed -$319K
INFI
3525
DELISTED
Infinity Pharmaceuticals, Inc.
INFI
– –
-18,674
Closed -$158K
139 140
141
142 143

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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.