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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
ZNH
3526
DELISTED
China Southern Airlines Company Limited
ZNH
– –
-16,424
Closed -$600K
CEA
3527
DELISTED
China Eastern Airlines
CEA
– –
-9,480
Closed -$284K
RSX
3528
DELISTED
VanEck Russia ETF
RSX
– –
-125,650
Closed -$1.97M
RBCN
3529
DELISTED
Rubicon Technology, Inc.
RBCN
– –
-1,046
Closed -$11K
ZEN
3530
DELISTED
ZENDESK INC
ZEN
– –
-35,282
Closed -$695K
NPTN
3531
DELISTED
NEOPHOTONICS CORP
NPTN
– –
-15,873
Closed -$108K
SQBG
3532
DELISTED
Sequential Brands Group, Inc.
SQBG
– –
-358
Closed -$207K
AXAS
3533
DELISTED
Abraxas Petroleum Corp
AXAS
– –
-2,531
Closed -$65K
VSLR
3534
DELISTED
VIVINT SOLAR, INC.
VSLR
– –
-79,791
Closed -$836K
TTPH
3535
DELISTED
Tetraphase Pharmaceuticals, Inc.
TTPH
– –
-535
Closed -$80K
PGNX
3536
DELISTED
Progenics Pharmaceuticals Inc
PGNX
– –
-22,745
Closed -$130K
AVH
3537
DELISTED
AVIANCA HOLDINGS S.A.
AVH
– –
-10,131
Closed -$48K
MNI
3538
DELISTED
The McClatchy Company Class A Common Stock
MNI
– –
-32,071
Closed -$311K
NWY
3539
DELISTED
New York & Co Inc
NWY
– –
-13,031
Closed -$32K
NSH
3540
DELISTED
NuStar GP Holdings LLC
NSH
– –
-33,993
Closed -$909K
JASO
3541
DELISTED
JA Solar Holdings, Co., Ltd
JASO
– –
-14,467
Closed -$113K
VDTH
3542
DELISTED
Videocon d2h Limited
VDTH
– –
-13,636
Closed -$132K
STRP
3543
DELISTED
Straight Path Communications Inc.
STRP
– –
-5,801
Closed -$234K
SNAK
3544
DELISTED
Inventure Foods, Inc.
SNAK
– –
-11,596
Closed -$103K
EVER
3545
DELISTED
Everbank Financial Corp
EVER
– –
-123,211
Closed -$2.38M
ADPT
3546
DELISTED
Adeptus Health Inc
ADPT
– –
-4,626
Closed -$374K
NATL
3547
DELISTED
National Interstate Corporation
NATL
– –
-13,219
Closed -$353K
SKUL
3548
DELISTED
SKULLCANDY INC
SKUL
– –
-127,280
Closed -$704K
MKTO
3549
DELISTED
MARKETO INC COM STK (DE)
MKTO
– –
-30,355
Closed -$863K
BIN
3550
DELISTED
PROGRESSIVE WASTE SOLUTIONS LTD COM
BIN
– –
-8,452
Closed -$223K
140 141
142
143 144

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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.