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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
FWM
3551
DELISTED
FAIRWAY GROUP HLDGS CORP CL A COM STK (DE)
FWM
– –
-12,869
Closed -$14K
ACG
3552
DELISTED
AllianceBernstein Income Fund Inc
ACG
– –
-2,115,141
Closed -$16.6M
LF
3553
DELISTED
LEAPFROG ENTERPRISES INC.
LF
– –
-73,533
Closed -$52K
RCAP
3554
DELISTED
RCS CAPITAL CORPORATION CLASS A COM
RCAP
– –
-56,876
Closed -$46K
ALTR
3555
DELISTED
Altera Corp
ALTR
– –
-354,332
Closed -$17.7M
HUB.B
3556
DELISTED
HUBBELL INC CL-B
HUB.B
– –
-67,859
Closed -$5.76M
RNDY
3557
DELISTED
ROUNDYS INC COM STK
RNDY
– –
-342,189
Closed -$794K
ZSPH
3558
DELISTED
ZS PHARMA INC COMS TK (DE)
ZSPH
– –
-31,688
Closed -$2.08M
CSG
3559
DELISTED
CHAMBERS STR PPTYS COM
CSG
– –
-165,958
Closed -$1.08M
UIL
3560
DELISTED
UIL HOLDINGS
UIL
– –
-113,737
Closed -$5.72M
AWAY
3561
DELISTED
HOMEAWAY INC COM
AWAY
– –
-74,360
Closed -$1.97M
BEE
3562
DELISTED
STRATEGIC HOTELS & RESORTS, INC
BEE
– –
-166,402
Closed -$2.29M
WX
3563
DELISTED
WUXI PHARMATECH, CAYMAN INC REPSTG 8 ORD SHS
WX
– –
-260,502
Closed -$11.3M
CYT
3564
DELISTED
CYTEC INDS INC
CYT
– –
-70,753
Closed -$5.22M
STNR
3565
DELISTED
STEINER LEISURE LTD
STNR
– –
-9,219
Closed -$582K
PGI
3566
DELISTED
PREMIERE GLOBAL SERVICES, INC.
PGI
– –
-155,841
Closed -$2.14M
ISSI
3567
DELISTED
INTEGRATED SILICON SOLUTN INC
ISSI
– –
-83,168
Closed -$1.79M
FSL
3568
DELISTED
FREESCALE SEMICONDUCTOR LTD
FSL
– –
-261,766
Closed -$9.57M
MWE
3569
DELISTED
MARKWEST ENERGY PARTNERS, LP
MWE
– –
-700,752
Closed -$30.1M
PSEM
3570
DELISTED
PERICOM SEMICONDUCTOR CP
PSEM
– –
-53,976
Closed -$985K
IPCM
3571
DELISTED
IPC HEALTHCARE INC COM DTD
IPCM
– –
-41,757
Closed -$3.24M
YDLE
3572
DELISTED
YODLEE INC COMMON STOCK
YDLE
– –
-19,761
Closed -$319K
GAME
3573
DELISTED
SHANDA GAMES LTD SPON ADR REPSTG CL A (CAYMAN ISLANDS)
GAME
– –
-43,759
Closed -$293K
SIAL
3574
DELISTED
SIGMA - ALDRICH CORP
SIAL
– –
-250,392
Closed -$34.8M
XOOM
3575
DELISTED
XOOM CORP COM
XOOM
– –
-15,780
Closed -$393K
141 142
143
144 145

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NIPH
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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
AMP Capital Investors Sydney, Australia $2.37B AUM 23.59% 1-Year Est. Return

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.