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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
REMY
3576
DELISTED
REMY INTL INC NEW COMMON
REMY
– –
-89,701
Closed -$2.62M
CYN
3577
DELISTED
CITY NATIONAL CORPORATION
CYN
– –
-60,609
Closed -$5.34M
CNW
3578
DELISTED
CON-WAY INC.
CNW
– –
-82,473
Closed -$3.91M
HCBK
3579
DELISTED
HUDSON CITY BANCORP INC
HCBK
– –
-1,166,384
Closed -$11.9M
OMG
3580
DELISTED
OM GROUP INC.
OMG
– –
-194,990
Closed -$6.41M
HCC
3581
DELISTED
HCC INSURANCES HOLDINGS INC
HCC
– –
-202,370
Closed -$15.7M
MM
3582
DELISTED
MILLENNIAL MEDIA INC COM STK (DE)
MM
– –
-81,182
Closed -$142K
CYBX
3583
DELISTED
CYBERONICS INC
CYBX
– –
-42,404
Closed -$2.58M
THOR
3584
DELISTED
THORATEC CORPORATION
THOR
– –
-63,366
Closed -$4.01M
HME
3585
DELISTED
HOME PROPERTIES, INC
HME
– –
-84,763
Closed -$6.34M
HILL
3586
DELISTED
DOT HILL SYSTEMS CORP
HILL
– –
-35,961
Closed -$350K
ZU
3587
DELISTED
ZULILY INC CLASS A COMMON STOCK
ZU
– –
-22,202
Closed -$386K
TRAK
3588
DELISTED
DEALERTRACK TECHNOLOGIES, INC. COM STK
TRAK
– –
-78,679
Closed -$4.97M
KYTH
3589
DELISTED
KYTHERA BIOPHARMACEUTICALS, INC COM
KYTH
– –
-11,621
Closed -$871K
RYL
3590
DELISTED
RYLAND GROUP INC
RYL
– –
-47,209
Closed -$1.93M
ZQK
3591
DELISTED
QUICKSILVER,INC.
ZQK
– –
-181,019
Closed -$4K
NOR
3592
DELISTED
NORANDA ALUM HLDG CORP COM NEW
NOR
– –
-50,909
Closed -$83K
ZGNX
3593
DELISTED
Zogenix, Inc.
ZGNX
– –
-15,281
Closed -$206K
CMCSK
3594
DELISTED
COMCAST CORP SPL A (NEW)
CMCSK
– –
-183,316
Closed -$10.5M
HCF
3595
DELISTED
NEXPOINT CREDIT STRATEGIES FUND
HCF
– –
-1,361,222
Closed -$7.79M
RXII
3596
DELISTED
GALENA BIOPHARMA INC COM
RXII
– –
-68,465
Closed -$108K
MESA
3597
DELISTED
MESA AIR GROUP INC (NEV)
MESA
$0 ﹤0.01%
+20,200
New –
ADVNB
3598
DELISTED
Advanta Corp Class B
ADVNB
$0 ﹤0.01%
+12,265
New –
DHG
3599
DELISTED
Deutsche High Incm Opportunities
DHG
– –
-11,733
Closed -$154K
MRGE
3600
DELISTED
MERGE HEALTHCARE INC COM STK (WI)
MRGE
– –
-35,563
Closed -$252K
141 142 143
144
145

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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.