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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
SCLN
2501
DELISTED
Sciclone Pharmaceuticals Inc
SCLN
$928K ﹤0.01%
100,859
-17,406
-15% -$146K
BLUE
2502
DELISTED
bluebird bio
BLUE
$927K ﹤0.01%
1,115
+476
+74% +$476K
RICE
2503
DELISTED
Rice Energy Inc.
RICE
$927K ﹤0.01%
85,055
+23,492
+38% +$324K
QTS
2504
DELISTED
QTS REALTY TRUST, INC.
QTS
$926K ﹤0.01%
20,521
+7,605
+59% +$331K
EGL
2505
DELISTED
Engility Holdings, Inc.
EGL
$925K ﹤0.01%
28,488
-22,618
-44% -$720K
KW
2506
DELISTED
Kennedy-Wilson Holdings
KW
$919K ﹤0.01%
38,151
+2,592
+7% +$63.7K
ADC icon
2507
Agree Realty
ADC
$9.66B
$917K ﹤0.01%
26,987
+3,554
+15% +$116K
EEQ
2508
DELISTED
Enbridge Energy Management Llc
EEQ
$916K ﹤0.01%
55,171
+26,823
+95% +$487K
VTOL icon
2509
Bristow Group
VTOL
$1.33B
$915K ﹤0.01%
41,049
+11,630
+40% +$301K
VCO
2510
DELISTED
Vina Concha Y Toro 50 Shrs
VCO
$915K ﹤0.01%
29,952
-790
-3% -$25K
AVAV icon
2511
AeroVironment
AVAV
$7.19B
$914K ﹤0.01%
31,013
+4,510
+17% +$111K
NGS icon
2512
Natural Gas Services Group
NGS
$457M
$914K ﹤0.01%
41,002
-1,635
-4% -$35.5K
PLNT icon
2513
Planet Fitness
PLNT
$4.45B
$914K ﹤0.01%
58,476
+20,424
+54% +$327K
NCV
2514
Virtus Convertible & Income Fund
NCV
$372M
$913K ﹤0.01%
41,208
-40,978
-50% -$969K
RBBN icon
2515
Ribbon Communications
RBBN
$386M
$910K ﹤0.01%
127,690
+26,670
+26% +$179K
ABCW
2516
DELISTED
ANCHOR BANCORP WISCONSIN INC COMMON STOCK
ABCW
$910K ﹤0.01%
20,901
+1,995
+11% +$84.6K
OSPN icon
2517
OneSpan
OSPN
$584M
$908K ﹤0.01%
54,296
-7,241
-12% -$133K
UVSP icon
2518
Univest Financial
UVSP
$1.23B
$908K ﹤0.01%
43,508
+3,184
+8% +$64.4K
STC icon
2519
Stewart Information Services
STC
$2.14B
$907K ﹤0.01%
24,289
-6,585
-21% -$269K
ORIT
2520
DELISTED
Oritani Financial Corp. New
ORIT
$907K ﹤0.01%
54,941
-12,343
-18% -$201K
SEMI
2521
DELISTED
SunEdison Semiconductor Limited
SEMI
$904K ﹤0.01%
115,349
+45,998
+66% +$442K
KATE
2522
DELISTED
Kate Spade & Company
KATE
$901K ﹤0.01%
50,683
-959
-2% -$18.7K
RESI
2523
DELISTED
Front Yard Residential Corporation Common Stock
RESI
$901K ﹤0.01%
72,625
+40,076
+123% +$550K
EWM icon
2524
iShares MSCI Malaysia ETF
EWM
$307M
$898K ﹤0.01%
+29,016
New +$1.18M
LBAI
2525
DELISTED
Lakeland Bancorp Inc
LBAI
$896K ﹤0.01%
75,971
+8,069
+12% +$94.4K
99 100
101
102 103

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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.