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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
OCFC icon
2526
OceanFirst Financial
OCFC
$1.71B
$895K ﹤0.01%
44,672
-1,514
-3% -$29.1K
TSE
2527
DELISTED
Trinseo
TSE
$895K ﹤0.01%
31,736
+15,236
+92% +$444K
BBOX
2528
DELISTED
Black Box Corp
BBOX
$895K ﹤0.01%
93,880
-55,350
-37% -$681K
HEI icon
2529
HEICO Corp
HEI
$49.6B
$894K ﹤0.01%
40,159
-1,196
-3% -$24.9K
FBNC icon
2530
First Bancorp
FBNC
$2.61B
$893K ﹤0.01%
47,656
+2,927
+7% +$54.6K
AVG
2531
DELISTED
AVG Technologies N.V.
AVG
$891K ﹤0.01%
44,436
-91,674
-67% -$1.93M
GEK.CL
2532
DELISTED
General Electric Capital Corp.
GEK.CL
$888K ﹤0.01%
+34,870
New +$881K
DXLG icon
2533
Destination XL Group
DXLG
$32.9M
$887K ﹤0.01%
160,626
-5,338
-3% -$28.9K
EOT
2534
Eaton Vance National Municipal Opportunities Trust
EOT
$270M
$887K ﹤0.01%
41,385
-71,260
-63% -$1.51M
NID
2535
DELISTED
NUVEEN INTERMEDIATE DURATION MUNICIPAL TERM FUND
NID
$887K ﹤0.01%
68,978
+42,017
+156% +$527K
PFC
2536
DELISTED
Premier Financial Corp. Common Stock
PFC
$884K ﹤0.01%
46,786
+8,346
+22% +$163K
FORR icon
2537
Forrester Research
FORR
$199M
$883K ﹤0.01%
31,020
-1,324
-4% -$41.3K
WNC icon
2538
Wabash National
WNC
$504M
$882K ﹤0.01%
74,535
+32,295
+76% +$382K
CNS icon
2539
Cohen & Steers
CNS
$4.2B
$881K ﹤0.01%
28,917
-1,150
-4% -$34.6K
ANDX
2540
DELISTED
Andeavor Logistics LP
ANDX
$880K ﹤0.01%
17,494
-1,380
-7% -$70K
LYTS icon
2541
LSI Industries
LYTS
$834M
$877K ﹤0.01%
71,953
+16,340
+29% +$178K
RDUS
2542
DELISTED
Radius Recycling
RDUS
$876K ﹤0.01%
60,926
+2,216
+4% +$35.5K
BRS
2543
DELISTED
Bristow Group, Inc.
BRS
$876K ﹤0.01%
33,839
+926
+3% +$27.8K
WT icon
2544
WisdomTree
WT
$2.79B
$875K ﹤0.01%
55,777
+13,799
+33% +$253K
FBRC
2545
DELISTED
FBR & Co. Common Stock
FBRC
$874K ﹤0.01%
43,907
-45,194
-51% -$921K
SMRT
2546
DELISTED
Stein Mart Inc
SMRT
$873K ﹤0.01%
129,755
+8,514
+7% +$67.9K
SCD
2547
LMP Capital and Income Fund
SCD
$351M
$872K ﹤0.01%
70,498
+47,624
+208% +$601K
SJR
2548
DELISTED
Shaw Communications Inc.
SJR
$872K ﹤0.01%
50,720
+808
+2% +$16K
MORE
2549
DELISTED
Monogram Residential Trust, Inc.
MORE
$870K ﹤0.01%
89,128
+7,540
+9% +$74.3K
DSPG
2550
DELISTED
DSP Group Inc
DSPG
$869K ﹤0.01%
92,082
-1,234
-1% -$12.1K
100 101
102
103 104

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MCM
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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.