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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
ALL.PRE.CL
2551
DELISTED
Allstate Corporation Depositary Shares
ALL.PRE.CL
$868K ﹤0.01%
+31,295
New +$854K
NRE
2552
DELISTED
NorthStar Realty Europe Corp.
NRE
$868K ﹤0.01%
+73,469
New +$808K
CPF icon
2553
Central Pacific Financial
CPF
$1.02B
$867K ﹤0.01%
39,357
+23,287
+145% +$515K
FRME icon
2554
First Merchants
FRME
$2.69B
$865K ﹤0.01%
34,013
+6,063
+22% +$160K
ANIK icon
2555
Anika Therapeutics
ANIK
$215M
$864K ﹤0.01%
22,646
+755
+3% +$28.9K
EVRI
2556
DELISTED
Everi Holdings
EVRI
$863K ﹤0.01%
196,689
+28,581
+17% +$122K
GCAP
2557
DELISTED
Gain Capital Holdings, Inc.
GCAP
$863K ﹤0.01%
106,444
+4,923
+5% +$38.2K
FCB
2558
DELISTED
FCB Financial Holdings, Inc.
FCB
$862K ﹤0.01%
24,089
-32,407
-57% -$1.16M
REV
2559
DELISTED
Revlon, Inc.
REV
$860K ﹤0.01%
30,876
-5,776
-16% -$169K
QUAD icon
2560
Quad
QUAD
$479M
$858K ﹤0.01%
92,235
-13,268
-13% -$143K
BFX
2561
DELISTED
BowFlex Inc.
BFX
$857K ﹤0.01%
51,260
+4,474
+10% +$78.6K
MRC
2562
DELISTED
MRC Global
MRC
$855K ﹤0.01%
66,247
+39,899
+151% +$525K
BBT.PRG
2563
DELISTED
BB&T Corporation Depositary Shares each representing 1/1,000th interest in a share of Series G Non-C
BBT.PRG
$854K ﹤0.01%
+33,830
New +$838K
AY
2564
DELISTED
Atlantica Sustainable Infrastructure plc Ordinary Shares
AY
$853K ﹤0.01%
44,235
+25,740
+139% +$469K
JOYY
2565
JOYY Inc
JOYY
$3.73B
$852K ﹤0.01%
13,634
+2,771
+26% +$165K
COF.PRD.CL
2566
DELISTED
CAPITAL ONE FINANCIAL CORPORATION SERIES D
COF.PRD.CL
$851K ﹤0.01%
+30,906
New +$832K
IRC
2567
DELISTED
INLAND REAL ESTATE CORP
IRC
$848K ﹤0.01%
79,807
-147,125
-65% -$1.37M
KOS icon
2568
Kosmos Energy
KOS
$1.47B
$845K ﹤0.01%
162,492
+18,161
+13% +$120K
MWA icon
2569
Mueller Water Products
MWA
$3.94B
$843K ﹤0.01%
98,030
+43,840
+81% +$383K
SFS
2570
DELISTED
Smart & Final Stores, Inc.
SFS
$840K ﹤0.01%
46,103
+14,382
+45% +$239K
BAS
2571
DELISTED
Basis Energy Services, Inc.
BAS
$839K ﹤0.01%
549
+244
+80% +$505K
SSYS icon
2572
Stratasys
SSYS
$666M
$838K ﹤0.01%
35,702
+20,618
+137% +$543K
ALX
2573
Alexander's
ALX
$1.36B
$837K ﹤0.01%
2,178
-57
-3% -$22.1K
ZOES
2574
DELISTED
Zoe's Kitchen, Inc.
ZOES
$837K ﹤0.01%
29,930
-620
-2% -$20.9K
LQ
2575
DELISTED
La Quinta Holdings Inc.
LQ
$837K ﹤0.01%
61,516
+10,109
+20% +$155K
101 102
103
104 105

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PSUF
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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.