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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
PJH
3001
DELISTED
PRUDENTIAL FINANCIAL, INC. 5.75% Junior Subordinated Notes due 2052
PJH
$402K ﹤0.01%
+15,622
New +$403K
CEVA icon
3002
CEVA Inc
CEVA
$831M
$400K ﹤0.01%
+17,114
New +$408K
AMBA icon
3003
Ambarella
AMBA
$3.04B
$399K ﹤0.01%
7,160
-5,095
-42% -$287K
MBB icon
3004
iShares MBS ETF
MBB
$39.1B
$399K ﹤0.01%
3,701
– –
AMNB
3005
DELISTED
American National Bankshares Inc
AMNB
$399K ﹤0.01%
15,563
-6,949
-31% -$174K
KLIC icon
3006
Kulicke & Soffa
KLIC
$4.34B
$397K ﹤0.01%
34,007
+9,478
+39% +$103K
NEE.PRI
3007
DELISTED
NEXTERA ENERGY CAPITAL HOLDINGS, INC. Series I Junior Subordinated Debentures due November 15, 2072
NEE.PRI
$394K ﹤0.01%
+15,805
New +$386K
BAK icon
3008
Braskem
BAK
$901M
$393K ﹤0.01%
28,991
+5,856
+25% +$71.4K
SPYV icon
3009
State Street SPDR Portfolio S&P 500 Value ETF
SPYV
$36.2B
$393K ﹤0.01%
+16,400
New +$397K
VATE icon
3010
INNOVATE Corp
VATE
$106M
$393K ﹤0.01%
7,432
+4,477
+152% +$294K
SGNT
3011
DELISTED
SAGENT PHARMACEUTICALS INC COM STK (DE)
SGNT
$393K ﹤0.01%
+24,686
New +$389K
RIGL icon
3012
Rigel Pharmaceuticals
RIGL
$723M
$392K ﹤0.01%
12,950
+489
+4% +$14.8K
IMS
3013
DELISTED
IMS HEALTH HLDGS INC COM STK (DE)
IMS
$392K ﹤0.01%
15,380
-14,958
-49% -$418K
RBS.PRS.CL
3014
DELISTED
The Royal Bank Of Scotland Group
RBS.PRS.CL
$391K ﹤0.01%
15,363
+590
+4% +$15K
COB
3015
DELISTED
CommunityOne Bancorp
COB
$391K ﹤0.01%
29,056
+807
+3% +$10.7K
OPY icon
3016
Oppenheimer Holdings
OPY
$1.18B
$388K ﹤0.01%
22,303
-684
-3% -$12.2K
FLIC
3017
DELISTED
First of Long Island Corp
FLIC
$386K ﹤0.01%
19,275
+1,656
+9% +$32.2K
RAS
3018
DELISTED
RAIT Financial Trust
RAS
$386K ﹤0.01%
143,037
-274,876
-66% -$1.16M
IWP icon
3019
iShares Russell Mid-Cap Growth ETF
IWP
$19.4B
$385K ﹤0.01%
+8,368
New +$389K
FBNK
3020
DELISTED
First Connecticut Bancorp, Inc
FBNK
$384K ﹤0.01%
22,069
-53
-0.2% -$916
UUUU icon
3021
Energy Fuels
UUUU
$2.68B
$383K ﹤0.01%
129,845
-8,726
-6% -$22.1K
STCN
3022
DELISTED
Steel Connect, Inc. Common Stock
STCN
$383K ﹤0.01%
16,532
-585
-3% -$15.2K
GLOB icon
3023
Globant
GLOB
$1.65B
$382K ﹤0.01%
10,172
+2,311
+29% +$80.1K
MDLY
3024
DELISTED
Medley Management Inc
MDLY
$382K ﹤0.01%
6,719
+5,508
+455% +$356K
DEL
3025
DELISTED
Deltic Timber
DEL
$380K ﹤0.01%
6,453
-491
-7% -$30.4K
119 120
121
122 123

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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
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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.