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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
EGY icon
3076
Vaalco Energy
EGY
$562M
$345K ﹤0.01%
215,754
-23,614
-10% -$44.1K
GKOS icon
3077
Glaukos
GKOS
$9.49B
$345K ﹤0.01%
+13,957
New +$320K
TTGT icon
3078
TechTarget
TTGT
$327M
$345K ﹤0.01%
42,931
-1,074
-2% -$9.29K
NEE.PRH.CL
3079
DELISTED
NextEra Energy Capital Holdings
NEE.PRH.CL
$345K ﹤0.01%
+13,575
New +$344K
DEX
3080
DELISTED
DELAWARE ENHANCED GLOBAL DIVIDEND & INCOME FUND
DEX
$343K ﹤0.01%
36,665
-1,215
-3% -$11.7K
WMAR
3081
DELISTED
West Marine Inc
WMAR
$343K ﹤0.01%
40,400
+5,874
+17% +$54.3K
CZR icon
3082
Caesars Entertainment
CZR
$6.06B
$341K ﹤0.01%
30,981
+5,240
+20% +$50.6K
UBNK
3083
DELISTED
United Financial Bancorp, Inc.
UBNK
$341K ﹤0.01%
+26,457
New +$354K
AEM icon
3084
Agnico Eagle Mines
AEM
$72.2B
$340K ﹤0.01%
12,944
+4,593
+55% +$125K
HQY icon
3085
HealthEquity
HQY
$8.71B
$340K ﹤0.01%
+13,560
New +$417K
CSII
3086
DELISTED
Cardiovascular Systems, Inc.
CSII
$340K ﹤0.01%
22,503
-10,539
-32% -$156K
DLR.PRH.CL
3087
DELISTED
Digital Realty Trust, Inc.
DLR.PRH.CL
$340K ﹤0.01%
+12,621
New +$342K
HPTRP
3088
DELISTED
HOSPITALITY PROPERTIES TRUST 7.125% Series D Cumulative Redeemable Preferred Shares,
HPTRP
$340K ﹤0.01%
+13,154
New +$346K
GDF
3089
DELISTED
WESTERN ASSET GLB PARTNERS INCM FUND INC. COM
GDF
$339K ﹤0.01%
43,914
-3,102
-7% -$25.2K
LCUT icon
3090
Lifetime Brands
LCUT
$192M
$338K ﹤0.01%
25,492
-2,029
-7% -$28.5K
OPB
3091
DELISTED
Opus Bank Common Stock
OPB
$338K ﹤0.01%
+9,142
New +$344K
TITN icon
3092
Titan Machinery
TITN
$420M
$337K ﹤0.01%
30,816
-98,562
-76% -$1.14M
AEK.CL
3093
DELISTED
Aegon NV
AEK.CL
$336K ﹤0.01%
+12,205
New +$338K
LGTY
3094
DELISTED
Logility Supply Chain Solutions, Inc. Common Stock
LGTY
$334K ﹤0.01%
32,823
-520
-2% -$5.33K
IMBI
3095
DELISTED
iMedia Brands, Inc. Class A Common Stock
IMBI
$333K ﹤0.01%
18,688
+3,969
+27% +$94.1K
MN
3096
DELISTED
MANNING & NAPIER, INC.
MN
$333K ﹤0.01%
39,275
-382
-1% -$3.24K
ATHM icon
3097
Autohome
ATHM
$2.62B
$331K ﹤0.01%
+9,478
New +$319K
WEYS icon
3098
Weyco Group
WEYS
$377M
$331K ﹤0.01%
12,371
-544
-4% -$15K
WRB.PRB
3099
DELISTED
W.R. BERKLEY CORPORATION 5.625% Subordinated Debentures due 2053
WRB.PRB
$330K ﹤0.01%
+12,985
New +$325K
BSRR icon
3100
Sierra Bancorp
BSRR
$532M
$328K ﹤0.01%
18,583
+35
+0.2% +$603
122 123
124
125 126

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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.