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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
WCIC
3176
DELISTED
WCI Communities, Inc.
WCIC
$270K ﹤0.01%
+12,127
New +$283K
CYTK icon
3177
Cytokinetics
CYTK
$10.6B
$269K ﹤0.01%
25,716
+7,594
+42% +$74.5K
ACET
3178
DELISTED
Aceto Corp
ACET
$269K ﹤0.01%
9,958
-1,494
-13% -$42K
PFSI icon
3179
PennyMac Financial
PFSI
$4.47B
$268K ﹤0.01%
17,449
+5,857
+51% +$94.6K
COF.PRF
3180
DELISTED
Capital One Financial Corporation
COF.PRF
$267K ﹤0.01%
+10,139
New +$261K
UFI icon
3181
UNIFI
UFI
$114M
$264K ﹤0.01%
+9,395
New +$277K
PCW
3182
DELISTED
PCCW LIMITED ADS (10 ORD) (NEW)
PCW
$264K ﹤0.01%
+45,256
New +$264K
AAIC
3183
DELISTED
Arlington Asset Investment Corp.
AAIC
$262K ﹤0.01%
+19,841
New +$279K
MTA
3184
DELISTED
MAGYAR TELEKOM TELECOMMUNICATIONS PLC SPON ADR
MTA
$262K ﹤0.01%
+37,804
New +$262K
SGBK
3185
DELISTED
Stonegate Bank
SGBK
$261K ﹤0.01%
+7,940
New +$258K
GMK
3186
DELISTED
GRUMA SAB DE C V ADS(RP 4 B SHS
GMK
$261K ﹤0.01%
4,689
-34,617
-88% -$1.93M
SPNC
3187
DELISTED
Spectranetics Corp
SPNC
$259K ﹤0.01%
17,175
-1,518
-8% -$20K
VNO.PRJ
3188
DELISTED
VORNADO RLTY TR PFD 6.875% CUMULATIVE RED SER J % (MD)
VNO.PRJ
$259K ﹤0.01%
+10,136
New +$260K
CRWN
3189
DELISTED
CROWN MEDIA HOLDINGS INC CL-A
CRWN
$258K ﹤0.01%
46,040
+5,878
+15% +$33.1K
SAAS
3190
DELISTED
inContact, Inc.
SAAS
$257K ﹤0.01%
26,900
+619
+2% +$5.39K
SPP
3191
DELISTED
SAPPI LTD ADS(RP 1 0RD SH)
SPP
$256K ﹤0.01%
+63,138
New +$256K
SB icon
3192
Safe Bulkers
SB
$772M
$255K ﹤0.01%
314,881
-4,770
-1% -$9.99K
VMBS icon
3193
Vanguard Mortgage-Backed Securities ETF
VMBS
$15.4B
$254K ﹤0.01%
4,816
– –
ISF.CL
3194
DELISTED
ING Groep NV
ISF.CL
$254K ﹤0.01%
+9,867
New +$252K
IMN
3195
DELISTED
Imation
IMN
$254K ﹤0.01%
185,282
+5,445
+3% +$9.98K
YOKU
3196
DELISTED
YOUKU TUDOU INC.(CAYMAN ISLS)
YOKU
$254K ﹤0.01%
+9,366
New +$235K
XLK icon
3197
State Street Technology Select Sector SPDR ETF
XLK
$109B
$253K ﹤0.01%
11,828
– –
CTW.CL
3198
DELISTED
Qwest Corporation
CTW.CL
$253K ﹤0.01%
+9,860
New +$256K
AMRC icon
3199
Ameresco
AMRC
$980M
$252K ﹤0.01%
40,387
+2,308
+6% +$14.9K
TMK.PRB.CL
3200
DELISTED
Torchmark Corporation
TMK.PRB.CL
$252K ﹤0.01%
+9,770
New +$249K
126 127
128
129 130

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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.