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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
VTLE
1576
DELISTED
Vital Energy
VTLE
$3.19M 0.01%
19,979
+1,013
+5% +$222K
AMC icon
1577
AMC Entertainment Holdings
AMC
$2.47B
$3.19M 0.01%
13,295
-227
-2% -$58K
VTA
1578
DELISTED
INVESCO DYNAMIC CREDIT OPPORTUNITIES FUND
VTA
$3.19M 0.01%
302,470
+175,103
+137% +$1.87M
OTEX icon
1579
Open Text
OTEX
$6.15B
$3.19M 0.01%
132,940
+22,124
+20% +$521K
CHDN icon
1580
Churchill Downs
CHDN
$5.76B
$3.18M 0.01%
134,958
+15,390
+13% +$365K
TIMB icon
1581
TIM SA
TIMB
$9.13B
$3.18M 0.01%
375,178
+60,464
+19% +$606K
NTLS
1582
DELISTED
NTELOS HLDGS CORP COM
NTLS
$3.18M 0.01%
347,999
+21,580
+7% +$197K
FLO icon
1583
Flowers Foods
FLO
$1.51B
$3.18M 0.01%
147,843
+5,650
+4% +$138K
NCI
1584
DELISTED
Navigant Consulting, Inc.
NCI
$3.18M 0.01%
197,737
+16,790
+9% +$287K
UBSI icon
1585
United Bankshares
UBSI
$6.62B
$3.17M 0.01%
85,608
+5,130
+6% +$203K
SODA
1586
DELISTED
SodaStream International Ltd
SODA
$3.16M 0.01%
193,868
+36,340
+23% +$558K
NICE icon
1587
Nice
NICE
$5.79B
$3.16M 0.01%
55,143
+1,496
+3% +$89.1K
CHS
1588
DELISTED
Chicos FAS, Inc.
CHS
$3.16M 0.01%
296,161
+30,627
+12% +$396K
NAVG
1589
DELISTED
Navigators Group Inc
NAVG
$3.16M 0.01%
73,676
-4,840
-6% -$206K
SONC
1590
DELISTED
Sonic Corp
SONC
$3.16M 0.01%
97,678
-17,387
-15% -$496K
VOLV
1591
DELISTED
VOLVO A B ADR-B
VOLV
$3.15M 0.01%
+342,047
New +$3.15M
CCOI icon
1592
Cogent Communications
CCOI
$663M
$3.14M 0.01%
90,585
-19,322
-18% -$625K
BGC icon
1593
BGC Group
BGC
$5.6B
$3.14M 0.01%
497,751
-128,217
-20% -$738K
AR icon
1594
Antero Resources
AR
$10.9B
$3.14M 0.01%
143,979
+58,200
+68% +$1.3M
GPI icon
1595
Group 1 Automotive
GPI
$3.53B
$3.14M 0.01%
41,463
+2,625
+7% +$217K
BMA icon
1596
Banco Macro
BMA
$6.02B
$3.13M 0.01%
53,945
-36,918
-41% -$2.01M
EXTR icon
1597
Extreme Networks
EXTR
$3.9B
$3.13M 0.01%
767,748
+83,779
+12% +$325K
HOMB icon
1598
Home BancShares
HOMB
$6.25B
$3.13M 0.01%
154,570
+21,778
+16% +$464K
CTCM
1599
DELISTED
CTC MEDIA INC COM STK
CTCM
$3.13M 0.01%
1,690,872
-11,422
-0.7% -$20.4K
PSO icon
1600
Pearson
PSO
$10.5B
$3.13M 0.01%
290,047
+674
+0.2% +$9.1K
62 63
64
65 66

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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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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.