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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
KNGT
1676
DELISTED
KNIGHT TRANSPORTATION INC
KNGT
$2.89M ﹤0.01%
119,152
-31,943
-21% -$774K
LNCE
1677
DELISTED
Snyders-Lance, Inc.
LNCE
$2.89M ﹤0.01%
84,144
-9,799
-10% -$354K
ABCO
1678
DELISTED
Advisory Board Co
ABCO
$2.89M ﹤0.01%
58,175
+3,384
+6% +$165K
ONB icon
1679
Old National Bancorp
ONB
$10.1B
$2.88M ﹤0.01%
212,729
+20,635
+11% +$292K
CATM
1680
DELISTED
Cardtronics plc Class A Ordinary Shares (UK)
CATM
$2.88M ﹤0.01%
85,695
+19,404
+29% +$674K
DECK icon
1681
Deckers Outdoor
DECK
$13.6B
$2.88M ﹤0.01%
366,180
+30,246
+9% +$268K
GWR
1682
DELISTED
Genesee & Wyoming Inc.
GWR
$2.88M ﹤0.01%
53,624
+4,409
+9% +$279K
AVD icon
1683
American Vanguard Corp
AVD
$70.4M
$2.88M ﹤0.01%
205,428
+58,885
+40% +$828K
MDR
1684
DELISTED
McDermott International
MDR
$2.87M ﹤0.01%
285,862
-65,536
-19% -$898K
GLPI icon
1685
Gaming and Leisure Properties
GLPI
$12.7B
$2.87M ﹤0.01%
103,208
-1,758
-2% -$50.3K
BCPC
1686
Balchem Corp
BCPC
$5.23B
$2.86M ﹤0.01%
47,059
+3,358
+8% +$218K
SSD icon
1687
Simpson Manufacturing
SSD
$7.68B
$2.86M ﹤0.01%
83,721
+1,049
+1% +$38K
VKI icon
1688
Invesco Advantage Municipal Income Trust II
VKI
$398M
$2.86M ﹤0.01%
242,660
+1,570
+0.7% +$18K
ENR icon
1689
Energizer
ENR
$1.44B
$2.86M ﹤0.01%
83,887
-14,777
-15% -$565K
EBIX
1690
DELISTED
Ebix Inc
EBIX
$2.85M ﹤0.01%
87,078
+18,419
+27% +$583K
CTLT
1691
DELISTED
CATALENT, INC.
CTLT
$2.85M ﹤0.01%
113,966
+6,284
+6% +$166K
SRC
1692
DELISTED
SPIRIT REALTY CAPITAL, INC.
SRC
$2.85M ﹤0.01%
63,505
+7,156
+13% +$317K
VLY icon
1693
Valley National Bancorp
VLY
$7.92B
$2.85M ﹤0.01%
289,088
+27,269
+10% +$283K
PLUS icon
1694
ePlus
PLUS
$2.38B
$2.85M ﹤0.01%
122,064
+15,700
+15% +$353K
NWBI icon
1695
Northwest Bancshares
NWBI
$2.3B
$2.84M ﹤0.01%
212,293
+50,777
+31% +$685K
PHH
1696
DELISTED
PHH Corporation
PHH
$2.84M ﹤0.01%
175,327
-23,639
-12% -$366K
TTEC icon
1697
TTEC Holdings
TTEC
$125M
$2.84M ﹤0.01%
101,675
+4,699
+5% +$135K
AWF
1698
AllianceBernstein Global High Income Fund
AWF
$872M
$2.83M ﹤0.01%
262,960
+141,949
+117% +$1.58M
DXPE icon
1699
DXP Enterprises
DXPE
$2.4B
$2.83M ﹤0.01%
124,156
+29,232
+31% +$862K
COLB icon
1700
Columbia Banking Systems
COLB
$8.84B
$2.83M ﹤0.01%
87,021
+12,279
+16% +$410K
66 67
68
69 70

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MCM
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PSUF
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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.