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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
BLT
1701
DELISTED
BLOUNT INTERNATIONAL (NEW)
BLT
$2.83M ﹤0.01%
288,122
+104,459
+57% +$713K
BBT
1702
Beacon Financial Corp
BBT
$2.58B
$2.82M ﹤0.01%
96,837
+25,452
+36% +$739K
QIHU
1703
DELISTED
QIHOO 360 TECHNOLOGY CO LTD ADS RPSTG 3 CL A SHS
QIHU
$2.81M ﹤0.01%
38,654
+3,878
+11% +$244K
CBU icon
1704
Community Bank
CBU
$3.42B
$2.81M ﹤0.01%
70,431
+691
+1% +$28K
CTB
1705
DELISTED
Cooper Tire & Rubber Co.
CTB
$2.8M ﹤0.01%
74,085
-26,160
-26% -$1.07M
ISLE
1706
DELISTED
Isle of Capri Casinos Inc
ISLE
$2.8M ﹤0.01%
200,772
+9,412
+5% +$164K
GIII icon
1707
G-III Apparel Group
GIII
$1.55B
$2.79M ﹤0.01%
63,026
-22,583
-26% -$1.18M
BYM
1708
DELISTED
BlackRock Municipal Income Quality Trust
BYM
$2.79M ﹤0.01%
187,258
-10,341
-5% -$145K
GNW icon
1709
Genworth Financial
GNW
$3.81B
$2.78M ﹤0.01%
746,101
-4,886,169
-87% -$22.6M
MSTR icon
1710
Strategy Inc
MSTR
$35.7B
$2.78M ﹤0.01%
154,880
+13,890
+10% +$253K
KOF icon
1711
Coca-Cola Femsa
KOF
$22.9B
$2.78M ﹤0.01%
39,201
+3,518
+10% +$261K
CONE
1712
DELISTED
CyrusOne Inc Common Stock
CONE
$2.78M ﹤0.01%
74,138
-19,852
-21% -$702K
NUAN
1713
DELISTED
Nuance Communications, Inc.
NUAN
$2.77M ﹤0.01%
161,028
+24,956
+18% +$405K
DIOD icon
1714
Diodes
DIOD
$3.77B
$2.77M ﹤0.01%
120,647
+17,880
+17% +$401K
IMAX icon
1715
IMAX
IMAX
$2.61B
$2.77M ﹤0.01%
77,969
+5,009
+7% +$188K
PVTB
1716
DELISTED
PrivateBancorp Inc
PVTB
$2.77M ﹤0.01%
67,543
+15,249
+29% +$639K
TRP icon
1717
TC Energy
TRP
$70.9B
$2.76M ﹤0.01%
84,806
+46,008
+119% +$1.52M
UNIT
1718
Uniti Group
UNIT
$2.26B
$2.76M ﹤0.01%
147,889
-31,361
-17% -$604K
NBTB icon
1719
NBT Bancorp
NBTB
$2.75B
$2.76M ﹤0.01%
98,913
+2,885
+3% +$82.1K
JFR icon
1720
Nuveen Floating Rate Income Fund
JFR
$1.23B
$2.76M ﹤0.01%
269,247
+104,362
+63% +$1.04M
PRK icon
1721
Park National Corp
PRK
$3.74B
$2.76M ﹤0.01%
30,457
+984
+3% +$91.8K
TILE icon
1722
Interface
TILE
$1.96B
$2.76M ﹤0.01%
143,989
-14,074
-9% -$291K
ISCA
1723
DELISTED
International Speedway Corp
ISCA
$2.76M ﹤0.01%
81,746
+6,106
+8% +$212K
HTR
1724
DELISTED
Brookfield Total Return Fund Inc
HTR
$2.75M ﹤0.01%
125,493
+83,510
+199% +$1.81M
MTDR icon
1725
Matador Resources
MTDR
$6B
$2.75M ﹤0.01%
138,931
+21,067
+18% +$514K
67 68
69
70 71

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PSUF
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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.