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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
CDR
1801
DELISTED
Cedar Realty Trust, Inc
CDR
$2.45M ﹤0.01%
52,386
-2,401
-4% -$110K
ANK
1802
DELISTED
ATLANTIC TELE-NETWORK,INC
ANK
$2.44M ﹤0.01%
31,230
-5,151
-14% -$403K
LPL icon
1803
LG Display
LPL
$3B
$2.44M ﹤0.01%
233,722
+100,455
+75% +$1.01M
BSFT
1804
DELISTED
BroadSoft, Inc.
BSFT
$2.44M ﹤0.01%
68,969
-10,190
-13% -$360K
PLKI
1805
DELISTED
Popeyes Louisiana Kitchen, Inc.
PLKI
$2.44M ﹤0.01%
41,697
+3,528
+9% +$200K
HYI
1806
Western Asset High Yield Opportunity Fund Inc
HYI
$133M
$2.44M ﹤0.01%
172,749
+52,905
+44% +$755K
VEEV icon
1807
Veeva Systems
VEEV
$32.7B
$2.43M ﹤0.01%
84,305
+44,231
+110% +$1.18M
WDR
1808
DELISTED
Waddell & Reed Financial, Inc.
WDR
$2.43M ﹤0.01%
84,742
-121
-0.1% -$4.16K
SHLM
1809
DELISTED
Schulman (A.) Inc
SHLM
$2.43M ﹤0.01%
79,248
+2,853
+4% +$96.2K
SMTC icon
1810
Semtech
SMTC
$11.1B
$2.42M ﹤0.01%
128,011
+39,090
+44% +$715K
FLTX
1811
DELISTED
Fleetmatics Group PLC
FLTX
$2.42M ﹤0.01%
47,680
+3,766
+9% +$209K
HLT icon
1812
Hilton Worldwide
HLT
$72B
$2.42M ﹤0.01%
37,656
-24,023
-39% -$1.71M
OB
1813
DELISTED
Onebeacon Insurance Group Ltd
OB
$2.42M ﹤0.01%
194,644
-6,923
-3% -$95.4K
STRZA
1814
DELISTED
Starz - Series A
STRZA
$2.41M ﹤0.01%
72,068
+2,978
+4% +$106K
SHOO icon
1815
Steven Madden
SHOO
$3.35B
$2.41M ﹤0.01%
119,795
-4,401
-4% -$97.8K
TAST
1816
DELISTED
Carrols Restaurant Group, Inc.
TAST
$2.41M ﹤0.01%
205,057
+41,803
+26% +$498K
NBHC icon
1817
National Bank Holdings
NBHC
$1.9B
$2.41M ﹤0.01%
112,578
+68,287
+154% +$1.48M
GOLD
1818
DELISTED
Randgold Resources Ltd
GOLD
$2.4M ﹤0.01%
39,031
+10,413
+36% +$658K
OIA icon
1819
Invesco Municipal Income Opportunities Trust
OIA
$290M
$2.4M ﹤0.01%
328,814
+7,714
+2% +$54.2K
IPHS
1820
DELISTED
Innophos Holdings, Inc.
IPHS
$2.39M ﹤0.01%
82,509
+8,407
+11% +$296K
BCO icon
1821
Brink's
BCO
$4.77B
$2.39M ﹤0.01%
82,696
+6,411
+8% +$196K
SHLD
1822
DELISTED
Sears Holding Corporation
SHLD
$2.38M ﹤0.01%
116,015
+15,333
+15% +$345K
BUI icon
1823
BlackRock Utilities, Infrastructure & Power Opportunities Trust
BUI
$725M
$2.38M ﹤0.01%
142,040
+10,408
+8% +$176K
SCOR icon
1824
Comscore
SCOR
$108M
$2.38M ﹤0.01%
2,892
-298
-9% -$259K
MTSC
1825
DELISTED
MTS Systems Corp
MTSC
$2.38M ﹤0.01%
37,526
+532
+1% +$33.7K
71 72
73
74 75

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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.