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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
AVX
1926
DELISTED
AVX Corporation
AVX
$2.07M ﹤0.01%
170,232
+9,143
+6% +$121K
NEWP
1927
DELISTED
NEWPORT CORP
NEWP
$2.07M ﹤0.01%
130,161
+5,577
+4% +$87.5K
HIO
1928
Western Asset High Income Opportunity Fund
HIO
$336M
$2.06M ﹤0.01%
+439,549
New +$2.06M
KELYA icon
1929
Kelly Services Class A
KELYA
$514M
$2.06M ﹤0.01%
127,389
+10,318
+9% +$165K
ALEX
1930
DELISTED
Alexander & Baldwin
ALEX
$2.06M ﹤0.01%
58,213
+3,995
+7% +$147K
PAG icon
1931
Penske Automotive Group
PAG
$14.3B
$2.06M ﹤0.01%
48,569
+15,847
+48% +$746K
NPF
1932
DELISTED
NUVEEN PREMIER MUNI INCOME FD
NPF
$2.05M ﹤0.01%
150,371
+41,201
+38% +$545K
WWW icon
1933
Wolverine World Wide
WWW
$1.61B
$2.05M ﹤0.01%
122,858
+49,515
+68% +$929K
CBZ icon
1934
CBIZ
CBZ
$2.99B
$2.05M ﹤0.01%
207,847
+13,096
+7% +$139K
CTRN icon
1935
Citi Trends
CTRN
$555M
$2.04M ﹤0.01%
96,193
+4,481
+5% +$104K
MDSO
1936
DELISTED
Medidata Solutions, Inc.
MDSO
$2.04M ﹤0.01%
41,457
-3,180
-7% -$140K
ECOL
1937
DELISTED
US Ecology, Inc.
ECOL
$2.04M ﹤0.01%
55,995
+13,362
+31% +$534K
SIR
1938
DELISTED
SELECT INCOME REIT
SIR
$2.03M ﹤0.01%
233,520
+24,855
+12% +$218K
MFC icon
1939
Manulife Financial
MFC
$73.9B
$2.03M ﹤0.01%
135,688
-21,291
-14% -$343K
BRO icon
1940
Brown & Brown
BRO
$23.6B
$2.03M ﹤0.01%
126,616
-2,714
-2% -$43.4K
TCF
1941
DELISTED
TCF Financial Corporation Common Stock
TCF
$2.03M ﹤0.01%
59,272
-5,484
-8% -$190K
VRNT
1942
DELISTED
Verint Systems
VRNT
$2.03M ﹤0.01%
98,225
-25,077
-20% -$569K
LMNX
1943
DELISTED
Luminex Corp
LMNX
$2.03M ﹤0.01%
94,726
+11,058
+13% +$223K
RATE
1944
DELISTED
Bankrate Inc
RATE
$2.02M ﹤0.01%
152,099
+3,639
+2% +$48.1K
BLOX
1945
DELISTED
Infoblox Inc
BLOX
$2.02M ﹤0.01%
109,953
+40,043
+57% +$679K
TY icon
1946
TRI-Continental Corp
TY
$1.86B
$2.02M ﹤0.01%
100,974
-2,609
-3% -$52.7K
AFAM
1947
DELISTED
Almost Family Inc
AFAM
$2.02M ﹤0.01%
52,805
-5,996
-10% -$243K
DX
1948
Dynex Capital
DX
$3.15B
$2.01M ﹤0.01%
105,720
+41,956
+66% +$840K
VMW
1949
DELISTED
VMware, Inc
VMW
$2.01M ﹤0.01%
35,602
-53,229
-60% -$3.31M
HIBB
1950
DELISTED
Hibbett, Inc. Common Stock
HIBB
$2.01M ﹤0.01%
66,475
+23,835
+56% +$787K
76 77
78
79 80

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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.