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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
PETS icon
1976
PetMed Express
PETS
$41.7M
$1.94M ﹤0.01%
113,402
+14,635
+15% +$246K
SEP
1977
DELISTED
Spectra Engy Parters Lp
SEP
$1.94M ﹤0.01%
40,733
-2,690
-6% -$115K
MSM icon
1978
MSC Industrial Direct
MSM
$6.89B
$1.94M ﹤0.01%
34,491
+1,474
+4% +$89.1K
NWLI
1979
DELISTED
National Western Life Group, Inc. Class A
NWLI
$1.94M ﹤0.01%
+7,693
New +$1.96M
SPN
1980
DELISTED
Superior Energy Services, Inc.
SPN
$1.94M ﹤0.01%
14,371
+7,291
+103% +$1.08M
INDB icon
1981
Independent Bank
INDB
$3.99B
$1.93M ﹤0.01%
41,527
-1,231
-3% -$59.2K
NPK icon
1982
National Presto Industries
NPK
$870M
$1.93M ﹤0.01%
23,317
+672
+3% +$58.3K
BBN icon
1983
BlackRock Taxable Municipal Bond Trust
BBN
$978M
$1.93M ﹤0.01%
+91,981
New +$1.88M
ASTE icon
1984
Astec Industries
ASTE
$1.16B
$1.93M ﹤0.01%
47,317
-3,938
-8% -$146K
SCHF icon
1985
Schwab International Equity ETF
SCHF
$66.6B
$1.92M ﹤0.01%
139,576
+118,752
+570% +$1.7M
BBG
1986
DELISTED
Bill Barrett Corp
BBG
$1.92M ﹤0.01%
488,747
+160,397
+49% +$824K
MLKN icon
1987
MillerKnoll
MLKN
$1.53B
$1.92M ﹤0.01%
66,851
-1,381
-2% -$42.4K
ASEI
1988
DELISTED
AMER SCIENCE & ENGR INC.
ASEI
$1.91M ﹤0.01%
46,225
+8,235
+22% +$328K
CSTM icon
1989
Constellium
CSTM
$3.76B
$1.91M ﹤0.01%
248,325
+4,982
+2% +$34.7K
RMAX icon
1990
RE/MAX Holdings
RMAX
$193M
$1.91M ﹤0.01%
51,263
+16,307
+47% +$610K
HIX
1991
Western Asset High Income Fund II
HIX
$349M
$1.91M ﹤0.01%
302,868
+133,920
+79% +$893K
SSL icon
1992
Sasol
SSL
$7.5B
$1.91M ﹤0.01%
71,269
-14,741
-17% -$432K
EQM
1993
DELISTED
EQM Midstream Partners, LP
EQM
$1.91M ﹤0.01%
25,307
-2,133
-8% -$152K
LILAK icon
1994
Liberty Latin America Class C
LILAK
$1.63B
$1.91M ﹤0.01%
51,858
+9,436
+22% +$308K
WTI icon
1995
W&T Offshore
WTI
$534M
$1.91M ﹤0.01%
826,042
+251,172
+44% +$806K
GPT
1996
DELISTED
Gramercy Property Trust
GPT
$1.9M ﹤0.01%
82,106
+73,922
+903% +$4.61M
RTEC
1997
DELISTED
Rudolph Technologies Inc
RTEC
$1.9M ﹤0.01%
133,320
+24,783
+23% +$340K
RDEN
1998
DELISTED
ELIZABETH ARDEN INC
RDEN
$1.9M ﹤0.01%
191,393
+37,694
+25% +$429K
MTSI icon
1999
MACOM Technology Solutions
MTSI
$19.2B
$1.89M ﹤0.01%
46,285
+7,700
+20% +$268K
VRA icon
2000
Vera Bradley
VRA
$97M
$1.89M ﹤0.01%
120,123
+29,805
+33% +$391K
78 79
80
81 82

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AF
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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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ACI
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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.