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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
ESND
2051
DELISTED
Essendant Inc.
ESND
$1.75M ﹤0.01%
53,965
+3,757
+7% +$128K
TDW icon
2052
Tidewater
TDW
$3.72B
$1.75M ﹤0.01%
7,802
-1,478
-16% -$521K
CMTL icon
2053
Comtech Telecommunications
CMTL
$50.3M
$1.75M ﹤0.01%
87,000
+10,183
+13% +$229K
FSP
2054
Franklin Street Properties
FSP
$46.9M
$1.75M ﹤0.01%
168,765
+11,150
+7% +$118K
HTLD icon
2055
Heartland Express
HTLD
$969M
$1.75M ﹤0.01%
102,577
-10,601
-9% -$203K
PNC.PRP
2056
DELISTED
THE PNC FINANCIAL SERVICES GROUP, INC.
PNC.PRP
$1.72M ﹤0.01%
+60,374
New +$1.69M
AMD icon
2057
Advanced Micro Devices
AMD
$797B
$1.72M ﹤0.01%
600,061
+4,750
+0.8% +$10.6K
MRD
2058
DELISTED
MEMORIAL RESOURCE DEV CORP COM STK (DE)
MRD
$1.72M ﹤0.01%
106,519
-58,483
-35% -$976K
TLK icon
2059
Telkom Indonesia
TLK
$14.5B
$1.72M ﹤0.01%
77,404
+6,762
+10% +$139K
LSCC icon
2060
Lattice Semiconductor
LSCC
$17.8B
$1.72M ﹤0.01%
265,335
-32,211
-11% -$169K
MUS
2061
DELISTED
BLACKROCK MUNIHOLDINGS QUALITY FUND, INC.
MUS
$1.72M ﹤0.01%
124,918
+3,653
+3% +$48.2K
JOY
2062
DELISTED
Joy Global Inc
JOY
$1.71M ﹤0.01%
135,426
-65,210
-33% -$986K
EXP icon
2063
Eagle Materials
EXP
$6.31B
$1.7M ﹤0.01%
28,154
-21,907
-44% -$1.46M
EBF icon
2064
Ennis
EBF
$547M
$1.7M ﹤0.01%
88,313
+20,220
+30% +$394K
NX icon
2065
Quanex
NX
$825M
$1.7M ﹤0.01%
81,484
-2,470
-3% -$47.7K
USCR
2066
DELISTED
U S Concrete, Inc.
USCR
$1.7M ﹤0.01%
32,236
+6,158
+24% +$343K
OUTR
2067
DELISTED
OUTERWALL INC
OUTR
$1.7M ﹤0.01%
46,475
-28,921
-38% -$1.61M
OSG
2068
Octave Specialty Group
OSG
$242M
$1.69M ﹤0.01%
120,125
+52,803
+78% +$811K
SBRA icon
2069
Sabra Healthcare REIT
SBRA
$5.35B
$1.69M ﹤0.01%
83,686
+5,542
+7% +$117K
TK icon
2070
Teekay
TK
$1.01B
$1.69M ﹤0.01%
171,522
+41,536
+32% +$1.08M
ARCB icon
2071
ArcBest
ARCB
$3.23B
$1.69M ﹤0.01%
78,788
-3,715
-5% -$91.8K
SN
2072
DELISTED
Sanchez Energy Corporation
SN
$1.69M ﹤0.01%
391,009
+141,558
+57% +$799K
VVR icon
2073
Invesco Senior Income Trust
VVR
$459M
$1.68M ﹤0.01%
+416,336
New +$1.72M
LIVN icon
2074
LivaNova
LIVN
$4.41B
$1.68M ﹤0.01%
+28,320
New +$1.72M
CMPR icon
2075
Cimpress
CMPR
$2.36B
$1.68M ﹤0.01%
20,698
+7,944
+62% +$657K
81 82
83
84 85

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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.