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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
AZZ icon
2351
AZZ Inc
AZZ
$4.36B
$1.14M ﹤0.01%
20,447
+680
+3% +$37.9K
IWO icon
2352
iShares Russell 2000 Growth ETF
IWO
$14.4B
$1.14M ﹤0.01%
8,156
-7,641
-48% -$1.08M
CFNL
2353
DELISTED
Cardinal Financial Corp
CFNL
$1.14M ﹤0.01%
49,871
+2,557
+5% +$60.1K
MDC
2354
DELISTED
M.D.C. Holdings, Inc.
MDC
$1.13M ﹤0.01%
61,710
-6,523
-10% -$124K
DGII icon
2355
Digi International
DGII
$2.57B
$1.13M ﹤0.01%
99,533
+7,585
+8% +$93.1K
AROW icon
2356
Arrow Financial
AROW
$660M
$1.13M ﹤0.01%
52,642
-103
-0.2% -$2.26K
BTA
2357
DELISTED
BlackRock Long-Term Municipal Advantage Trust
BTA
$1.13M ﹤0.01%
98,135
+3,480
+4% +$38.9K
CKP
2358
DELISTED
CHECKPOINT SYSTEMS INC
CKP
$1.12M ﹤0.01%
179,101
+49,070
+38% +$331K
IDE
2359
Voya Infrastructure, Industrials and Materials Fund
IDE
$196M
$1.12M ﹤0.01%
91,449
+21,143
+30% +$266K
MUB icon
2360
iShares National Muni Bond ETF
MUB
$45.2B
$1.12M ﹤0.01%
10,128
-2,619
-21% -$287K
HLI icon
2361
Houlihan Lokey
HLI
$8.97B
$1.12M ﹤0.01%
42,680
+461
+1% +$10.5K
LCII icon
2362
LCI Industries
LCII
$2.5B
$1.12M ﹤0.01%
18,353
+8,286
+82% +$492K
MYRG icon
2363
MYR Group
MYRG
$5.15B
$1.12M ﹤0.01%
54,227
-11,086
-17% -$240K
THFF icon
2364
First Financial Corp
THFF
$961M
$1.11M ﹤0.01%
32,784
+692
+2% +$24.1K
ASNA
2365
DELISTED
Ascena Retail Group, Inc.
ASNA
$1.11M ﹤0.01%
5,651
-3,882
-41% -$916K
SBSI icon
2366
Southside Bancshares
SBSI
$960M
$1.11M ﹤0.01%
49,767
-4,110
-8% -$102K
PE
2367
DELISTED
PARSLEY ENERGY INC
PE
$1.11M ﹤0.01%
59,927
+8,979
+18% +$162K
HSEB.CL
2368
DELISTED
HSBC Holdings plc
HSEB.CL
$1.1M ﹤0.01%
+42,387
New +$1.09M
JDD
2369
DELISTED
Nuveen Diversified Dividend and Income Fund
JDD
$1.1M ﹤0.01%
101,843
-17,142
-14% -$187K
LBY
2370
DELISTED
Libbey, Inc.
LBY
$1.1M ﹤0.01%
51,658
-6,355
-11% -$177K
WAGE
2371
DELISTED
WageWorks, Inc.
WAGE
$1.1M ﹤0.01%
24,214
-8,057
-25% -$361K
SABA
2372
Saba Capital Income & Opportunities Fund II
SABA
$223M
$1.1M ﹤0.01%
86,493
– –
PRSU
2373
Pursuit Attractions and Hospitality Inc
PRSU
$1.4B
$1.1M ﹤0.01%
38,897
-279
-0.7% -$8.51K
ATW
2374
DELISTED
Atwood Oceanics
ATW
$1.1M ﹤0.01%
107,092
+42,780
+67% +$655K
UI icon
2375
Ubiquiti
UI
$32.3B
$1.09M ﹤0.01%
34,538
-2,990
-8% -$98.9K
93 94
95
96 97

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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.