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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
W icon
2451
Wayfair
W
$11.9B
$978K ﹤0.01%
20,545
+6,057
+42% +$256K
TCS
2452
DELISTED
THE CONTAINER STORE GROUP, INC.
TCS
$978K ﹤0.01%
7,950
+3,157
+66% +$509K
GSBC icon
2453
Great Southern Bancorp
GSBC
$872M
$977K ﹤0.01%
21,578
+4,769
+28% +$230K
JPM.PRF.CL
2454
DELISTED
JPMorgan Chase & Co. Called
JPM.PRF.CL
$976K ﹤0.01%
+37,379
New +$954K
JPM.PRD.CL
2455
DELISTED
JPMorgan Chase & Co.
JPM.PRD.CL
$975K ﹤0.01%
+38,506
New +$957K
TVPT
2456
DELISTED
Travelport Worldwide Limited
TVPT
$973K ﹤0.01%
+75,426
New +$1.03M
BCS.PR.CL
2457
DELISTED
BARCLAYS BANK PLC ADR SER 2 REPSTG PREF SHS SER 2 (UK)
BCS.PR.CL
$973K ﹤0.01%
37,566
+1,610
+4% +$41.4K
HPP
2458
Hudson Pacific Properties
HPP
$766M
$971K ﹤0.01%
4,932
+67
+1% +$13.4K
NTK
2459
DELISTED
NORTEK INC COM NEW (DE)
NTK
$971K ﹤0.01%
22,256
-444
-2% -$23.3K
IDT icon
2460
IDT Corp
IDT
$1.64B
$968K ﹤0.01%
117,569
+9,885
+9% +$89.9K
MHO icon
2461
M/I Homes
MHO
$3.87B
$967K ﹤0.01%
44,104
+1,163
+3% +$26.7K
SALE
2462
DELISTED
RetailMeNot, Inc. Series 1
SALE
$965K ﹤0.01%
97,302
+45,619
+88% +$440K
RBCAA icon
2463
Republic Bancorp
RBCAA
$1.93B
$964K ﹤0.01%
36,491
-43
-0.1% -$1.11K
EMLP icon
2464
First Trust North American Energy Infrastructure Fund
EMLP
$4.09B
$956K ﹤0.01%
47,379
-56,163
-54% -$1.22M
ICL icon
2465
ICL Group
ICL
$6.69B
$955K ﹤0.01%
235,867
+35,395
+18% +$178K
VEDL
2466
DELISTED
Vedanta Limited American Depostary Shares (Each representing four equity shares)
VEDL
$952K ﹤0.01%
171,296
+99,726
+139% +$569K
BRSL
2467
Brightstar Lottery PLC
BRSL
$1.87B
$951K ﹤0.01%
58,803
+18,846
+47% +$301K
SYNH
2468
DELISTED
Syneos Health, Inc. Class A Common Stock
SYNH
$950K ﹤0.01%
19,580
+10,379
+113% +$462K
NYRT
2469
DELISTED
New York REIT, Inc.
NYRT
$950K ﹤0.01%
8,263
+328
+4% +$37.1K
CPE
2470
DELISTED
Callon Petroleum Company
CPE
$949K ﹤0.01%
11,380
-10,174
-47% -$889K
METR
2471
DELISTED
METRO BANCORP, INC COMMON STOCK
METR
$949K ﹤0.01%
30,235
+834
+3% +$26.4K
WIBC
2472
DELISTED
WILSHIRE BANCORP INC
WIBC
$949K ﹤0.01%
82,199
+1,076
+1% +$12.2K
LTXB
2473
DELISTED
LegacyTexas Financial Group Inc
LTXB
$948K ﹤0.01%
37,900
+1,708
+5% +$49.2K
JBSS icon
2474
John B. Sanfilippo & Son
JBSS
$954M
$947K ﹤0.01%
17,532
+2,859
+19% +$161K
MX
2475
DELISTED
METSO CRP ADS (REP 1 SHS)
MX
$947K ﹤0.01%
+159,967
New +$947K
97 98
99
100 101

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MCM
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PSUF
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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.