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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
BH icon
2676
Biglari Holdings Class B
BH
$1.2B
$712K ﹤0.01%
3,276
+241
+8% +$58.3K
PRH
2677
DELISTED
PRUDENTIAL FINANCIAL, INC. 5.70% DUE 2053
PRH
$712K ﹤0.01%
+27,558
New +$711K
NAV
2678
DELISTED
Navistar International
NAV
$711K ﹤0.01%
80,458
+48,147
+149% +$592K
COHU icon
2679
Cohu
COHU
$1.86B
$710K ﹤0.01%
58,830
+2,422
+4% +$29.3K
PES
2680
DELISTED
Pioneer Energy Services Corp.
PES
$709K ﹤0.01%
326,845
+65,303
+25% +$169K
SHI
2681
DELISTED
Sinopec Shanghai Petrochemical Co., Ltd.
SHI
$708K ﹤0.01%
17,873
+8,108
+83% +$325K
FNLC icon
2682
First Bancorp
FNLC
$401M
$707K ﹤0.01%
34,545
+3,939
+13% +$82.1K
OLP
2683
One Liberty Properties
OLP
$542M
$707K ﹤0.01%
32,958
-24,913
-43% -$564K
RBA icon
2684
RB Global
RBA
$21.5B
$707K ﹤0.01%
29,340
+1,021
+4% +$26.2K
TG icon
2685
Tredegar Corp
TG
$260M
$707K ﹤0.01%
51,901
+4,153
+9% +$61.1K
GS.PRK
2686
DELISTED
GOLDMAN SACHS GROUP, INC. THE 6.375%
GS.PRK
$707K ﹤0.01%
+25,455
New +$683K
PPBI
2687
DELISTED
Pacific Premier Bancorp
PPBI
$706K ﹤0.01%
33,238
+3,657
+12% +$80.4K
RP
2688
DELISTED
RealPage, Inc.
RP
$706K ﹤0.01%
31,451
-49,969
-61% -$1.02M
HTLF
2689
DELISTED
Heartland Financial USA, Inc.
HTLF
$705K ﹤0.01%
22,481
+4,153
+23% +$149K
FOR icon
2690
Forestar Group
FOR
$1.48B
$704K ﹤0.01%
64,321
-11,119
-15% -$145K
BEAT
2691
DELISTED
BioTelemetry, Inc.
BEAT
$703K ﹤0.01%
60,213
-12,138
-17% -$154K
FDML
2692
DELISTED
Federal-Mogul Holdings Corporation
FDML
$703K ﹤0.01%
102,606
+273
+0.3% +$2.1K
RT
2693
DELISTED
Ruby Tuesday Georgia
RT
$702K ﹤0.01%
127,377
+6,320
+5% +$34.9K
CJES
2694
DELISTED
C&J ENERGY SVCS LTD
CJES
$702K ﹤0.01%
147,440
+29,983
+26% +$150K
SP
2695
DELISTED
SP Plus Corporation
SP
$700K ﹤0.01%
29,297
+2,354
+9% +$57.6K
CENX icon
2696
Century Aluminum
CENX
$4.22B
$699K ﹤0.01%
158,149
+125,792
+389% +$540K
SLCA
2697
DELISTED
U.S. SILICA HOLDINGS, INC.
SLCA
$699K ﹤0.01%
37,312
+12,248
+49% +$229K
FSS icon
2698
Federal Signal
FSS
$6.82B
$698K ﹤0.01%
44,027
+4,016
+10% +$63.4K
IRS
2699
IRSA Inversiones y Representaciones
IRS
$1.31B
$698K ﹤0.01%
58,879
-38,688
-40% -$561K
WPM icon
2700
Wheaton Precious Metals
WPM
$49.7B
$697K ﹤0.01%
56,141
+23,770
+73% +$314K
106 107
108
109 110

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MCM
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PSUF
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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.