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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
TBRG
2751
DELISTED
TruBridge
TBRG
$619K ﹤0.01%
12,442
+519
+4% +$23.2K
STAG icon
2752
STAG Industrial
STAG
$7.5B
$618K ﹤0.01%
33,522
+683
+2% +$13.3K
GS.PRI.CL
2753
DELISTED
The Goldman Sachs Group, Inc.
GS.PRI.CL
$617K ﹤0.01%
+23,553
New +$602K
MNR
2754
DELISTED
Monmouth Real Estate Investment Corp
MNR
$616K ﹤0.01%
58,935
+11,043
+23% +$114K
ACTG icon
2755
Acacia Research
ACTG
$437M
$615K ﹤0.01%
143,388
-260,615
-65% -$1.73M
FORM icon
2756
FormFactor
FORM
$6.51B
$613K ﹤0.01%
68,156
-6,351
-9% -$52.7K
VLGEA icon
2757
Village Super Market
VLGEA
$657M
$612K ﹤0.01%
23,226
+459
+2% +$11.7K
IMGN
2758
DELISTED
Immunogen Inc
IMGN
$611K ﹤0.01%
45,008
-145
-0.3% -$1.78K
COF.PRC.CL
2759
DELISTED
Capital One Financial Corporation
COF.PRC.CL
$611K ﹤0.01%
+23,099
New +$597K
C.PRL.CL
2760
DELISTED
Citigroup Inc.
C.PRL.CL
$610K ﹤0.01%
+22,196
New +$597K
OTIC
2761
DELISTED
Otonomy, Inc.
OTIC
$608K ﹤0.01%
+21,899
New +$545K
SRCI
2762
DELISTED
SRC Energy Inc
SRCI
$607K ﹤0.01%
71,216
-17,190
-19% -$186K
CSBK
2763
DELISTED
Clifton Bancorp Inc.
CSBK
$606K ﹤0.01%
42,282
+5,089
+14% +$74K
USB.PRM
2764
DELISTED
U.S. Bancorp Depositary Shares, each representing 1/1000th interest in a share of Series F Non-Cumul
USB.PRM
$605K ﹤0.01%
+21,079
New +$609K
DEST
2765
DELISTED
Destination Maternity Corporation
DEST
$604K ﹤0.01%
69,277
+9,669
+16% +$74.6K
LION
2766
DELISTED
Fidelity Southern Corporation
LION
$604K ﹤0.01%
27,056
+6,415
+31% +$139K
AUB icon
2767
Atlantic Union Bankshares
AUB
$6.05B
$601K ﹤0.01%
23,819
+8,480
+55% +$218K
CWEN icon
2768
Clearway Energy Class C
CWEN
$4.79B
$601K ﹤0.01%
+40,700
New +$583K
AMPH icon
2769
Amphastar Pharmaceuticals
AMPH
$907M
$598K ﹤0.01%
42,038
+26,029
+163% +$344K
KRNY icon
2770
Kearny Financial
KRNY
$604M
$598K ﹤0.01%
47,230
+6,904
+17% +$84.1K
NKSH icon
2771
National Bankshares
NKSH
$253M
$596K ﹤0.01%
16,759
-769
-4% -$26.7K
JPM.PRA.CL
2772
DELISTED
JPMORGAN CHASE & CO. Depositary Shares, each representing a 1/400 interest in a share of 5.45% Non-C
JPM.PRA.CL
$595K ﹤0.01%
+23,586
New +$585K
CC icon
2773
Chemours
CC
$2.48B
$594K ﹤0.01%
110,897
-53,718
-33% -$343K
DCO icon
2774
Ducommun
DCO
$2.56B
$594K ﹤0.01%
36,597
-1,141
-3% -$20.9K
GIFI
2775
DELISTED
Gulf Island Fabrication
GIFI
$593K ﹤0.01%
56,727
-4,701
-8% -$50.2K
109 110
111
112 113

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MCM
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PSUF
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SCC
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BAM
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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.