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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
FCS
901
DELISTED
FAIRCHILD SEMICONDUCTOR INTL INC COMMON
FCS
$7.84M 0.01%
378,662
+34,837
+10% +$631K
BERY
902
DELISTED
Berry Global Group, Inc.
BERY
$7.84M 0.01%
235,956
+179,462
+318% +$5.69M
SNV
903
DELISTED
Synovus
SNV
$7.84M 0.01%
242,071
+1,000
+0.4% +$31.9K
TXNM
904
TXNM Energy Inc
TXNM
$6.39B
$7.82M 0.01%
255,662
+1,810
+0.7% +$51.9K
CACC icon
905
Credit Acceptance
CACC
$5.82B
$7.79M 0.01%
36,415
+20,154
+124% +$4.12M
STWD icon
906
Starwood Property Trust
STWD
$6.12B
$7.79M 0.01%
378,908
+92,499
+32% +$1.9M
AN icon
907
AutoNation
AN
$7.7B
$7.77M 0.01%
130,179
-2,760
-2% -$171K
YELP icon
908
Yelp
YELP
$1.54B
$7.76M 0.01%
269,568
-56,776
-17% -$1.49M
AMCR
909
DELISTED
AMCOR LTD ADR
AMCR
$7.75M 0.01%
+198,517
New +$7.75M
STLD icon
910
Steel Dynamics
STLD
$36.2B
$7.75M 0.01%
433,635
-46,311
-10% -$828K
TER icon
911
Teradyne
TER
$50B
$7.74M 0.01%
374,355
+67,110
+22% +$1.34M
FLOW
912
DELISTED
SPX FLOW, Inc.
FLOW
$7.72M 0.01%
276,792
+174,723
+171% +$5.75M
CPT icon
913
Camden Property Trust
CPT
$11.5B
$7.68M 0.01%
100,103
+2,247
+2% +$171K
OGE icon
914
OGE Energy
OGE
$9.87B
$7.68M 0.01%
292,174
-35,230
-11% -$946K
AJG icon
915
Arthur J. Gallagher & Co
AJG
$69.1B
$7.66M 0.01%
187,109
+43,114
+30% +$1.85M
IQV icon
916
IQVIA
IQV
$40.7B
$7.65M 0.01%
111,445
+5,089
+5% +$348K
GFI icon
917
Gold Fields
GFI
$28.8B
$7.63M 0.01%
2,754,734
+189,085
+7% +$500K
MDAS
918
DELISTED
MEDASSETS INC COM STK (DE)
MDAS
$7.61M 0.01%
245,882
+34,580
+16% +$961K
EXPR
919
DELISTED
Express, Inc.
EXPR
$7.61M 0.01%
22,009
+725
+3% +$261K
TTC icon
920
Toro Company
TTC
$8.79B
$7.6M 0.01%
208,014
+43,020
+26% +$1.61M
KEYS icon
921
Keysight
KEYS
$50.7B
$7.6M 0.01%
268,246
+50,185
+23% +$1.54M
EPC icon
922
Edgewell Personal Care
EPC
$1.3B
$7.58M 0.01%
96,675
-3,494
-3% -$283K
CIEN icon
923
Ciena
CIEN
$46.8B
$7.58M 0.01%
366,101
+4,479
+1% +$103K
ISD
924
PGIM High Yield Bond Fund
ISD
$414M
$7.57M 0.01%
518,303
+72,294
+16% +$1.06M
HA
925
DELISTED
Hawaiian Holdings, Inc.
HA
$7.55M 0.01%
213,593
-63,215
-23% -$2.18M
35 36
37
38 39

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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.