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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
GDOT icon
1101
Green Dot
GDOT
$750M
$5.75M 0.01%
350,033
-27,281
-7% -$468K
REP
1102
DELISTED
REPSOL YPF SA ADS(RP 1 CAP SH)
REP
$5.75M 0.01%
+516,239
New +$5.75M
OMF icon
1103
OneMain Financial
OMF
$7.27B
$5.74M 0.01%
138,102
+12,693
+10% +$583K
NWE icon
1104
NorthWestern Energy
NWE
$4.34B
$5.74M 0.01%
105,710
-32,621
-24% -$1.77M
HRI icon
1105
Herc Holdings
HRI
$4.78B
$5.73M 0.01%
134,328
-35,730
-21% -$1.79M
ITRI icon
1106
Itron
ITRI
$4.48B
$5.71M 0.01%
157,826
+4,701
+3% +$166K
BURL icon
1107
Burlington
BURL
$23.4B
$5.7M 0.01%
132,769
+4,715
+4% +$218K
LXP icon
1108
LXP Industrial Trust
LXP
$3.52B
$5.69M 0.01%
142,239
+49,814
+54% +$2.11M
TCF
1109
DELISTED
TCF Financial Corporation
TCF
$5.68M 0.01%
402,417
-39,966
-9% -$602K
SNI
1110
DELISTED
Scripps Networks Interactive, Inc Common Class A
SNI
$5.64M 0.01%
102,215
+986
+1% +$55.5K
LTRPA
1111
DELISTED
Liberty TripAdvisor Holdings, Inc. Series A
LTRPA
$5.64M 0.01%
185,941
+43,332
+30% +$1.28M
WRLD icon
1112
World Acceptance Corp
WRLD
$861M
$5.63M 0.01%
151,739
+57,874
+62% +$2.15M
CIM
1113
Chimera Investment
CIM
$1.06B
$5.63M 0.01%
137,469
+5,237
+4% +$220K
CCU icon
1114
Compañía de Cervecerías Unidas
CCU
$2.14B
$5.62M 0.01%
259,277
+5,144
+2% +$119K
CDP icon
1115
COPT Defense Properties
CDP
$4.32B
$5.62M 0.01%
257,222
+108,158
+73% +$2.4M
RMD icon
1116
ResMed
RMD
$31.1B
$5.6M 0.01%
104,374
+6,708
+7% +$378K
GPK icon
1117
Graphic Packaging
GPK
$3.35B
$5.59M 0.01%
435,968
+98,132
+29% +$1.32M
HRG
1118
DELISTED
HRG Group, Inc.
HRG
$5.59M 0.01%
412,442
+168,666
+69% +$2.21M
FOSL icon
1119
Fossil Group
FOSL
$260M
$5.59M 0.01%
152,810
+91,103
+148% +$4.15M
SFG
1120
DELISTED
STANCORP FINL GRP
SFG
$5.58M 0.01%
49,016
-145
-0.3% -$16.6K
PMC
1121
DELISTED
PharMerica Corporation
PMC
$5.57M 0.01%
159,144
+3,577
+2% +$112K
SKYW icon
1122
Skywest
SKYW
$4.35B
$5.56M 0.01%
292,166
+32,185
+12% +$630K
ADTN icon
1123
Adtran
ADTN
$675M
$5.55M 0.01%
322,541
+64,483
+25% +$1.03M
DAN icon
1124
Dana Inc
DAN
$2.88B
$5.55M 0.01%
402,088
+53,980
+16% +$852K
CHH icon
1125
Choice Hotels
CHH
$5.26B
$5.54M 0.01%
109,930
+2,725
+3% +$139K
43 44
45
46 47

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MCM
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PSUF
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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.