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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
GRPN icon
1651
Groupon
GRPN
$1.06B
$2.96M 0.01%
48,276
+34,290
+245% +$2.2M
TBI
1652
Trueblue
TBI
$222M
$2.96M 0.01%
115,055
+6,048
+6% +$163K
EPE
1653
DELISTED
EP Energy Corporation
EPE
$2.96M 0.01%
675,562
+17,218
+3% +$93.2K
GNC
1654
DELISTED
GNC Holdings, Inc.
GNC
$2.96M 0.01%
95,359
-8,617
-8% -$290K
PRI icon
1655
Primerica
PRI
$10.1B
$2.95M 0.01%
62,545
-64
-0.1% -$3.13K
SLH
1656
DELISTED
SOLERA HOLDINGS, INC. COM
SLH
$2.95M 0.01%
53,817
-12,872
-19% -$699K
IJH icon
1657
iShares Core S&P Mid-Cap ETF
IJH
$122B
$2.94M 0.01%
105,610
+6,485
+7% +$185K
FFBC icon
1658
First Financial Bancorp
FFBC
$3.55B
$2.94M 0.01%
162,801
+7,077
+5% +$136K
GHI
1659
DELISTED
GLOBAL HIGH INCOME FUND INC.
GHI
$2.94M 0.01%
346,138
-14,661
-4% -$126K
NXGN
1660
DELISTED
NextGen Healthcare, Inc. Common Stock
NXGN
$2.94M 0.01%
182,388
+9,116
+5% +$133K
CABO icon
1661
Cable One
CABO
$224M
$2.94M 0.01%
6,770
+1,868
+38% +$826K
HE icon
1662
Hawaiian Electric Industries
HE
$2.28B
$2.93M 0.01%
101,350
+8,415
+9% +$243K
AIN icon
1663
Albany International
AIN
$2.1B
$2.93M 0.01%
80,143
-108
-0.1% -$3.83K
PFPT
1664
DELISTED
Proofpoint, Inc.
PFPT
$2.93M 0.01%
45,041
+6,648
+17% +$445K
NKTR icon
1665
Nektar Therapeutics
NKTR
$2.41B
$2.92M 0.01%
11,561
+4,062
+54% +$835K
LXFT
1666
DELISTED
Luxoft Holding, Inc.
LXFT
$2.92M 0.01%
37,861
-2,107
-5% -$153K
AIF
1667
DELISTED
Apollo Tactical Income Fund Inc.
AIF
$2.92M 0.01%
210,022
+145,755
+227% +$2.09M
SLAB icon
1668
Silicon Laboratories
SLAB
$7.15B
$2.91M 0.01%
60,017
-914
-2% -$45.2K
TRMK icon
1669
Trustmark
TRMK
$2.77B
$2.9M ﹤0.01%
125,727
+65,344
+108% +$1.58M
CPS icon
1670
Cooper-Standard Automotive
CPS
$514M
$2.89M ﹤0.01%
37,303
+13,491
+57% +$953K
DK icon
1671
Delek US
DK
$4.15B
$2.89M ﹤0.01%
117,615
+10,266
+10% +$269K
NTRI
1672
DELISTED
NutriSystem, Inc.
NTRI
$2.89M ﹤0.01%
133,656
+3,724
+3% +$87.8K
PSA.PRS.CL
1673
DELISTED
Public Storage
PSA.PRS.CL
$2.89M ﹤0.01%
+111,718
New +$2.87M
MATV icon
1674
Mativ Holdings
MATV
$472M
$2.89M ﹤0.01%
68,748
+6,253
+10% +$250K
WPX
1675
DELISTED
WPX Energy, Inc.
WPX
$2.89M ﹤0.01%
503,031
-82,057
-14% -$610K
65 66
67
68 69

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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.