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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
CLW icon
1776
Clearwater Paper
CLW
$335M
$2.55M ﹤0.01%
55,970
-468
-0.8% -$22.5K
WSTC
1777
DELISTED
West Corporation
WSTC
$2.55M ﹤0.01%
118,134
-2,288
-2% -$54.9K
BLD
1778
DELISTED
TopBuild
BLD
$2.55M ﹤0.01%
82,763
-2,292
-3% -$68.8K
ENB icon
1779
Enbridge
ENB
$120B
$2.54M ﹤0.01%
76,478
-7,326
-9% -$275K
AMWD
1780
DELISTED
American Woodmark
AMWD
$2.53M ﹤0.01%
31,679
+18,104
+133% +$1.37M
LDL
1781
DELISTED
Lydall, Inc.
LDL
$2.53M ﹤0.01%
71,397
+8,032
+13% +$275K
LTC
1782
LTC Properties
LTC
$2.05B
$2.53M ﹤0.01%
58,690
-841
-1% -$35.9K
SYNA icon
1783
Synaptics
SYNA
$4.27B
$2.53M ﹤0.01%
31,447
-10,109
-24% -$858K
TROX icon
1784
Tronox
TROX
$954M
$2.52M ﹤0.01%
645,249
+303,784
+89% +$1.67M
IPXL
1785
DELISTED
Impax Laboratories, Inc.
IPXL
$2.52M ﹤0.01%
58,968
-4,199
-7% -$168K
RGP icon
1786
Resources Connection
RGP
$149M
$2.51M ﹤0.01%
153,655
+18,272
+13% +$320K
CMO
1787
DELISTED
Capstead Mortgage Corp.
CMO
$2.49M ﹤0.01%
284,412
+13,012
+5% +$125K
UMC icon
1788
United Microelectronic
UMC
$48.2B
$2.48M ﹤0.01%
1,318,916
+788,075
+148% +$1.47M
NOG icon
1789
Northern Oil and Gas
NOG
$2.27B
$2.48M ﹤0.01%
64,119
+13,416
+26% +$639K
FRED
1790
DELISTED
Fred's Inc
FRED
$2.47M ﹤0.01%
151,141
+21,716
+17% +$317K
RRGB icon
1791
Red Robin
RRGB
$143M
$2.47M ﹤0.01%
40,030
-5,474
-12% -$384K
ICFI icon
1792
ICF International
ICFI
$1.44B
$2.47M ﹤0.01%
69,469
-230
-0.3% -$7.7K
BOBE
1793
DELISTED
Bob Evans Farms, Inc.
BOBE
$2.46M ﹤0.01%
63,426
-474
-0.7% -$19.7K
JAKK icon
1794
Jakks Pacific
JAKK
$301M
$2.46M ﹤0.01%
30,945
+6,639
+27% +$541K
SCSC icon
1795
Scansource
SCSC
$1.14B
$2.46M ﹤0.01%
76,401
+6,606
+9% +$244K
KN icon
1796
Knowles
KN
$3.12B
$2.46M ﹤0.01%
184,580
-6,312
-3% -$108K
GBCI icon
1797
Glacier Bancorp
GBCI
$6.38B
$2.46M ﹤0.01%
92,675
+27,399
+42% +$758K
WNS
1798
DELISTED
WNS Holdings
WNS
$2.46M ﹤0.01%
78,817
+23,771
+43% +$743K
DCOM
1799
DELISTED
Dime Community Bancshares
DCOM
$2.45M ﹤0.01%
140,149
-11,480
-8% -$204K
ALJ
1800
DELISTED
Alon USA Energy Inc
ALJ
$2.45M ﹤0.01%
165,085
-10,827
-6% -$181K
70 71
72
73 74

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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.