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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
FCPT icon
1876
Four Corners Property Trust
FCPT
$2.81B
$2.24M ﹤0.01%
+127,074
New +$1.98M
IVC
1877
DELISTED
Invacare Corporation
IVC
$2.24M ﹤0.01%
128,740
+18,439
+17% +$333K
ACOR
1878
DELISTED
Acorda Therapeutics
ACOR
$2.24M ﹤0.01%
435
+67
+18% +$293K
STAY
1879
DELISTED
Extended Stay America, Inc. Paired Share Unit
STAY
$2.23M ﹤0.01%
140,529
+6,701
+5% +$117K
ACWX icon
1880
iShares MSCI ACWI ex US ETF
ACWX
$11.5B
$2.23M ﹤0.01%
+56,240
New +$2.3M
SPWR
1881
DELISTED
SunPower Corporation Common Stock
SPWR
$2.23M ﹤0.01%
113,358
-2,050
-2% -$34.3K
CSR
1882
Centerspace
CSR
$921M
$2.22M ﹤0.01%
31,901
+2,490
+8% +$194K
NNC
1883
DELISTED
Nuveen North Carolina Quality Municipal Income Fund
NNC
$2.21M ﹤0.01%
168,623
– –
UNT
1884
DELISTED
UNIT Corporation
UNT
$2.21M ﹤0.01%
180,922
+87,198
+93% +$1.29M
MBT
1885
DELISTED
Mobile TeleSystems Public Joint Stock Company American Depositary Shares (Each representing 2 Shares
MBT
$2.2M ﹤0.01%
356,326
+64,531
+22% +$452K
LBRDK icon
1886
Liberty Broadband Class C
LBRDK
$4.88B
$2.2M ﹤0.01%
42,405
+1,273
+3% +$67.5K
NHI icon
1887
National Health Investors
NHI
$3.72B
$2.2M ﹤0.01%
36,112
+908
+3% +$54.1K
RUSHA icon
1888
Rush Enterprises Class A
RUSHA
$6.2B
$2.2M ﹤0.01%
225,884
+1,705
+0.8% +$18.1K
CBF
1889
DELISTED
Capital Bank Financial Corp. Class A Common Stock
CBF
$2.2M ﹤0.01%
68,655
-3,388
-5% -$110K
BGH
1890
Barings Global Short Duration High Yield Fund
BGH
$282M
$2.19M ﹤0.01%
+133,024
New +$2.27M
TELN
1891
DELISTED
TELENOR ASA
TELN
$2.19M ﹤0.01%
+43,980
New +$2.19M
CKH
1892
DELISTED
Seacor Holdings Inc.
CKH
$2.18M ﹤0.01%
42,861
-4,603
-10% -$256K
BCE icon
1893
BCE
BCE
$20.2B
$2.18M ﹤0.01%
56,390
-608
-1% -$25.6K
POT
1894
DELISTED
Potash Corp Of Saskatchewan
POT
$2.17M ﹤0.01%
127,008
-4,913
-4% -$97.7K
CM icon
1895
Canadian Imperial Bank of Commerce
CM
$108B
$2.17M ﹤0.01%
65,878
-5,548
-8% -$203K
ESE icon
1896
ESCO Technologies
ESE
$8.17B
$2.16M ﹤0.01%
59,713
+4,046
+7% +$152K
RUTH
1897
DELISTED
Ruth's Hospitality Group, Inc.
RUTH
$2.15M ﹤0.01%
135,395
-1,363
-1% -$22.2K
SWI
1898
DELISTED
SOLARWINDS INC COM STK (DE)
SWI
$2.15M ﹤0.01%
36,589
-1,115
-3% -$61.8K
GEF icon
1899
Greif
GEF
$4.92B
$2.15M ﹤0.01%
69,846
-599
-0.9% -$19.8K
THRM icon
1900
Gentherm
THRM
$1.24B
$2.15M ﹤0.01%
45,408
+7,014
+18% +$336K
74 75
76
77 78

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AF
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MCM
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PSUF
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IA
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SCC
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BAM
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ACI
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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.