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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
RCI icon
1901
Rogers Communications
RCI
$18.3B
$2.14M ﹤0.01%
62,193
-23,779
-28% -$893K
NM
1902
DELISTED
Navios Maritime Holdings Inc.
NM
$2.14M ﹤0.01%
122,458
+15,863
+15% +$303K
WMK icon
1903
Weis Markets
WMK
$1.91B
$2.14M ﹤0.01%
48,278
+4,581
+10% +$194K
FGL
1904
DELISTED
Fidelity & Guaranty Life
FGL
$2.13M ﹤0.01%
84,148
+34,715
+70% +$907K
KS
1905
DELISTED
KapStone Paper and Pack Corp.
KS
$2.13M ﹤0.01%
94,414
+14,876
+19% +$326K
RGR icon
1906
Sturm, Ruger & Co
RGR
$594M
$2.13M ﹤0.01%
35,744
-509
-1% -$28.6K
VRTV
1907
DELISTED
VERITIV CORPORATION
VRTV
$2.13M ﹤0.01%
58,834
+14,917
+34% +$591K
AUY
1908
DELISTED
Yamana Gold, Inc.
AUY
$2.12M ﹤0.01%
1,140,803
+371,877
+48% +$775K
CYNO
1909
DELISTED
Cynosure, Inc. Class A
CYNO
$2.12M ﹤0.01%
47,495
+18,027
+61% +$684K
POST icon
1910
Post Holdings
POST
$4.14B
$2.12M ﹤0.01%
52,527
+5,876
+13% +$243K
RSO
1911
DELISTED
Resource Capital Corp.
RSO
$2.12M ﹤0.01%
166,215
+20,294
+14% +$252K
JSD
1912
DELISTED
NUVEEN SHORT DURATION CREDIT OPPORTUNITIES FUND
JSD
$2.12M ﹤0.01%
142,974
+54,185
+61% +$810K
MT icon
1913
ArcelorMittal
MT
$52.9B
$2.11M ﹤0.01%
219,099
+111,592
+104% +$1.3M
SFR
1914
DELISTED
Starwood Waypoint Homes
SFR
$2.11M ﹤0.01%
93,149
-1,189
-1% -$28.2K
DHX icon
1915
DHI Group
DHX
$182M
$2.11M ﹤0.01%
229,711
+12,398
+6% +$111K
UNF icon
1916
Unifirst Corp
UNF
$5.3B
$2.1M ﹤0.01%
20,181
+532
+3% +$56.8K
SPOK icon
1917
Spok Holdings
SPOK
$228M
$2.1M ﹤0.01%
114,455
-5,748
-5% -$102K
RPT
1918
DELISTED
RPT Realty Common Shares of Beneficial Interest (MD)
RPT
$2.1M ﹤0.01%
126,272
+2,382
+2% +$39.1K
RES icon
1919
RPC Inc
RES
$1.24B
$2.09M ﹤0.01%
175,250
+798
+0.5% +$9.56K
ELLI
1920
DELISTED
Ellie Mae Inc
ELLI
$2.08M ﹤0.01%
34,615
+15,296
+79% +$1M
AUO
1921
DELISTED
AU Optronics Corp
AUO
$2.08M ﹤0.01%
716,627
+433,690
+153% +$1.24M
KRG icon
1922
Kite Realty
KRG
$5.81B
$2.08M ﹤0.01%
80,386
-1,555
-2% -$40.3K
QEP
1923
DELISTED
QEP RESOURCES, INC.
QEP
$2.08M ﹤0.01%
155,127
+1,738
+1% +$25.3K
PNFP icon
1924
Pinnacle Financial Partners Inc
PNFP
$15.9B
$2.08M ﹤0.01%
40,450
+826
+2% +$43.8K
MAGN
1925
Magnera Corp
MAGN
$472M
$2.07M ﹤0.01%
8,646
-456
-5% -$107K
75 76
77
78 79

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MCM
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PSUF
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SCC
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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.