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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
HUBS icon
2101
HubSpot
HUBS
$11.9B
$1.62M ﹤0.01%
28,825
+19,003
+193% +$1.01M
CRESY
2102
Cresud
CRESY
$813M
$1.62M ﹤0.01%
141,103
-105,501
-43% -$1.1M
IWN icon
2103
iShares Russell 2000 Value ETF
IWN
$14.3B
$1.61M ﹤0.01%
17,562
-6,627
-27% -$629K
SYBT icon
2104
Stock Yards Bancorp
SYBT
$2.67B
$1.61M ﹤0.01%
64,101
+3,780
+6% +$97K
CCRN
2105
DELISTED
Cross Country Healthcare
CCRN
$1.61M ﹤0.01%
98,475
-21,398
-18% -$340K
SDRL
2106
DELISTED
Seadrill Limited Common Stock
SDRL
$1.61M ﹤0.01%
1,773
+981
+124% +$1.54M
AXTA icon
2107
Axalta
AXTA
$7.67B
$1.61M ﹤0.01%
60,351
-5,741
-9% -$160K
NHC icon
2108
National Healthcare
NHC
$3.5B
$1.61M ﹤0.01%
26,023
+1,478
+6% +$95.8K
CAA
2109
DELISTED
CalAtlantic Group, Inc.
CAA
$1.6M ﹤0.01%
42,311
+18,189
+75% +$727K
FRP
2110
DELISTED
Fairpoint Communications, Inc.
FRP
$1.6M ﹤0.01%
99,787
+12,661
+15% +$210K
STM icon
2111
STMicroelectronics
STM
$47B
$1.6M ﹤0.01%
240,716
-23,170
-9% -$164K
IMPV
2112
DELISTED
Imperva, Inc.
IMPV
$1.6M ﹤0.01%
25,326
-7,696
-23% -$524K
AVID
2113
DELISTED
Avid Technology Inc
AVID
$1.6M ﹤0.01%
219,527
+90,377
+70% +$668K
PSMT icon
2114
Pricesmart
PSMT
$5.98B
$1.6M ﹤0.01%
19,264
+1,859
+11% +$161K
SJI
2115
DELISTED
South Jersey Industries, Inc.
SJI
$1.6M ﹤0.01%
67,901
-18,217
-21% -$446K
VIVO
2116
DELISTED
Meridian Bioscience Inc
VIVO
$1.59M ﹤0.01%
77,681
+5,501
+8% +$105K
SUNE
2117
DELISTED
SUNEDISON, INC COM
SUNE
$1.59M ﹤0.01%
312,595
+41,363
+15% +$254K
BKMU
2118
DELISTED
Bank Mutual Corp
BKMU
$1.59M ﹤0.01%
203,553
-1,392
-0.7% -$10.5K
ORBK
2119
DELISTED
Orbotech Ltd
ORBK
$1.58M ﹤0.01%
71,536
-329
-0.5% -$6.16K
LITE icon
2120
Lumentum
LITE
$55.3B
$1.58M ﹤0.01%
71,809
+44,490
+163% +$792K
GLF
2121
DELISTED
GulfMark Offshore, Inc. Common Stock
GLF
$1.58M ﹤0.01%
338,131
+131,443
+64% +$804K
MITT
2122
TPG Mortgage Investment Trust
MITT
$223M
$1.58M ﹤0.01%
40,973
-757
-2% -$33.2K
MGRC icon
2123
McGrath RentCorp
MGRC
$2.82B
$1.58M ﹤0.01%
62,599
+3,179
+5% +$87.9K
LXU icon
2124
LSB Industries
LXU
$780M
$1.57M ﹤0.01%
282,477
+151,520
+116% +$1.25M
BGFV
2125
DELISTED
Big 5 Sporting Goods
BGFV
$1.57M ﹤0.01%
157,593
+29,493
+23% +$290K
83 84
85
86 87

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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.