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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
VIA
3601
DELISTED
Viacom Inc. Class A
VIA
– –
-8,820
Closed -$390K
ERUS
3602
DELISTED
iShares MSCI Russia ETF
ERUS
– –
-8,330
Closed -$202K
QADA
3603
DELISTED
QAD Inc.
QADA
– –
-10,240
Closed -$262K
VVUS
3604
DELISTED
Vivus Inc
VVUS
– –
-5,386
Closed -$88K
REN
3605
DELISTED
Resolute Energy Corporaton
REN
– –
-40,829
Closed -$79K
DGI
3606
DELISTED
DigitalGlobe Inc.
DGI
– –
-29,615
Closed -$563K
ICA
3607
DELISTED
EMPRESAS ICA, S.A. DE C.V. ADS (EA REPTG 4 ORD PART CERT)
ICA
– –
-90,641
Closed -$151K
WRES
3608
DELISTED
WARREN RESOURCES INC
WRES
– –
-192,808
Closed -$94K
NWLIA
3609
DELISTED
NATL WESTN LIFE INS CO CL A
NWLIA
– –
-7,943
Closed -$1.77M
PQUE
3610
DELISTED
PETROQUEST ENERGY INC (DE)
PQUE
– –
-248,044
Closed -$290K
MHR
3611
DELISTED
MAGNUM HUNTER RESOURCES CORP (DEL)
MHR
– –
-21,226
Closed -$7K
HK
3612
DELISTED
Halcon Resources Corporation
HK
– –
-134
Closed -$12K
DDC
3613
DELISTED
Dominion Diamond Corporation
DDC
– –
-10,921
Closed -$117K
FRP
3614
DELISTED
FAIRPOINT COMMUNICATIONS INC.
FRP
$0 ﹤0.01%
+10,917
New –
141 142 143 144
145

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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.