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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
POR icon
751
Portland General Electric
POR
$5.82B
$10.8M 0.02%
295,738
+2,223
+0.8% +$82K
CBL
752
DELISTED
CBL& Associates Properties, Inc.
CBL
$10.8M 0.02%
869,523
+642,755
+283% +$8.77M
DCM
753
DELISTED
NTT DOCOMO, Inc.
DCM
$10.8M 0.02%
524,418
+27
+0% +$523
AXS icon
754
AXIS Capital
AXS
$7.81B
$10.7M 0.02%
190,548
+63,663
+50% +$3.51M
BAH icon
755
Booz Allen Hamilton
BAH
$8.44B
$10.7M 0.02%
346,843
+67,529
+24% +$1.96M
PRA
756
DELISTED
ProAssurance
PRA
$10.7M 0.02%
219,928
+105,462
+92% +$5.42M
GRMN
757
Garmin
GRMN
$56.9B
$10.6M 0.02%
285,575
+15,027
+6% +$547K
RH icon
758
RH
RH
$3.33B
$10.6M 0.02%
132,990
-61,551
-32% -$5.71M
ERIC icon
759
Ericsson
ERIC
$32.1B
$10.5M 0.02%
1,096,628
+112,683
+11% +$1.1M
ALLE icon
760
Allegion
ALLE
$13.5B
$10.5M 0.02%
159,710
+2,632
+2% +$169K
PDCO
761
DELISTED
Patterson Companies, Inc.
PDCO
$10.5M 0.02%
231,712
+11,908
+5% +$548K
THG icon
762
Hanover Insurance
THG
$8.13B
$10.4M 0.02%
128,402
+8,575
+7% +$709K
PENN icon
763
PENN Entertainment
PENN
$2.84B
$10.4M 0.02%
651,283
+45,703
+8% +$769K
CTRA
764
DELISTED
Coterra Energy
CTRA
$10.4M 0.02%
589,579
+4,281
+0.7% +$85.9K
RIG icon
765
Transocean
RIG
$5.48B
$10.4M 0.02%
842,280
-12,838
-2% -$185K
DNB
766
DELISTED
Dun & Bradstreet
DNB
$10.4M 0.02%
100,233
+3,329
+3% +$361K
LXK
767
DELISTED
Lexmark Intl Inc
LXK
$10.4M 0.02%
320,625
-14,930
-4% -$489K
FNFG
768
DELISTED
FIRST NIAGARA FINANCIAL GROUP INC
FNFG
$10.4M 0.02%
957,840
+169,132
+21% +$1.8M
TEO icon
769
Telecom Argentina
TEO
$5.84B
$10.4M 0.02%
645,762
-217,358
-25% -$3.63M
GNTX icon
770
Gentex
GNTX
$5.1B
$10.4M 0.02%
648,010
+9,561
+1% +$154K
RELX icon
771
RELX
RELX
$66.8B
$10.4M 0.02%
581,039
+6,642
+1% +$118K
GXP
772
DELISTED
Great Plains Energy Incorporated
GXP
$10.4M 0.02%
379,297
+10,912
+3% +$296K
CLB icon
773
Core Laboratories
CLB
$455M
$10.3M 0.02%
95,137
+2,763
+3% +$316K
ABB
774
DELISTED
ABB Ltd
ABB
$10.3M 0.02%
583,478
+75,923
+15% +$1.4M
AMSG
775
DELISTED
Amsurg Corp
AMSG
$10.3M 0.02%
135,925
-6,276
-4% -$497K
29 30
31
32 33

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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.