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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
EC icon
801
Ecopetrol
EC
$33.7B
$9.76M 0.02%
1,392,646
+167,420
+14% +$1.44M
LM
802
DELISTED
Legg Mason, Inc.
LM
$9.76M 0.02%
248,742
-26,798
-10% -$1.15M
SNN icon
803
Smith & Nephew
SNN
$13.7B
$9.73M 0.02%
273,442
+30,820
+13% +$1.06M
AEO icon
804
American Eagle Outfitters
AEO
$2.94B
$9.68M 0.02%
624,395
+46,989
+8% +$736K
FBIN icon
805
Fortune Brands Innovations
FBIN
$5.86B
$9.68M 0.02%
203,979
-2,479
-1% -$112K
MIC
806
DELISTED
Macquarie Infrastructure Holdings, LLC
MIC
$9.67M 0.02%
133,234
+45,037
+51% +$3.37M
FUJI
807
DELISTED
FUJI FILM HOLDINGS ADR 2 ORD
FUJI
$9.65M 0.02%
+231,288
New +$9.65M
EME icon
808
Emcor
EME
$29.9B
$9.63M 0.02%
200,357
+18,061
+10% +$867K
PHM icon
809
Pultegroup
PHM
$25.2B
$9.62M 0.02%
539,812
-6,102
-1% -$114K
CDK
810
DELISTED
CDK Global, Inc.
CDK
$9.59M 0.02%
202,034
-14,520
-7% -$705K
UDR icon
811
UDR
UDR
$12.9B
$9.57M 0.02%
254,745
-3,905
-2% -$140K
AGNC icon
812
AGNC Investment
AGNC
$12.7B
$9.54M 0.02%
550,140
-168,496
-23% -$3.06M
FLG
813
Flagstar Bank National Association
FLG
$5.87B
$9.53M 0.02%
194,641
+9,683
+5% +$494K
ALLY icon
814
Ally Financial
ALLY
$13.1B
$9.47M 0.02%
508,298
-30,690
-6% -$608K
ATO icon
815
Atmos Energy
ATO
$29.7B
$9.47M 0.02%
150,248
+15,973
+12% +$982K
FCN icon
816
FTI Consulting
FCN
$5.14B
$9.47M 0.02%
273,180
-9,457
-3% -$363K
JAH
817
DELISTED
JARDEN CORPORATION
JAH
$9.46M 0.02%
165,677
-12,097
-7% -$606K
BMS
818
DELISTED
Bemis
BMS
$9.46M 0.02%
211,657
+35,708
+20% +$1.6M
BSAC icon
819
Banco Santander Chile
BSAC
$16.1B
$9.45M 0.02%
535,672
-19,990
-4% -$372K
HPY
820
DELISTED
HEARTLAND PAYMENT SYSTEMS, INC. COM STK
HPY
$9.44M 0.02%
99,533
-7,175
-7% -$554K
SONY icon
821
Sony
SONY
$137B
$9.43M 0.02%
1,916,655
+38,085
+2% +$202K
RRC icon
822
Range Resources
RRC
$9.33B
$9.43M 0.02%
383,203
+52,579
+16% +$1.56M
BHP icon
823
BHP
BHP
$211B
$9.4M 0.02%
409,063
-158,386
-28% -$4.23M
ATR icon
824
AptarGroup
ATR
$8.69B
$9.4M 0.02%
129,376
+13,335
+11% +$963K
HRC
825
DELISTED
HILL-ROM HOLDINGS, INC.
HRC
$9.38M 0.02%
195,274
+38,033
+24% +$1.94M
31 32
33
34 35

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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.