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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
(+14%)
Cap. Flow
+$4.67B
Cap. Flow
% of AUM
7.96%
Top 10 Holdings %
Top 10 Hldgs %
13.41%
Holding
4,085
New
824
Increased
1,944
Reduced
1,161
Closed
139
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
Alphabet (Google) Class A
GOOGL
|
+$539M |
| 2 |
Vanguard S&P 500 ETF
VOO
|
+$237M |
| 3 |
Hewlett Packard
HPE
|
+$97.1M |
| 4 |
Apple
AAPL
|
+$68.9M |
| 5 |
iShares MSCI Emerging Markets ETF
EEM
|
+$59.8M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
Alphabet (Google) Class C
GOOG
|
+$471M |
| 2 |
HP
HPQ
|
+$140M |
| 3 |
Crane NXT
CXT
|
+$38.8M |
| 4 |
iShares MSCI EAFE ETF
EFA
|
+$37.3M |
| 5 |
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 | |
|---|---|---|---|---|---|---|
1076
State Street SPDR S&P Metals & Mining ETF
XME
$3.75B
| $5.98M | 0.01% |
+400,000
| New | +$6.69M |
|
1077
Thor Industries
THO
$4.06B
| $5.97M | 0.01% |
106,247
+30,605
| +40% | +$1.7M |
|
1078
State Street SPDR Portfolio Intermediate Term Corporate Bond ETF
SPIB
$11.5B
| $5.96M | 0.01% |
178,381
+500
| +0.3% | +$16.9K |
|
1079
Bank OZK
OZK
$5.63B
| $5.96M | 0.01% |
120,506
+2,033
| +2% | +$102K |
|
|
GCI
1080
DELISTED
Gannett Co., Inc
GCI
| $5.96M | 0.01% |
365,811
+67,393
| +23% | +$1.09M |
|
|
PPT
1081
Franklin Premier Income Trust
PPT
$323M
| $5.96M | 0.01% |
1,203,331
+106,569
| +10% | +$529K |
|
1082
Tenet Healthcare
THC
$22.2B
| $5.94M | 0.01% |
196,033
-2,524
| -1% | -$82.8K |
|
1083
Philips
PHG
$25.5B
| $5.94M | 0.01% |
326,004
+41,869
| +15% | +$784K |
|
|
PC
1084
DELISTED
PANASONIC CORP ADR (REP 1 SHR COM STK) (JP)
PC
| $5.92M | 0.01% |
+584,550
| New | +$5.92M |
|
|
B
1085
DELISTED
Barnes Group Inc.
B
| $5.89M | 0.01% |
166,394
+1,768
| +1% | +$66.1K |
|
|
WW
1086
DELISTED
WW International
WW
| $5.86M | 0.01% |
257,138
+31,683
| +14% | +$597K |
|
|
PMCS
1087
DELISTED
P M C SIERRA INC
PMCS
| $5.85M | 0.01% |
503,516
+10,743
| +2% | +$122K |
|
1088
Matthews International
MATW
$887M
| $5.84M | 0.01% |
109,360
+1,149
| +1% | +$64.2K |
|
|
EQC
1089
DELISTED
Equity Commonwealth
EQC
| $5.84M | 0.01% |
210,469
+21,464
| +11% | +$601K |
|
1090
Integer Holdings
ITGR
$3.39B
| $5.82M | 0.01% |
121,517
-9,385
| -7% | -$469K |
|
1091
American Homes 4 Rent
AMH
$12.1B
| $5.81M | 0.01% |
348,482
-95,090
| -21% | -$1.57M |
|
1092
BlackRock Core Bond Trust
BHK
$644M
| $5.81M | 0.01% |
459,303
-6,636
| -1% | -$85K |
|
1093
Omega Healthcare
OHI
$15.3B
| $5.81M | 0.01% |
165,985
-1,656
| -1% | -$57.2K |
|
|
CSH
1094
DELISTED
CASH AMERICA INTERNATIONAL INC
CSH
| $5.79M | 0.01% |
193,453
+19,972
| +12% | +$622K |
|
1095
J&J Snack Foods
JJSF
$1.49B
| $5.78M | 0.01% |
49,570
+833
| +2% | +$98.2K |
|
|
EAD
1096
Allspring Income Opportunities Fund
EAD
$371M
| $5.78M | 0.01% |
775,245
+133,373
| +21% | +$1.01M |
|
1097
Chunghwa Telecom
CHT
$33.5B
| $5.77M | 0.01% |
192,279
+86,978
| +83% | +$2.65M |
|
|
TMX
1098
DELISTED
Terminix Global Holdings, Inc.
TMX
| $5.77M | 0.01% |
219,665
-54,580
| -20% | -$1.32M |
|
|
GK
1099
DELISTED
G&K Services Inc
GK
| $5.77M | 0.01% |
91,747
-7,641
| -8% | -$508K |
|
|
PBY
1100
DELISTED
PEP BOYS MANNY MOE& JACK
PBY
| $5.76M | 0.01% |
312,895
+42,367
| +16% | +$632K |
|
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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.