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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
CSGP icon
1126
CoStar Group
CSGP
$12.2B
$5.53M 0.01%
267,300
+4,410
+2% +$87.8K
LII icon
1127
Lennox International
LII
$15B
$5.52M 0.01%
44,219
-1,259
-3% -$162K
IDTI
1128
DELISTED
Integrated Device Technology I
IDTI
$5.52M 0.01%
209,384
-25,662
-11% -$658K
GCO icon
1129
Genesco
GCO
$434M
$5.51M 0.01%
96,912
+24,116
+33% +$1.39M
FINL
1130
DELISTED
Finish Line
FINL
$5.51M 0.01%
304,534
+44,085
+17% +$784K
AGU
1131
DELISTED
Agrium
AGU
$5.5M 0.01%
61,524
+5,034
+9% +$477K
BWXT icon
1132
BWX Technologies
BWXT
$14.4B
$5.49M 0.01%
172,892
+11,963
+7% +$353K
CDW icon
1133
CDW
CDW
$18.9B
$5.49M 0.01%
130,656
-55,614
-30% -$2.42M
AMCX icon
1134
AMC Global Media
AMCX
$450M
$5.48M 0.01%
73,383
-1,369
-2% -$105K
CNSL
1135
DELISTED
Consolidated Communications Holdings, Inc.
CNSL
$5.48M 0.01%
261,530
+8,791
+3% +$186K
NPP
1136
DELISTED
NUVEEN PERFORMANCE+MUN FUND
NPP
$5.47M 0.01%
365,695
+40,142
+12% +$587K
MITSY
1137
DELISTED
MITSUI & CO LTD ADR (US)
MITSY
$5.47M 0.01%
+22,962
New +$5.47M
DFE icon
1138
WisdomTree Europe SmallCap Dividend Fund
DFE
$164M
$5.47M 0.01%
97,604
+2,089
+2% +$117K
TKR icon
1139
Timken Company
TKR
$9.19B
$5.46M 0.01%
191,017
+39,663
+26% +$1.19M
GGAL icon
1140
Galicia Financial Group
GGAL
$7.89B
$5.46M 0.01%
201,477
-119,339
-37% -$2.87M
OC icon
1141
Owens Corning
OC
$11B
$5.46M 0.01%
115,992
+10,558
+10% +$485K
WAL icon
1142
Western Alliance Bancorporation
WAL
$8.81B
$5.45M 0.01%
152,074
+42,465
+39% +$1.53M
BMO icon
1143
Bank of Montreal
BMO
$123B
$5.45M 0.01%
96,632
+31,128
+48% +$1.79M
CAB
1144
DELISTED
Cabela's Inc
CAB
$5.45M 0.01%
116,640
-2,383
-2% -$105K
ALB icon
1145
Albemarle
ALB
$13.4B
$5.43M 0.01%
96,945
+25,012
+35% +$1.29M
NSIT icon
1146
Insight Enterprises
NSIT
$3.85B
$5.41M 0.01%
215,447
+22,286
+12% +$587K
BECN
1147
DELISTED
Beacon Roofing Supply, Inc.
BECN
$5.41M 0.01%
131,413
+23,641
+22% +$906K
FAF icon
1148
First American
FAF
$7.98B
$5.41M 0.01%
150,688
+12,338
+9% +$471K
PDM
1149
Piedmont Realty Trust
PDM
$1.24B
$5.41M 0.01%
286,440
+2,421
+0.9% +$46.3K
SLGN icon
1150
Silgan Holdings
SLGN
$4.51B
$5.4M 0.01%
201,082
-7,640
-4% -$202K
44 45
46
47 48

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AF
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MCM
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PSUF
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IA
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SCC
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BAM
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ACI
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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.