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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
ACH
1151
Accendra Health
ACH
$254M
$5.39M 0.01%
149,952
+23,827
+19% +$862K
CRC
1152
DELISTED
California Resources Corporation
CRC
$5.38M 0.01%
230,839
+56,118
+32% +$2.02M
FNF icon
1153
Fidelity National Financial
FNF
$14.4B
$5.37M 0.01%
223,255
-12,598
-5% -$307K
KBR icon
1154
KBR
KBR
$4.56B
$5.37M 0.01%
317,314
+18,532
+6% +$340K
NAD icon
1155
Nuveen Quality Municipal Income Fund
NAD
$2.73B
$5.37M 0.01%
368,706
+57,826
+19% +$812K
IRDM icon
1156
Iridium Communications
IRDM
$4.7B
$5.36M 0.01%
637,531
+88,217
+16% +$672K
RHP icon
1157
Ryman Hospitality Properties
RHP
$8.56B
$5.35M 0.01%
103,640
+16,586
+19% +$886K
PRKS icon
1158
United Parks & Resorts
PRKS
$2.19B
$5.35M 0.01%
271,808
-2,979
-1% -$55.3K
EPR icon
1159
EPR Properties
EPR
$4.89B
$5.35M 0.01%
91,517
+1,461
+2% +$81.6K
AIT icon
1160
Applied Industrial Technologies
AIT
$12.4B
$5.35M 0.01%
132,053
+14,321
+12% +$584K
WNR
1161
DELISTED
Western Refining Inc
WNR
$5.34M 0.01%
150,052
+26,634
+22% +$1.14M
CSGS
1162
DELISTED
CSG Systems International
CSGS
$5.34M 0.01%
148,393
+259
+0.2% +$8.89K
ATHN
1163
DELISTED
Athenahealth, Inc.
ATHN
$5.34M 0.01%
33,164
+3,631
+12% +$561K
ITT icon
1164
ITT
ITT
$17.1B
$5.33M 0.01%
146,894
-33,475
-19% -$1.26M
EE
1165
DELISTED
El Paso Electric Company
EE
$5.33M 0.01%
138,328
+4,304
+3% +$164K
ACC
1166
DELISTED
American Campus Communities, Inc.
ACC
$5.32M 0.01%
128,751
+786
+0.6% +$31K
MPWR icon
1167
Monolithic Power Systems
MPWR
$61.4B
$5.32M 0.01%
83,502
-788
-0.9% -$48.9K
EHI
1168
Western Asset Global High Income Fund
EHI
$174M
$5.32M 0.01%
609,493
+7,748
+1% +$70.4K
PWR icon
1169
Quanta Services
PWR
$84.2B
$5.31M 0.01%
262,441
+116,770
+80% +$2.51M
VSH icon
1170
Vishay Intertechnology
VSH
$4.6B
$5.3M 0.01%
439,767
+35,441
+9% +$400K
IFX
1171
DELISTED
INFINEON TECH AG ADS(REP1 ORD)
IFX
$5.3M 0.01%
+361,706
New +$5.3M
BKT icon
1172
BlackRock Income Trust
BKT
$331M
$5.3M 0.01%
276,745
-832
-0.3% -$15.9K
IMO icon
1173
Imperial Oil
IMO
$62.3B
$5.28M 0.01%
162,287
-51,831
-24% -$1.68M
TIVO
1174
DELISTED
Tivo Inc
TIVO
$5.28M 0.01%
316,716
+109,275
+53% +$1.23M
TEN
1175
DELISTED
Tenneco Inc. Class A Voting Common Stock
TEN
$5.27M 0.01%
114,841
+18,419
+19% +$934K
45 46
47
48 49

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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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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.