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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
CVI icon
1176
CVR Energy
CVI
$3.48B
$5.26M 0.01%
133,803
+31,326
+31% +$1.35M
CXT icon
1177
Crane NXT
CXT
$2.99B
$5.26M 0.01%
316,762
-2,236,902
-88% -$38.8M
ELME
1178
Elme Communities
ELME
$145M
$5.26M 0.01%
194,502
+93,866
+93% +$2.54M
BC icon
1179
Brunswick
BC
$5.23B
$5.25M 0.01%
104,009
+17,959
+21% +$926K
LE icon
1180
Lands' End
LE
$378M
$5.25M 0.01%
224,033
+62,663
+39% +$1.52M
WWAV
1181
DELISTED
The WhiteWave Foods Company
WWAV
$5.25M 0.01%
134,846
-5,585
-4% -$226K
OME
1182
DELISTED
Omega Protein
OME
$5.23M 0.01%
235,596
+17,719
+8% +$369K
EEFT icon
1183
Euronet Worldwide
EEFT
$3.19B
$5.23M 0.01%
72,152
+8,202
+13% +$628K
WOOF
1184
DELISTED
VCA Inc.
WOOF
$5.22M 0.01%
94,972
+3,195
+3% +$175K
AU icon
1185
AngloGold Ashanti
AU
$39.4B
$5.22M 0.01%
735,469
-5,392
-0.7% -$41.1K
FNB icon
1186
FNB Corp
FNB
$6.76B
$5.22M 0.01%
391,470
+89,955
+30% +$1.23M
SGEN
1187
DELISTED
Seagen Inc. Common Stock
SGEN
$5.21M 0.01%
116,145
-9,239
-7% -$385K
FMC icon
1188
FMC
FMC
$1.25B
$5.21M 0.01%
153,378
-6,182
-4% -$212K
AD
1189
Array Digital Infrastructure
AD
$3.04B
$5.18M 0.01%
127,056
+12,241
+11% +$489K
HI
1190
DELISTED
Hillenbrand
HI
$5.18M 0.01%
174,853
+4,438
+3% +$130K
THS
1191
DELISTED
Treehouse Foods
THS
$5.18M 0.01%
65,970
+15,333
+30% +$1.28M
OFG icon
1192
OFG Bancorp
OFG
$2.21B
$5.17M 0.01%
705,894
-48,743
-6% -$418K
SAM icon
1193
Boston Beer
SAM
$1.95B
$5.16M 0.01%
25,570
-108
-0.4% -$23.7K
CPL
1194
DELISTED
CPFL Energia S.A.
CPL
$5.14M 0.01%
710,081
+180,699
+34% +$1.43M
WRB icon
1195
W.R. Berkley
WRB
$28.1B
$5.12M 0.01%
315,407
-29,143
-8% -$476K
CAL icon
1196
Caleres
CAL
$432M
$5.11M 0.01%
190,329
+3,340
+2% +$97.3K
DSX icon
1197
Diana Shipping
DSX
$266M
$5.09M 0.01%
1,672,664
+130,183
+8% +$494K
PDCE
1198
DELISTED
PDC Energy, Inc.
PDCE
$5.09M 0.01%
95,277
-6,139
-6% -$353K
SWX icon
1199
Southwest Gas
SWX
$6.64B
$5.08M 0.01%
92,150
+3,317
+4% +$189K
JNS
1200
DELISTED
Janus Capital Group Inc
JNS
$5.08M 0.01%
360,757
+3,534
+1% +$52.6K
46 47
48
49 50

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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.