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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
AMKR icon
1276
Amkor Technology
AMKR
$10.6B
$4.57M 0.01%
751,969
+14,822
+2% +$89.7K
PIR
1277
DELISTED
Pier 1 Imports, Inc.
PIR
$4.56M 0.01%
44,820
+14,373
+47% +$1.92M
VWR
1278
DELISTED
VWR Corporation
VWR
$4.56M 0.01%
161,118
+16,147
+11% +$428K
CW icon
1279
Curtiss-Wright
CW
$25.1B
$4.56M 0.01%
66,535
+1,345
+2% +$91.6K
SXT icon
1280
Sensient Technologies
SXT
$5.22B
$4.55M 0.01%
72,469
-152
-0.2% -$9.8K
SNX icon
1281
TD Synnex
SNX
$19.9B
$4.55M 0.01%
101,244
+16,808
+20% +$777K
GLOG
1282
DELISTED
GASLOG LTD
GLOG
$4.54M 0.01%
547,211
+26,770
+5% +$288K
DB icon
1283
Deutsche Bank
DB
$66.6B
$4.53M 0.01%
210,112
-55,068
-21% -$1.31M
NEU icon
1284
NewMarket
NEU
$7.24B
$4.52M 0.01%
11,875
+66
+0.6% +$25.6K
MSGN
1285
DELISTED
MSG Networks Inc.
MSGN
$4.52M 0.01%
+217,196
New +$4.42M
RJF icon
1286
Raymond James Financial
RJF
$33.5B
$4.52M 0.01%
116,879
+7,985
+7% +$298K
WCG
1287
DELISTED
Wellcare Health Plans, Inc.
WCG
$4.51M 0.01%
57,709
-3,549
-6% -$294K
MUE
1288
DELISTED
BlackRock MuniHoldings Quality Fund II
MUE
$4.49M 0.01%
329,650
+29,300
+10% +$391K
MCR
1289
DELISTED
MFS Charter Income Trust
MCR
$4.49M 0.01%
588,542
+53,323
+10% +$425K
AEL
1290
DELISTED
American Equity Investment Life Holding Company
AEL
$4.49M 0.01%
186,641
+37,649
+25% +$961K
NHY
1291
DELISTED
NORSK HYDRO A. S. ADR
NHY
$4.48M 0.01%
+1,190,091
New +$4.48M
MMS icon
1292
Maximus
MMS
$3.32B
$4.48M 0.01%
79,615
-3,813
-5% -$230K
SANM icon
1293
Sanmina
SANM
$8.78B
$4.47M 0.01%
217,366
+4,622
+2% +$103K
HAWK
1294
DELISTED
Blackhawk Network Holdings, Inc. Common Stock
HAWK
$4.47M 0.01%
101,065
+15,869
+19% +$710K
TRS icon
1295
TriMas Corp
TRS
$1.41B
$4.47M 0.01%
239,471
+56,181
+31% +$1.09M
AGC
1296
DELISTED
Advent Claymore Conv Sec & Incme
AGC
$4.46M 0.01%
803,621
+29,477
+4% +$166K
IPCC
1297
DELISTED
Infinity Property & Casualty C
IPCC
$4.46M 0.01%
54,241
-5,634
-9% -$462K
GRA
1298
DELISTED
W.R. Grace & Co.
GRA
$4.46M 0.01%
44,788
-10,672
-19% -$1.04M
TI
1299
DELISTED
Telecom Italia
TI
$4.46M 0.01%
352,575
+64,685
+22% +$808K
CNA icon
1300
CNA Financial
CNA
$14.9B
$4.46M 0.01%
126,868
+8,736
+7% +$313K
50 51
52
53 54

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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.