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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
POLY
1401
DELISTED
Plantronics, Inc.
POLY
$3.91M 0.01%
82,369
-16,711
-17% -$866K
WERN icon
1402
Werner Enterprises
WERN
$2.21B
$3.9M 0.01%
166,878
-26,098
-14% -$677K
FTNT icon
1403
Fortinet
FTNT
$113B
$3.9M 0.01%
625,910
-109,255
-15% -$785K
HUN icon
1404
Huntsman Corp
HUN
$2.12B
$3.89M 0.01%
342,421
-8,261
-2% -$97.9K
CRR
1405
DELISTED
Carbo Ceramics Inc.
CRR
$3.89M 0.01%
226,050
+13,664
+6% +$254K
IHS
1406
DELISTED
IHS INC CL-A COM STK
IHS
$3.89M 0.01%
32,827
+656
+2% +$78.2K
CFG icon
1407
Citizens Financial Group
CFG
$30.3B
$3.88M 0.01%
148,095
+43,231
+41% +$1.09M
CNMD icon
1408
CONMED
CNMD
$1.41B
$3.88M 0.01%
88,052
-5,124
-5% -$222K
GATX icon
1409
GATX Corp
GATX
$6.45B
$3.88M 0.01%
91,141
+14,660
+19% +$661K
ARDC
1410
Are Dynamic Credit Allocation Fund
ARDC
$296M
$3.87M 0.01%
289,562
+131,913
+84% +$1.82M
TWTR
1411
DELISTED
Twitter, Inc.
TWTR
$3.87M 0.01%
167,197
-57,589
-26% -$1.54M
NPSN
1412
DELISTED
NASPERS LTD
NPSN
$3.86M 0.01%
+28,341
New +$3.86M
AAN.A
1413
DELISTED
The Aaron's Company Inc Class A
AAN.A
$3.86M 0.01%
172,542
+10,899
+7% +$244K
EQY
1414
DELISTED
Equity One
EQY
$3.85M 0.01%
141,835
+1,765
+1% +$46.6K
RDC
1415
DELISTED
Rowan Companies Plc
RDC
$3.85M 0.01%
227,008
+124,189
+121% +$2.38M
JACK icon
1416
Jack in the Box
JACK
$312M
$3.84M 0.01%
50,080
+4,744
+10% +$360K
MTZ icon
1417
MasTec
MTZ
$25.6B
$3.84M 0.01%
220,774
+49,177
+29% +$874K
IBKC
1418
DELISTED
IBERIABANK Corp
IBKC
$3.83M 0.01%
69,567
-6,029
-8% -$360K
BGS icon
1419
B&G Foods
BGS
$293M
$3.83M 0.01%
109,322
+21,292
+24% +$770K
PLXS icon
1420
Plexus
PLXS
$6.47B
$3.82M 0.01%
109,507
-1,564
-1% -$58.4K
BKU icon
1421
Bankunited
BKU
$3.33B
$3.82M 0.01%
105,893
-28,075
-21% -$1.04M
HAIN icon
1422
Hain Celestial
HAIN
$44.4M
$3.81M 0.01%
94,355
+12,358
+15% +$560K
ALGT icon
1423
Allegiant Air
ALGT
$2.66B
$3.81M 0.01%
22,669
+469
+2% +$90.3K
SID icon
1424
Companhia Siderúrgica Nacional
SID
$1.34B
$3.8M 0.01%
3,894,688
+1,847,541
+90% +$2.27M
PINC
1425
DELISTED
Premier
PINC
$3.79M 0.01%
107,602
+17,870
+20% +$622K
55 56
57
58 59

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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.