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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
CALM icon
1726
Cal-Maine
CALM
$4.07B
$2.74M ﹤0.01%
59,101
-4,760
-7% -$256K
FMER
1727
DELISTED
FIRSTMERIT CORP
FMER
$2.74M ﹤0.01%
146,827
+60,888
+71% +$1.16M
WTFC icon
1728
Wintrust Financial
WTFC
$10.8B
$2.73M ﹤0.01%
56,350
+5,839
+12% +$298K
DRII
1729
DELISTED
DIAMOND RESORTS INTL, INC
DRII
$2.72M ﹤0.01%
106,553
+26,581
+33% +$699K
TOWR
1730
DELISTED
Tower International, Inc.
TOWR
$2.72M ﹤0.01%
95,099
-31,181
-25% -$875K
LHCG
1731
DELISTED
LHC Group LLC
LHCG
$2.71M ﹤0.01%
59,915
+3,456
+6% +$158K
TTMI icon
1732
TTM Technologies
TTMI
$12.3B
$2.7M ﹤0.01%
414,240
+37,019
+10% +$265K
USNA icon
1733
Usana Health Sciences
USNA
$412M
$2.7M ﹤0.01%
42,222
-342
-0.8% -$22.2K
SAFT icon
1734
Safety Insurance
SAFT
$1.52B
$2.69M ﹤0.01%
47,753
-101
-0.2% -$5.66K
ADX icon
1735
Adams Diversified Equity Fund
ADX
$3.1B
$2.69M ﹤0.01%
209,639
+20,299
+11% +$267K
VALE.P
1736
DELISTED
Vale S A
VALE.P
$2.69M ﹤0.01%
1,055,044
-108,396
-9% -$351K
AYR
1737
DELISTED
Aircastle Ltd
AYR
$2.69M ﹤0.01%
128,712
+495
+0.4% +$10.4K
FUN icon
1738
Cedar Fair
FUN
$1.81B
$2.69M ﹤0.01%
48,137
+18,491
+62% +$1.03M
PB icon
1739
Prosperity Bancshares
PB
$8.95B
$2.69M ﹤0.01%
56,100
+18,554
+49% +$954K
VIPS icon
1740
Vipshop
VIPS
$7.3B
$2.68M ﹤0.01%
175,683
-5,170
-3% -$90.6K
BNS icon
1741
Scotiabank
BNS
$107B
$2.68M ﹤0.01%
67,774
-18,063
-21% -$780K
CATY icon
1742
Cathay General Bancorp
CATY
$4.19B
$2.68M ﹤0.01%
85,604
+21,672
+34% +$695K
LAZ icon
1743
Lazard
LAZ
$4.1B
$2.68M ﹤0.01%
59,497
+104
+0.2% +$4.76K
ARI
1744
Apollo Commercial Real Estate
ARI
$856M
$2.67M ﹤0.01%
155,005
+2,850
+2% +$48.6K
TI.A
1745
DELISTED
Telecom Italia 10 Svg
TI.A
$2.66M ﹤0.01%
258,661
-8,937
-3% -$94.5K
FBR
1746
DELISTED
Fibria Celulose Sa
FBR
$2.66M ﹤0.01%
209,704
+26,480
+14% +$363K
PMT
1747
PennyMac Mortgage Investment
PMT
$794M
$2.66M ﹤0.01%
174,217
+21,914
+14% +$341K
VMO icon
1748
Invesco Municipal Opportunity Trust
VMO
$654M
$2.66M ﹤0.01%
201,778
+3,128
+2% +$40K
ENT
1749
DELISTED
Global Eagle Entertainment Inc.
ENT
$2.66M ﹤0.01%
10,764
+2,719
+34% +$776K
HWC icon
1750
Hancock Whitney
HWC
$6.18B
$2.65M ﹤0.01%
105,470
+17,512
+20% +$478K
68 69
70
71 72

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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.