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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
KMT icon
1751
Kennametal
KMT
$2.54B
$2.64M ﹤0.01%
137,706
-43,333
-24% -$1.12M
HNI icon
1752
HNI Corp
HNI
$3.14B
$2.64M ﹤0.01%
73,249
+22,402
+44% +$949K
SPIL
1753
DELISTED
Siliconware Precision Industries Co Ltd
SPIL
$2.64M ﹤0.01%
340,493
+55,387
+19% +$385K
AL
1754
DELISTED
Air Lease Corp
AL
$2.64M ﹤0.01%
78,791
+37,678
+92% +$1.25M
UFPI icon
1755
UFP Industries
UFPI
$4.87B
$2.64M ﹤0.01%
115,647
+13,920
+14% +$331K
NUS icon
1756
Nu Skin
NUS
$254M
$2.63M ﹤0.01%
69,497
+15,162
+28% +$559K
JD icon
1757
JD.com
JD
$43.6B
$2.63M ﹤0.01%
81,552
+39,093
+92% +$1.15M
CHSP
1758
DELISTED
Chesapeake Lodging Trust
CHSP
$2.63M ﹤0.01%
104,517
+9,348
+10% +$254K
CPK icon
1759
Chesapeake Utilities
CPK
$3.2B
$2.63M ﹤0.01%
46,302
-3,879
-8% -$208K
AFSI
1760
DELISTED
AmTrust Financial Services, Inc.
AFSI
$2.63M ﹤0.01%
85,298
+1,824
+2% +$58.3K
YDKN
1761
DELISTED
Yadkin Financial Corporation
YDKN
$2.62M ﹤0.01%
104,164
+21,585
+26% +$524K
SAH icon
1762
Sonic Automotive
SAH
$3.17B
$2.61M ﹤0.01%
114,861
+10,646
+10% +$248K
APAM icon
1763
Artisan Partners
APAM
$2.82B
$2.61M ﹤0.01%
72,372
-8,043
-10% -$297K
NNI icon
1764
Nelnet
NNI
$4.88B
$2.6M ﹤0.01%
77,586
+8,235
+12% +$276K
SLF icon
1765
Sun Life Financial
SLF
$45.9B
$2.6M ﹤0.01%
83,350
+33,203
+66% +$1.1M
AMN icon
1766
AMN Healthcare
AMN
$1.35B
$2.6M ﹤0.01%
83,710
-11,195
-12% -$331K
KFRC icon
1767
Kforce
KFRC
$1.02B
$2.59M ﹤0.01%
102,564
-492
-0.5% -$13K
CVSA
1768
Covista Inc
CVSA
$4.3B
$2.58M ﹤0.01%
102,111
+6,433
+7% +$161K
FULT icon
1769
Fulton Financial
FULT
$4.66B
$2.58M ﹤0.01%
198,601
+41,076
+26% +$551K
CHCO icon
1770
City Holding Co
CHCO
$2.04B
$2.58M ﹤0.01%
56,561
-1,606
-3% -$77.2K
DHT icon
1771
DHT Holdings
DHT
$2.99B
$2.58M ﹤0.01%
318,677
+263,921
+482% +$2.07M
BRK.A icon
1772
Berkshire Hathaway Class A
BRK.A
$1.1T
$2.57M ﹤0.01%
13
+6
+86% +$1.21M
TS icon
1773
Tenaris
TS
$28.6B
$2.56M ﹤0.01%
107,752
-6,014
-5% -$152K
PAY
1774
DELISTED
Verifone Systems Inc
PAY
$2.56M ﹤0.01%
91,238
+280
+0.3% +$8.08K
NYT icon
1775
New York Times
NYT
$12.3B
$2.55M ﹤0.01%
190,268
+6,019
+3% +$80.4K
69 70
71
72 73

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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.