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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
PGTI
2926
DELISTED
PGT, Inc.
PGTI
$459K ﹤0.01%
40,263
+11,968
+42% +$142K
ADUS icon
2927
Addus HomeCare
ADUS
$2.22B
$458K ﹤0.01%
19,689
-22,893
-54% -$576K
CHGG icon
2928
Chegg
CHGG
$116M
$458K ﹤0.01%
67,988
+29,480
+77% +$211K
ACH
2929
DELISTED
Alum Corp of China Ltd
ACH
$458K ﹤0.01%
55,524
+21,311
+62% +$175K
STT.PRC.CL
2930
DELISTED
STATE STREET CORPORATION Depositary Shares, each representing a 1/4,000th ownership interest in a sh
STT.PRC.CL
$458K ﹤0.01%
+17,463
New +$448K
IRBT
2931
DELISTED
iRobot
IRBT
$456K ﹤0.01%
12,878
+3,755
+41% +$121K
AVAL icon
2932
Grupo Aval
AVAL
$5.82B
$455K ﹤0.01%
69,721
+31,215
+81% +$232K
AMLP icon
2933
Alerian MLP ETF
AMLP
$12.9B
$454K ﹤0.01%
7,541
-300,618
-98% -$18.8M
UDF
2934
DELISTED
UNITED DEV FDG IV COM SHS OF BENE INT (TX)
UDF
$454K ﹤0.01%
41,257
+19,944
+94% +$321K
AGIO icon
2935
Agios Pharmaceuticals
AGIO
$2.08B
$453K ﹤0.01%
6,980
-2,723
-28% -$179K
REXR icon
2936
Rexford Industrial Realty
REXR
$8.63B
$452K ﹤0.01%
27,650
+11,959
+76% +$186K
VOXX
2937
DELISTED
VOXX International Corporation Class A
VOXX
$452K ﹤0.01%
85,906
-29,052
-25% -$170K
SAGE
2938
DELISTED
Sage Therapeutics
SAGE
$451K ﹤0.01%
+7,733
New +$383K
ALDR
2939
DELISTED
Alder Biopharmaceuticals
ALDR
$451K ﹤0.01%
+13,665
New +$462K
SNHNI
2940
DELISTED
SENIOR HOUSING PROPERTIES TRUST 5.625% Senior Notes due 2042
SNHNI
$449K ﹤0.01%
+17,701
New +$436K
ZWS icon
2941
Zurn Elkay Water Solutions
ZWS
$8.6B
$448K ﹤0.01%
51,373
-104,890
-67% -$948K
O.PRF.CL
2942
DELISTED
Realty Income Corporation
O.PRF.CL
$448K ﹤0.01%
+16,907
New +$446K
KIM.PRI.CL
2943
DELISTED
KIMCO REALTY CORPORATION Class I Depositary Shares
KIM.PRI.CL
$445K ﹤0.01%
+17,191
New +$442K
PFF icon
2944
iShares Preferred and Income Securities ETF
PFF
$13.1B
$443K ﹤0.01%
11,397
-6,348
-36% -$247K
REI icon
2945
Ring Energy
REI
$307M
$441K ﹤0.01%
62,601
-87,857
-58% -$835K
PSB.PRT.CL
2946
DELISTED
PS Business Parks Inc
PSB.PRT.CL
$440K ﹤0.01%
+17,210
New +$442K
HDV
2947
iShares Core High Dividend ETF
HDV
$14.7B
$439K ﹤0.01%
29,895
-26,305
-47% -$389K
ESIO
2948
DELISTED
Electro Scientific Industries
ESIO
$438K ﹤0.01%
84,414
+6,022
+8% +$30.1K
XCRA
2949
DELISTED
Xcerra Corporation
XCRA
$438K ﹤0.01%
72,462
-432
-0.6% -$2.83K
CII icon
2950
BlackRock Enhanced Captial and Income Fund
CII
$964M
$436K ﹤0.01%
30,835
-108,812
-78% -$1.55M
116 117
118
119 120

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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.