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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
DINO icon
451
HF Sinclair
DINO
$16.3B
$22.6M 0.04%
566,563
+212,483
+60% +$10.1M
RNR icon
452
RenaissanceRe
RNR
$13.8B
$22.6M 0.04%
199,645
-34,267
-15% -$3.79M
FAST icon
453
Fastenal
FAST
$54.5B
$22.6M 0.04%
2,210,836
+37,340
+2% +$368K
KKR icon
454
KKR & Co
KKR
$90.4B
$22.2M 0.04%
1,426,187
+842,580
+144% +$14.4M
SMFG icon
455
Sumitomo Mitsui Financial
SMFG
$160B
$22.2M 0.04%
2,923,956
+70,755
+2% +$557K
MRO
456
DELISTED
Marathon Oil Corporation
MRO
$22.2M 0.04%
1,759,480
+43,144
+3% +$726K
AKZOY
457
DELISTED
Akzo Nobel NV
AKZOY
$22M 0.04%
+990,451
New +$22M
BEN icon
458
Franklin Resources
BEN
$16.9B
$22M 0.04%
597,458
-11,800
-2% -$461K
WY icon
459
Weyerhaeuser
WY
$17.6B
$21.9M 0.04%
730,366
+64,757
+10% +$1.95M
CINF icon
460
Cincinnati Financial
CINF
$27.6B
$21.8M 0.04%
368,241
+14,929
+4% +$884K
BDJ icon
461
BlackRock Enhanced Equity Dividend Trust
BDJ
$1.71B
$21.6M 0.04%
2,843,626
+298,967
+12% +$2.26M
PCAR icon
462
PACCAR
PCAR
$71.5B
$21.6M 0.04%
684,818
-122,559
-15% -$4.18M
AVY icon
463
Avery Dennison
AVY
$12.7B
$21.4M 0.04%
342,131
+1,387
+0.4% +$87.6K
VTR icon
464
Ventas
VTR
$47.5B
$21.4M 0.04%
378,688
-31,653
-8% -$1.72M
PNW icon
465
Pinnacle West Capital
PNW
$12.4B
$21.4M 0.04%
331,236
+63,332
+24% +$4.03M
AV
466
DELISTED
Aviva Plc
AV
$21.3M 0.04%
1,403,234
+227,650
+19% +$3.4M
NLY icon
467
Annaly Capital Management
NLY
$17.4B
$21.3M 0.04%
568,463
-56,849
-9% -$2.22M
ETFC
468
DELISTED
E*Trade Financial Corporation
ETFC
$21.3M 0.04%
718,580
+43,537
+6% +$1.25M
INGR icon
469
Ingredion
INGR
$6.43B
$21.3M 0.04%
222,199
-9,355
-4% -$887K
NTRS icon
470
Northern Trust
NTRS
$22B
$21.2M 0.04%
294,348
+24,856
+9% +$1.79M
RENX
471
DELISTED
RELX N.V.
RENX
$21.2M 0.04%
1,259,384
-20,644
-2% -$350K
RSG icon
472
Republic Services
RSG
$67.3B
$21.2M 0.04%
481,589
+42,385
+10% +$1.85M
NUE icon
473
Nucor
NUE
$58.4B
$21.2M 0.04%
524,935
+30,430
+6% +$1.25M
IEX icon
474
IDEX
IEX
$17.1B
$21M 0.04%
273,511
+8,890
+3% +$681K
AOD
475
abrdn Total Dynamic Dividend Fund
AOD
$1.09B
$20.9M 0.04%
2,716,216
-111,910
-4% -$879K
17 18
19
20 21

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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.