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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
ANZ
501
DELISTED
AUSTRALIA & NW ZEAL ADS(RP5 SH
ANZ
$19.3M 0.03%
+955,938
New +$19.3M
SIG icon
502
Signet Jewelers
SIG
$3.84B
$19.3M 0.03%
155,643
+7,461
+5% +$1.01M
WRK
503
DELISTED
WestRock Company
WRK
$19.2M 0.03%
467,238
+12,261
+3% +$558K
DRI icon
504
Darden Restaurants
DRI
$24.3B
$19.2M 0.03%
301,594
+87,899
+41% +$5.11M
SI
505
DELISTED
SIEMENS AKTIENGESELLSCHAFT ADS
SI
$19.1M 0.03%
+199,081
New +$19.1M
ACM icon
506
Aecom
ACM
$9.46B
$19M 0.03%
634,173
+203,464
+47% +$6.12M
NLSN
507
DELISTED
Nielsen Holdings plc
NLSN
$19M 0.03%
408,263
+12,868
+3% +$604K
RHT
508
DELISTED
Red Hat Inc
RHT
$18.8M 0.03%
226,807
+11,173
+5% +$887K
JWN
509
DELISTED
Nordstrom
JWN
$18.7M 0.03%
375,016
-186,740
-33% -$11.3M
GAS
510
DELISTED
AGL Resources Inc
GAS
$18.7M 0.03%
292,744
+32,509
+12% +$2.03M
NEM icon
511
Newmont
NEM
$96.2B
$18.7M 0.03%
1,037,741
+33,901
+3% +$623K
AMG icon
512
Affiliated Managers Group
AMG
$9.51B
$18.6M 0.03%
116,695
-17,679
-13% -$3.04M
JBL icon
513
Jabil
JBL
$30.1B
$18.6M 0.03%
799,302
+249,953
+45% +$5.95M
PNRA
514
DELISTED
Panera Bread Co
PNRA
$18.5M 0.03%
95,193
-7,834
-8% -$1.45M
IX icon
515
ORIX
IX
$42.7B
$18.4M 0.03%
1,312,000
+102,155
+8% +$1.49M
LKQ icon
516
LKQ Corp
LKQ
$6.72B
$18.4M 0.03%
621,777
+70,022
+13% +$2.03M
ACGL icon
517
Arch Capital
ACGL
$36.5B
$18.4M 0.03%
792,081
+41,298
+6% +$1.02M
DT
518
DELISTED
DEUTSCHE TELEKOM AG ADS (1ORD)
DT
$18.4M 0.03%
+1,028,618
New +$18.4M
BRCD
519
DELISTED
Brocade Communications Systems, Inc. NEW
BRCD
$18.3M 0.03%
1,996,312
+137,256
+7% +$1.35M
TE
520
DELISTED
TECO ENERGY INC
TE
$18.3M 0.03%
687,656
+6,930
+1% +$185K
NAB
521
DELISTED
NATL AUSTRALIA BK LTD ADS5
NAB
$18.2M 0.03%
+1,673,812
New +$18.2M
BWA icon
522
BorgWarner
BWA
$12.8B
$18.2M 0.03%
477,848
+18,763
+4% +$704K
AFG icon
523
American Financial Group
AFG
$11.9B
$18.2M 0.03%
252,003
+13,239
+6% +$954K
ARG
524
DELISTED
Airgas Inc
ARG
$18.1M 0.03%
130,679
+9,634
+8% +$1.11M
TRCO
525
DELISTED
TRIBUNE MEDIA COMPANY CLASS A
TRCO
$18.1M 0.03%
534,396
-38,068
-7% -$1.42M
19 20
21
22 23

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MCM
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PSUF
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BAM
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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.