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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
FTI icon
651
TechnipFMC
FTI
$28.6B
$13.7M 0.02%
633,207
-50,049
-7% -$1.21M
LPNT
652
DELISTED
LifePoint Health, Inc.
LPNT
$13.7M 0.02%
186,131
+8,657
+5% +$616K
FDS icon
653
Factset
FDS
$10B
$13.7M 0.02%
84,029
-34,022
-29% -$5.71M
ANF icon
654
Abercrombie & Fitch
ANF
$4.55B
$13.6M 0.02%
505,394
+17,144
+4% +$398K
AVK
655
Advent Convertible and Income Fund
AVK
$528M
$13.6M 0.02%
1,034,399
+39,971
+4% +$535K
AES icon
656
AES
AES
$10.6B
$13.6M 0.02%
1,422,627
-222,068
-14% -$2.23M
PCI
657
DELISTED
PIMCO Dynamic Credit and Mortgage Income Fund
PCI
$13.5M 0.02%
747,363
+419,645
+128% +$7.75M
SNA icon
658
Snap-on
SNA
$21.5B
$13.3M 0.02%
77,854
+1,790
+2% +$298K
AWK icon
659
American Water Works
AWK
$27B
$13.3M 0.02%
222,604
+4,334
+2% +$250K
LNT icon
660
Alliant Energy
LNT
$18.6B
$13.3M 0.02%
425,954
+62,380
+17% +$1.87M
AWH
661
DELISTED
Allied World Assurance Co Hld Lt
AWH
$13.3M 0.02%
357,352
+153,106
+75% +$5.66M
BNL
662
DELISTED
BUNZL PLC ADS (RP 5 ORD SHS)
BNL
$13.3M 0.02%
+475,636
New +$13.3M
JBHT icon
663
JB Hunt Transport Services
JBHT
$25.9B
$13.2M 0.02%
180,590
+13,636
+8% +$1.03M
FLS icon
664
Flowserve
FLS
$8.94B
$13.2M 0.02%
314,721
+28,712
+10% +$1.27M
SPXX icon
665
Nuveen S&P 500 Dynamic Overwrite Fund
SPXX
$327M
$13.2M 0.02%
982,447
– –
CNC icon
666
Centene
CNC
$30.5B
$13.2M 0.02%
402,144
+68,050
+20% +$2.02M
ASH icon
667
Ashland
ASH
$3.34B
$13.2M 0.02%
262,959
+20,588
+8% +$1.08M
UHS icon
668
Universal Health Services
UHS
$10.2B
$13.2M 0.02%
110,516
+1,982
+2% +$242K
IART icon
669
Integra LifeSciences
IART
$1.28B
$13.1M 0.02%
387,784
+42,108
+12% +$1.32M
SAN icon
670
Banco Santander
SAN
$191B
$13.1M 0.02%
2,814,813
+212,725
+8% +$1.1M
CPAY icon
671
Corpay
CPAY
$25.7B
$13.1M 0.02%
91,816
-777
-0.8% -$114K
VNQ icon
672
Vanguard Real Estate ETF
VNQ
$39.9B
$13.1M 0.02%
164,231
+6,868
+4% +$544K
NTT
673
DELISTED
Nippon Telegraph & Telephone
NTT
$13.1M 0.02%
328,429
+4,063
+1% +$154K
LSTR icon
674
Landstar System
LSTR
$6.03B
$13M 0.02%
222,037
+65,252
+42% +$4.02M
LLTC
675
DELISTED
Linear Technology Corp
LLTC
$13M 0.02%
305,357
-28,682
-9% -$1.26M
25 26
27
28 29

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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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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.