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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
ENH
826
DELISTED
Endurance Specialty Holdings Ltd
ENH
$9.38M 0.02%
146,604
+1,327
+0.9% +$85.3K
RDS.B
827
DELISTED
Royal Dutch Shell PLC ADS Class B
RDS.B
$9.34M 0.02%
202,876
+20,466
+11% +$1.03M
WBC
828
DELISTED
WABCO HOLDINGS INC.
WBC
$9.32M 0.02%
91,156
-1,682
-2% -$179K
PMM
829
Franklin Managed Municipal Income Trust
PMM
$270M
$9.27M 0.02%
1,260,084
+167,758
+15% +$1.22M
CASY icon
830
Casey's General Stores
CASY
$32.1B
$9.27M 0.02%
76,985
+4,097
+6% +$468K
FFIV icon
831
F5
FFIV
$22B
$9.25M 0.02%
95,369
-7,291
-7% -$788K
BGB
832
Blackstone Strategic Credit 2027 Term Fund
BGB
$500M
$9.19M 0.02%
687,536
+190,607
+38% +$2.68M
SLM icon
833
SLM Corp
SLM
$4.83B
$9.15M 0.02%
1,403,465
+346,533
+33% +$2.35M
PLCE icon
834
Children's Place
PLCE
$53.8M
$9.14M 0.02%
165,519
-14,732
-8% -$793K
VAL
835
DELISTED
Valspar
VAL
$9.13M 0.02%
110,107
+2,128
+2% +$172K
ZION icon
836
Zions Bancorporation
ZION
$10.1B
$9.12M 0.02%
333,956
+30,908
+10% +$887K
EQT icon
837
EQT Corp
EQT
$32.9B
$9.09M 0.02%
320,448
-82,825
-21% -$2.78M
RPM icon
838
RPM International
RPM
$13.8B
$9.09M 0.02%
206,352
+55,847
+37% +$2.52M
EAT icon
839
Brinker International
EAT
$8.82B
$9.08M 0.02%
189,281
+40,637
+27% +$1.91M
KALU icon
840
Kaiser Aluminum
KALU
$2.48B
$9.05M 0.02%
108,134
+2,871
+3% +$239K
LPX icon
841
Louisiana-Pacific
LPX
$5.14B
$9.03M 0.02%
501,522
-122,631
-20% -$2.12M
NOK icon
842
Nokia
NOK
$46.9B
$9.02M 0.02%
1,284,924
+165,050
+15% +$1.18M
RY icon
843
Royal Bank of Canada
RY
$287B
$9M 0.02%
167,951
+86,481
+106% +$4.85M
EWY icon
844
iShares MSCI South Korea ETF
EWY
$20.1B
$8.97M 0.02%
180,664
-78,981
-30% -$4.15M
NAVI icon
845
Navient
NAVI
$819M
$8.96M 0.02%
782,630
+74,450
+11% +$912K
ULTI
846
DELISTED
Ultimate Software Group Inc
ULTI
$8.94M 0.02%
45,720
+7,724
+20% +$1.51M
OII icon
847
Oceaneering
OII
$4.64B
$8.93M 0.02%
238,080
+66,807
+39% +$2.86M
JPS
848
DELISTED
Nuveen Preferred & Income Securities Fund
JPS
$8.85M 0.02%
971,095
-252,978
-21% -$2.29M
CY
849
DELISTED
Cypress Semiconductor
CY
$8.83M 0.02%
900,445
-151,933
-14% -$1.51M
CACI icon
850
CACI
CACI
$10.8B
$8.83M 0.02%
95,175
+5,334
+6% +$494K
32 33
34
35 36

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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.