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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
DISH
876
DELISTED
DISH Network Corp.
DISH
$8.2M 0.01%
143,328
-14,684
-9% -$900K
CRH icon
877
CRH
CRH
$66.6B
$8.16M 0.01%
283,084
+33,099
+13% +$928K
N
878
DELISTED
Netsuite Inc
N
$8.15M 0.01%
96,354
+7,784
+9% +$666K
BVN icon
879
Compañía de Minas Buenaventura
BVN
$7.68B
$8.13M 0.01%
1,899,628
-74,856
-4% -$425K
VGR
880
DELISTED
Vector Group Ltd.
VGR
$8.13M 0.01%
590,513
+26,921
+5% +$376K
FRC
881
DELISTED
First Republic Bank
FRC
$8.11M 0.01%
122,701
+4,366
+4% +$288K
AWI icon
882
Armstrong World Industries
AWI
$7.37B
$8.08M 0.01%
176,668
+43,150
+32% +$2.1M
BND icon
883
Vanguard Total Bond Market
BND
$158B
$8.07M 0.01%
99,980
+6,560
+7% +$534K
TRN icon
884
Trinity Industries
TRN
$2.92B
$8.06M 0.01%
466,204
+40,970
+10% +$760K
DBI icon
885
Designer Brands
DBI
$315M
$8.05M 0.01%
337,591
+290,421
+616% +$6.98M
NWSA icon
886
News Corp Class A
NWSA
$15.6B
$8.04M 0.01%
602,185
+93,697
+18% +$1.32M
EXR icon
887
Extra Space Storage
EXR
$32.3B
$8.04M 0.01%
91,114
-2,434
-3% -$200K
BRKR icon
888
Bruker
BRKR
$9.4B
$8.02M 0.01%
330,624
+144,830
+78% +$3.01M
PKG icon
889
Packaging Corp of America
PKG
$22.2B
$8M 0.01%
126,934
-1,348
-1% -$88.9K
ARE icon
890
Alexandria Real Estate Equities
ARE
$9.37B
$7.98M 0.01%
88,352
-2,880
-3% -$260K
CMP icon
891
Compass Minerals
CMP
$1.23B
$7.98M 0.01%
106,013
+6,252
+6% +$510K
NXZ
892
DELISTED
NUVEEN DIV ADV MUNI FD-2
NXZ
$7.98M 0.01%
563,535
+53,353
+10% +$734K
WBD icon
893
Warner Bros
WBD
$64.3B
$7.98M 0.01%
299,064
+74,903
+33% +$2.16M
PZE
894
DELISTED
Petrobras Argentina S A
PZE
$7.96M 0.01%
1,436,559
-701,320
-33% -$3.97M
CPN
895
DELISTED
Calpine Corporation
CPN
$7.92M 0.01%
547,610
+17,998
+3% +$263K
GGG icon
896
Graco
GGG
$13.2B
$7.91M 0.01%
329,364
+14,739
+5% +$355K
R icon
897
Ryder
R
$9.9B
$7.89M 0.01%
138,761
-2,012
-1% -$133K
OVTI
898
DELISTED
OMNIVISION TECHNOLOGIES INC
OVTI
$7.88M 0.01%
271,361
-106,277
-28% -$3.06M
SIGI icon
899
Selective Insurance
SIGI
$5.76B
$7.87M 0.01%
234,390
+6,338
+3% +$219K
DSU icon
900
BlackRock Debt Strategies Fund
DSU
$592M
$7.84M 0.01%
775,833
+73,101
+10% +$741K
34 35
36
37 38

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MCM
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PSUF
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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.