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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
EGBN icon
1251
Eagle Bancorp
EGBN
$850M
$4.73M 0.01%
93,705
-4,137
-4% -$208K
TIME
1252
DELISTED
Time Inc.
TIME
$4.72M 0.01%
301,267
+57,530
+24% +$988K
CBM
1253
DELISTED
Cambrex Corporation
CBM
$4.71M 0.01%
100,118
+6,397
+7% +$307K
BKE icon
1254
Buckle
BKE
$2.32B
$4.7M 0.01%
152,643
+16,523
+12% +$548K
ZTR
1255
Virtus Total Return Fund
ZTR
$337M
$4.69M 0.01%
+384,840
New +$4.61M
WCN
1256
Waste Connections
WCN
$43.6B
$4.67M 0.01%
124,433
-1,227
-1% -$44K
AKRX
1257
DELISTED
Akorn Inc
AKRX
$4.67M 0.01%
125,032
+4,357
+4% +$136K
PEI
1258
DELISTED
Pennsylvania Real Estate Investment Trust
PEI
$4.66M 0.01%
14,215
-235
-2% -$75.7K
ROL icon
1259
Rollins
ROL
$18.6B
$4.66M 0.01%
404,694
+74,149
+22% +$884K
DBD
1260
DELISTED
Diebold Nixdorf Incorporated
DBD
$4.66M 0.01%
154,784
+12,801
+9% +$435K
WAIR
1261
DELISTED
WESCO Aircraft Holdings Inc.
WAIR
$4.65M 0.01%
388,546
-137,533
-26% -$1.71M
BOI
1262
DELISTED
Brookfield Mtge Opportunity Fd
BOI
$4.65M 0.01%
315,089
+94,971
+43% +$1.39M
KPN
1263
DELISTED
ROYAL KPN NV ADS (EA REPTG 1 ORD SH)
KPN
$4.65M 0.01%
+1,213,310
New +$4.65M
AOS icon
1264
A.O. Smith
AOS
$8.55B
$4.64M 0.01%
121,246
-8,440
-7% -$318K
DLB icon
1265
Dolby
DLB
$4.97B
$4.64M 0.01%
138,015
+6,889
+5% +$237K
SCHL icon
1266
Scholastic
SCHL
$774M
$4.62M 0.01%
119,763
+32,324
+37% +$1.3M
AAT
1267
American Assets Trust
AAT
$1.46B
$4.61M 0.01%
120,257
+6,164
+5% +$250K
NCMI icon
1268
National CineMedia
NCMI
$378M
$4.61M 0.01%
29,354
-105
-0.4% -$15.6K
DCT
1269
DELISTED
DCT Industrial Trust Inc.
DCT
$4.6M 0.01%
123,138
+28,193
+30% +$1.04M
AXE
1270
DELISTED
Anixter International Inc
AXE
$4.6M 0.01%
76,169
+2,625
+4% +$168K
ABMD
1271
DELISTED
Abiomed Inc
ABMD
$4.6M 0.01%
50,935
+3,336
+7% +$283K
SIX
1272
DELISTED
Six Flags Entertainment Corp.
SIX
$4.58M 0.01%
83,356
+6,618
+9% +$342K
JHX icon
1273
James Hardie Industries
JHX
$15.2B
$4.58M 0.01%
361,288
-52,563
-13% -$649K
PZZA icon
1274
Papa John's
PZZA
$1.01B
$4.58M 0.01%
81,909
-374
-0.5% -$23.1K
NMA
1275
DELISTED
NUVEEN MUNI ADVANTAGE FUND
NMA
$4.58M 0.01%
330,354
+40,019
+14% +$538K
49 50
51
52 53

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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.