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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
EVR icon
1326
Evercore
EVR
$11.8B
$4.29M 0.01%
79,360
+5,670
+8% +$306K
BGX
1327
Blackstone Long-Short Credit Income Fund
BGX
$135M
$4.29M 0.01%
318,214
+83,360
+35% +$1.15M
ELS icon
1328
Equity Lifestyle Properties
ELS
$13.1B
$4.29M 0.01%
128,668
-6,030
-4% -$187K
WEN icon
1329
Wendy's
WEN
$1.46B
$4.29M 0.01%
397,912
+116,623
+41% +$1.15M
ABM icon
1330
ABM Industries
ABM
$2.89B
$4.27M 0.01%
150,135
+10,675
+8% +$307K
PDLI
1331
DELISTED
PDL BioPharma, Inc.
PDLI
$4.26M 0.01%
1,204,436
+264,601
+28% +$1.11M
BXMT icon
1332
Blackstone Mortgage Trust
BXMT
$2.77B
$4.26M 0.01%
159,091
+1,282
+0.8% +$35.7K
CAR icon
1333
Avis
CAR
$5.47B
$4.24M 0.01%
116,870
-24,901
-18% -$1.05M
JQC icon
1334
Nuveen Credit Strategies Income Fund
JQC
$705M
$4.24M 0.01%
540,655
+242,449
+81% +$1.9M
TTI icon
1335
TETRA Technologies
TTI
$1.08B
$4.24M 0.01%
563,465
+17,419
+3% +$135K
DCI icon
1336
Donaldson
DCI
$10.7B
$4.22M 0.01%
147,357
-910
-0.6% -$26.8K
GGB icon
1337
Gerdau
GGB
$9.54B
$4.22M 0.01%
4,434,312
+1,311,924
+42% +$1.52M
TCO
1338
DELISTED
Taubman Centers Inc.
TCO
$4.22M 0.01%
55,035
+175
+0.3% +$13K
CATO icon
1339
Cato Corp
CATO
$65.7M
$4.21M 0.01%
114,442
+11,262
+11% +$425K
NFG icon
1340
National Fuel Gas
NFG
$7.69B
$4.21M 0.01%
98,570
+9,396
+11% +$446K
MNRO icon
1341
Monro
MNRO
$415M
$4.2M 0.01%
63,466
+9,059
+17% +$645K
DORM icon
1342
Dorman Products
DORM
$4.22B
$4.2M 0.01%
88,498
-790
-0.9% -$38.5K
BRC icon
1343
Brady Corp
BRC
$4.46B
$4.2M 0.01%
182,781
+66,497
+57% +$1.55M
XLE icon
1344
State Street Energy Select Sector SPDR ETF
XLE
$39B
$4.2M 0.01%
139,194
-643,494
-82% -$21.2M
CBRL icon
1345
Cracker Barrel
CBRL
$1.26B
$4.19M 0.01%
33,051
+4,542
+16% +$612K
OI icon
1346
O-I Glass
OI
$1.18B
$4.19M 0.01%
240,431
-439,039
-65% -$8.86M
AGR
1347
DELISTED
Avangrid, Inc.
AGR
$4.19M 0.01%
+109,010
New +$3.96M
ANDE icon
1348
Andersons Inc
ANDE
$2.39B
$4.18M 0.01%
132,087
+5,550
+4% +$192K
CLC
1349
DELISTED
Clarcor
CLC
$4.18M 0.01%
84,069
-699
-0.8% -$35K
IWD icon
1350
iShares Russell 1000 Value ETF
IWD
$81.4B
$4.17M 0.01%
42,660
+17,188
+67% +$1.71M
52 53
54
55 56

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MCM
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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.