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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
FRA icon
1451
BlackRock Floating Rate Income Strategies Fund
FRA
$383M
$3.69M 0.01%
286,116
+86,967
+44% +$1.11M
ALR
1452
DELISTED
Alere Inc
ALR
$3.68M 0.01%
94,248
-17,299
-16% -$742K
ALSN icon
1453
Allison Transmission
ALSN
$9.57B
$3.68M 0.01%
142,131
+36,127
+34% +$988K
AF
1454
DELISTED
Astoria Financial Corporation
AF
$3.67M 0.01%
231,875
+96,220
+71% +$1.56M
WLY icon
1455
John Wiley & Sons Class A
WLY
$2.66B
$3.67M 0.01%
81,506
+52,952
+185% +$2.62M
EOCC
1456
DELISTED
Enel Generacion Chile S.A.
EOCC
$3.67M 0.01%
142,955
-75,656
-35% -$1.92M
BDC icon
1457
Belden
BDC
$4.56B
$3.66M 0.01%
76,841
+4,797
+7% +$264K
DFT
1458
DELISTED
DuPont Fabros Technology Inc.
DFT
$3.66M 0.01%
115,252
-908
-0.8% -$28.3K
B
1459
Barrick Mining
B
$63.2B
$3.66M 0.01%
496,206
+62,480
+14% +$466K
NSP icon
1460
Insperity
NSP
$2.06B
$3.65M 0.01%
151,822
+2,602
+2% +$59K
SNBR
1461
DELISTED
Sleep Number
SNBR
$3.65M 0.01%
170,600
+21,199
+14% +$485K
TKC icon
1462
Turkcell
TKC
$4.72B
$3.64M 0.01%
428,480
-1,639
-0.4% -$15.7K
ALU
1463
DELISTED
Alcatel-Lucent
ALU
$3.63M 0.01%
948,485
+89,686
+10% +$346K
SIVB
1464
DELISTED
SVB Financial Group
SIVB
$3.63M 0.01%
30,515
-207
-0.7% -$25.7K
GMED icon
1465
Globus Medical
GMED
$10.9B
$3.62M 0.01%
130,105
+9,775
+8% +$245K
WDFC icon
1466
WD-40
WDFC
$3.06B
$3.61M 0.01%
36,637
-470
-1% -$45.6K
VKQ icon
1467
Invesco Municipal Trust
VKQ
$541M
$3.61M 0.01%
282,913
+31,516
+13% +$395K
NRF
1468
DELISTED
NorthStar Realty Finance Corp.
NRF
$3.61M 0.01%
211,717
+74,509
+54% +$1.5M
KCG
1469
DELISTED
KCG Holdings, Inc.
KCG
$3.6M 0.01%
292,752
+93,111
+47% +$1.16M
BKS
1470
DELISTED
Barnes & Noble
BKS
$3.6M 0.01%
413,419
+165,748
+67% +$1.95M
UHAL icon
1471
U-Haul Holding Co
UHAL
$13.9B
$3.6M 0.01%
92,430
-36,550
-28% -$1.48M
MTG icon
1472
MGIC Investment
MTG
$6.44B
$3.6M 0.01%
407,239
-149,786
-27% -$1.41M
EFII
1473
DELISTED
Electronics for Imaging
EFII
$3.6M 0.01%
76,939
+21
+0% +$993
EHC icon
1474
Encompass Health
EHC
$11B
$3.58M 0.01%
129,427
-66,019
-34% -$1.88M
DKS icon
1475
Dick's Sporting Goods
DKS
$17.9B
$3.58M 0.01%
101,340
+3,800
+4% +$159K
57 58
59
60 61

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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.