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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
CCP
1526
DELISTED
Care Capital Properties, Inc.
CCP
$3.39M 0.01%
110,773
+7,068
+7% +$225K
NPBC
1527
DELISTED
NATL PENN BANCSHARES INC
NPBC
$3.38M 0.01%
274,450
-50,646
-16% -$620K
HELE icon
1528
Helen of Troy
HELE
$649M
$3.38M 0.01%
35,886
+8,647
+32% +$865K
WLL
1529
DELISTED
Whiting Petroleum Corporation
WLL
$3.38M 0.01%
1,192
+239
+25% +$1.13M
MTX icon
1530
Minerals Technologies
MTX
$2.25B
$3.37M 0.01%
73,547
+23,656
+47% +$1.33M
UPM
1531
DELISTED
UPM-KYMMRME ADR (REPR ORD SHS)
UPM
$3.37M 0.01%
+181,406
New +$3.37M
CBSH icon
1532
Commerce Bancshares
CBSH
$8.55B
$3.36M 0.01%
128,828
-551
-0.4% -$14.9K
MKTX icon
1533
MarketAxess Holdings
MKTX
$5.78B
$3.36M 0.01%
30,138
-8,805
-23% -$900K
SCS
1534
DELISTED
Steelcase
SCS
$3.36M 0.01%
225,610
-33,210
-13% -$626K
KAMN
1535
DELISTED
Kaman Corp
KAMN
$3.36M 0.01%
82,333
+12,322
+18% +$483K
GOV
1536
DELISTED
Government Properties Income Trust
GOV
$3.35M 0.01%
211,279
+39,396
+23% +$646K
BSMX
1537
DELISTED
Banco Santander México, S, A., Institución de Banca Múltiple, Grupo Financiero Santander México
BSMX
$3.35M 0.01%
386,362
+112,037
+41% +$983K
EDP
1538
DELISTED
EDP-ELECT DE PORTUGAL S A (REPTG 10 ORD)
EDP
$3.35M 0.01%
+92,643
New +$3.35M
RNG icon
1539
RingCentral
RNG
$4.48B
$3.35M 0.01%
142,024
+12,709
+10% +$274K
DHC
1540
Diversified Healthcare Trust
DHC
$2.17B
$3.34M 0.01%
225,087
-54,888
-20% -$820K
CXP
1541
DELISTED
COLUMBIA PROPERTY TRUST, INC.
CXP
$3.34M 0.01%
142,267
+16,208
+13% +$394K
BNDX icon
1542
Vanguard Total International Bond ETF
BNDX
$82.1B
$3.33M 0.01%
63,062
-5,938
-9% -$315K
SGY
1543
DELISTED
Stone Energy
SGY
$3.33M 0.01%
13,672
+2,492
+22% +$855K
ARR
1544
Armour Residential REIT
ARR
$2.33B
$3.33M 0.01%
30,618
-10,620
-26% -$1.11M
CYS
1545
DELISTED
CYS Investments Inc.
CYS
$3.33M 0.01%
467,184
-65,806
-12% -$498K
AWC
1546
DELISTED
Alumina Ltd
AWC
$3.33M 0.01%
+1,002,768
New +$3.33M
PFS icon
1547
Provident Financial Services
PFS
$3.24B
$3.33M 0.01%
165,116
+2,196
+1% +$44.8K
NXST icon
1548
Nexstar Media Group
NXST
$5.88B
$3.33M 0.01%
56,651
+8,654
+18% +$478K
FFG
1549
DELISTED
FBL Financial Group
FFG
$3.33M 0.01%
52,248
+3,943
+8% +$254K
DENN
1550
DELISTED
Denny's
DENN
$3.32M 0.01%
338,102
-2,504
-0.7% -$25.7K
60 61
62
63 64

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AF
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MCM
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PSUF
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IA
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SCC
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BAM
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ACI
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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.