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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
NQU
1551
DELISTED
NUVEEN QUALITY INCOME MUNI FD
NQU
$3.32M 0.01%
234,251
+99,187
+73% +$1.36M
MANT
1552
DELISTED
Mantech International Corp
MANT
$3.32M 0.01%
109,687
+12,977
+13% +$387K
ABG icon
1553
Asbury Automotive
ABG
$4.34B
$3.31M 0.01%
49,124
-293
-0.6% -$22.3K
FPF
1554
First Trust Intermediate Duration Preferred & Income Fund
FPF
$1.07B
$3.31M 0.01%
155,711
+51,839
+50% +$1.12M
ANAC
1555
DELISTED
ANACOR PHARMACEUTICALS INC COM
ANAC
$3.31M 0.01%
29,302
+2,301
+9% +$253K
ICUI icon
1556
ICU Medical
ICUI
$4.21B
$3.29M 0.01%
29,213
+4,946
+20% +$547K
CRS icon
1557
Carpenter Technology
CRS
$25B
$3.28M 0.01%
108,452
+15,868
+17% +$524K
RWT
1558
Redwood Trust
RWT
$585M
$3.28M 0.01%
248,685
-63,751
-20% -$860K
NDSN icon
1559
Nordson
NDSN
$16.4B
$3.28M 0.01%
51,105
+6,541
+15% +$449K
PIM
1560
Franklin Master Intermediate Income Trust
PIM
$149M
$3.27M 0.01%
719,305
+46,652
+7% +$213K
SGI
1561
DELISTED
Silicon Graphics Intl.
SGI
$3.27M 0.01%
554,159
+209,048
+61% +$1.09M
FIZZ icon
1562
National Beverage
FIZZ
$3B
$3.27M 0.01%
143,700
-14,894
-9% -$289K
BX icon
1563
Blackstone
BX
$102B
$3.26M 0.01%
111,382
-286,974
-72% -$9.15M
STR
1564
DELISTED
QUESTAR CORP
STR
$3.25M 0.01%
167,005
+19,533
+13% +$383K
OLN icon
1565
Olin
OLN
$2.53B
$3.25M 0.01%
188,203
+81,809
+77% +$1.57M
KLXI
1566
DELISTED
KLX Inc.
KLXI
$3.25M 0.01%
124,997
+21,992
+21% +$648K
OGS icon
1567
ONE Gas
OGS
$4.9B
$3.23M 0.01%
64,445
+11,811
+22% +$570K
LYV icon
1568
Live Nation Entertainment
LYV
$42.7B
$3.23M 0.01%
131,557
+12,656
+11% +$324K
AKO.B icon
1569
Embotelladora Andina Series B
AKO.B
$4.72B
$3.23M 0.01%
185,522
-21,949
-11% -$441K
FUL icon
1570
H.B. Fuller
FUL
$2.98B
$3.23M 0.01%
88,560
+7,946
+10% +$301K
QLGC
1571
DELISTED
QLOGIC CORP
QLGC
$3.23M 0.01%
264,485
+13,809
+6% +$167K
BOKF icon
1572
BOK Financial
BOKF
$8.57B
$3.22M 0.01%
53,920
+8,033
+18% +$526K
BN icon
1573
Brookfield
BN
$103B
$3.22M 0.01%
290,980
-284,302
-49% -$3.34M
PTEN icon
1574
Patterson-UTI
PTEN
$3.74B
$3.21M 0.01%
213,022
+52,900
+33% +$814K
DLX icon
1575
Deluxe
DLX
$1.19B
$3.21M 0.01%
58,849
+7,978
+16% +$461K
61 62
63
64 65

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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.