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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
APTS
2126
DELISTED
Preferred Apartment Communities, Inc.
APTS
$1.57M ﹤0.01%
120,311
+35,836
+42% +$414K
BF.A icon
2127
Brown-Forman Class A
BF.A
$13.4B
$1.57M ﹤0.01%
35,633
+9,558
+37% +$435K
ESL
2128
DELISTED
Esterline Technologies
ESL
$1.57M ﹤0.01%
19,372
+9,188
+90% +$749K
HTO
2129
H2O America
HTO
$2.58B
$1.56M ﹤0.01%
52,713
-108
-0.2% -$3.3K
AEPI
2130
DELISTED
AEP Industries Inc
AEPI
$1.56M ﹤0.01%
20,207
+7,968
+65% +$636K
GS.PRJ
2131
DELISTED
GOLDMAN SACHS GROUP, INC. 5.50% SER J
GS.PRJ
$1.56M ﹤0.01%
+60,228
New +$1.5M
UIS icon
2132
Unisys
UIS
$219M
$1.56M ﹤0.01%
140,988
+4,308
+3% +$54.5K
BAC.PRW.CL
2133
DELISTED
Bank of America Corporation Depositary Shares, each representing a 1/1000 th interest in a share of
BAC.PRW.CL
$1.55M ﹤0.01%
+58,017
New +$1.52M
HR icon
2134
Healthcare Realty
HR
$7.28B
$1.55M ﹤0.01%
57,418
+6,532
+13% +$169K
EZPW icon
2135
Ezcorp Inc
EZPW
$1.84B
$1.55M ﹤0.01%
309,806
+14,754
+5% +$87.3K
JCP
2136
DELISTED
J.C. Penney Company, Inc.
JCP
$1.55M ﹤0.01%
232,154
-177,511
-43% -$1.48M
RPAI
2137
DELISTED
RETAIL PROPERTIES OF AMERICA, INC.
RPAI
$1.54M ﹤0.01%
104,468
+18,448
+21% +$273K
DPLO
2138
DELISTED
DIPLOMAT PHARMACY, INC.
DPLO
$1.54M ﹤0.01%
45,075
+24,477
+119% +$764K
CCC
2139
DELISTED
Calgon Carbon Corp
CCC
$1.54M ﹤0.01%
89,118
-4,235
-5% -$70.7K
SMP icon
2140
Standard Motor Products
SMP
$846M
$1.54M ﹤0.01%
40,364
+651
+2% +$25.9K
SM icon
2141
SM Energy
SM
$7.67B
$1.53M ﹤0.01%
78,075
-130,669
-63% -$3.98M
KWR icon
2142
Quaker Houghton
KWR
$2.82B
$1.53M ﹤0.01%
19,836
+2,843
+17% +$230K
MSA icon
2143
Mine Safety
MSA
$7.5B
$1.53M ﹤0.01%
35,273
-2,630
-7% -$115K
PLAY icon
2144
Dave & Buster's
PLAY
$370M
$1.53M ﹤0.01%
+36,711
New +$1.44M
MTGE
2145
DELISTED
MTGE Investment Corp. Common Stock
MTGE
$1.53M ﹤0.01%
109,708
-94,229
-46% -$1.38M
VMI icon
2146
Valmont Industries
VMI
$9.33B
$1.53M ﹤0.01%
14,440
-4,250
-23% -$461K
FRAN
2147
DELISTED
Francesca's Holdings Corporation
FRAN
$1.53M ﹤0.01%
7,328
+830
+13% +$145K
FSD
2148
DELISTED
FIRST TRUST HIGH INCOME LONG/SHORT FUND
FSD
$1.53M ﹤0.01%
108,572
+88,876
+451% +$1.27M
NPKI
2149
NPK International
NPKI
$1.08B
$1.52M ﹤0.01%
287,255
+80,767
+39% +$466K
GHL
2150
DELISTED
Greenhill & Co., Inc.
GHL
$1.52M ﹤0.01%
52,979
-2,405
-4% -$64.9K
84 85
86
87 88

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MCM
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PSUF
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SCC
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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.