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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
TSS
701
DELISTED
Total System Services, Inc.
TSS
$12.4M 0.02%
248,143
+13,663
+6% +$713K
DNY
702
DELISTED
DONNELLEY R R & SONS CO
DNY
$12.3M 0.02%
835,653
-17,502
-2% -$258K
RVTY icon
703
Revvity
RVTY
$12.6B
$12.3M 0.02%
229,565
+7,807
+4% +$398K
TFX icon
704
Teleflex
TFX
$5.96B
$12.3M 0.02%
93,556
+11,416
+14% +$1.48M
HLF icon
705
Herbalife
HLF
$1.3B
$12.3M 0.02%
458,518
+29,496
+7% +$820K
INCY icon
706
Incyte
INCY
$25.4B
$12.3M 0.02%
113,135
+617
+0.5% +$68.8K
UGI icon
707
UGI
UGI
$7.87B
$12.3M 0.02%
363,316
+71,499
+25% +$2.48M
PPLI
708
People Inc
PPLI
$3.12B
$12.2M 0.02%
1,139,566
+38,837
+4% +$450K
RL icon
709
Ralph Lauren
RL
$22.4B
$12.2M 0.02%
109,686
+31,194
+40% +$3.7M
NIO
710
DELISTED
NUVEEN MUNICIPAL OPPORTUNITY FUND INC
NIO
$12.2M 0.02%
853,114
-49,813
-6% -$701K
NE
711
DELISTED
Noble Corporation
NE
$12.2M 0.02%
1,155,206
-5,061
-0.4% -$63.7K
J icon
712
Jacobs Solutions
J
$16B
$12.2M 0.02%
350,790
+125,407
+56% +$4.3M
MANH icon
713
Manhattan Associates
MANH
$12.1B
$12.1M 0.02%
183,415
-9,973
-5% -$709K
HAR
714
DELISTED
Harman International Industries
HAR
$12.1M 0.02%
128,321
-1,700
-1% -$172K
CBT icon
715
Cabot Corp
CBT
$4.72B
$12.1M 0.02%
295,169
+89,670
+44% +$3.55M
MUR icon
716
Murphy Oil
MUR
$5.55B
$12.1M 0.02%
537,441
+25,759
+5% +$695K
SQM icon
717
Sociedad Química y Minera de Chile
SQM
$19.3B
$12M 0.02%
650,925
+16,065
+3% +$276K
SPLS
718
DELISTED
Staples Inc
SPLS
$11.9M 0.02%
1,260,451
-757,188
-38% -$8.88M
LUX
719
DELISTED
Luxottica Group
LUX
$11.9M 0.02%
184,016
+5,049
+3% +$343K
IBN icon
720
ICICI Bank
IBN
$107B
$11.9M 0.02%
1,670,164
+110,221
+7% +$830K
HP icon
721
Helmerich & Payne
HP
$3.34B
$11.8M 0.02%
220,055
+32,015
+17% +$1.77M
IRM icon
722
Iron Mountain
IRM
$35.9B
$11.7M 0.02%
434,700
-2,327
-0.5% -$68.3K
TWO
723
Two Harbors Investment
TWO
$1.27B
$11.7M 0.02%
180,433
-78,865
-30% -$5.38M
BYD icon
724
Boyd Gaming
BYD
$6.75B
$11.6M 0.02%
584,994
+39,722
+7% +$763K
NVR icon
725
NVR
NVR
$17.1B
$11.6M 0.02%
7,032
-445
-6% -$728K
27 28
29
30 31

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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.