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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
TEN
976
Tsakos Energy Navigation Ltd
TEN
$1.19B
$6.97M 0.01%
176,020
-14,704
-8% -$606K
JGH icon
977
Nuveen Global High Income Fund
JGH
$351M
$6.94M 0.01%
505,167
+35,307
+8% +$510K
ALGN icon
978
Align Technology
ALGN
$12.9B
$6.94M 0.01%
105,370
-298
-0.3% -$19.1K
EDR
979
DELISTED
Education Realty Trust Inc
EDR
$6.94M 0.01%
183,134
+11,694
+7% +$418K
HUBB icon
980
Hubbell
HUBB
$24.4B
$6.9M 0.01%
+68,312
New +$6.97M
NJ
981
DELISTED
NIDEC CP (NIHON KABUSHIKI KAISHA)1 ADS REPTG .25 SH COM STK
NJ
$6.89M 0.01%
377,884
-27,017
-7% -$505K
AWP
982
abrdn Global Premier Properties Fund
AWP
$376M
$6.89M 0.01%
397,992
+10,944
+3% +$194K
EPAC icon
983
Enerpac Tool Group
EPAC
$1.86B
$6.88M 0.01%
287,064
+127,465
+80% +$2.93M
AMED
984
DELISTED
Amedisys
AMED
$6.87M 0.01%
174,661
-17,590
-9% -$704K
BFAM icon
985
Bright Horizons
BFAM
$4.35B
$6.85M 0.01%
102,542
+18,440
+22% +$1.19M
DY icon
986
Dycom Industries
DY
$11.2B
$6.85M 0.01%
97,878
-7,810
-7% -$621K
SKX
987
DELISTED
Skechers
SKX
$6.84M 0.01%
226,591
-47,465
-17% -$1.59M
SBS icon
988
Sabesp
SBS
$18.4B
$6.82M 0.01%
7,643,503
+851,832
+13% +$765K
ALOG
989
DELISTED
Analogic Corp
ALOG
$6.81M 0.01%
82,465
+727
+0.9% +$61.9K
CORE
990
DELISTED
Core Mark Holding Co., Inc.
CORE
$6.79M 0.01%
165,710
+1,894
+1% +$76.7K
NXDT
991
NexPoint Diversified Real Estate Trust
NXDT
$238M
$6.77M 0.01%
+331,199
New +$7.41M
UFS
992
DELISTED
DOMTAR CORPORATION (New)
UFS
$6.75M 0.01%
182,735
+40,196
+28% +$1.59M
KFY icon
993
Korn Ferry
KFY
$4.31B
$6.75M 0.01%
203,472
+19,809
+11% +$695K
WBMD
994
DELISTED
WebMD Health Corp.
WBMD
$6.71M 0.01%
139,001
+8,109
+6% +$361K
ORI icon
995
Old Republic International
ORI
$10.9B
$6.71M 0.01%
360,142
+7,341
+2% +$132K
BEAV
996
DELISTED
B/E Aerospace Inc
BEAV
$6.71M 0.01%
158,309
-13,494
-8% -$603K
RGC
997
DELISTED
Regal Entertainment Group
RGC
$6.7M 0.01%
354,954
+64,054
+22% +$1.22M
LDOS icon
998
Leidos
LDOS
$14.4B
$6.69M 0.01%
118,982
+3,839
+3% +$202K
SU icon
999
Suncor Energy
SU
$77.7B
$6.69M 0.01%
259,444
-8,063
-3% -$223K
CPRT icon
1000
Copart
CPRT
$28.5B
$6.69M 0.01%
1,408,344
+352,184
+33% +$1.63M
38 39
40
41 42

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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.