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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
VG
1026
DELISTED
Vonage Holdings Corporation
VG
$6.41M 0.01%
1,116,711
+162,117
+17% +$1.01M
KEP icon
1027
Korea Electric Power
KEP
$14.6B
$6.4M 0.01%
302,450
+37,941
+14% +$823K
MWW
1028
DELISTED
Monster Worldwide Inc
MWW
$6.39M 0.01%
1,114,766
+266,236
+31% +$1.72M
PTCT icon
1029
PTC Therapeutics
PTCT
$6.18B
$6.38M 0.01%
196,918
+178,349
+960% +$5.25M
HAE icon
1030
Haemonetics
HAE
$3.88B
$6.36M 0.01%
197,387
+115,188
+140% +$3.74M
GHC icon
1031
Graham Holdings Company
GHC
$5.31B
$6.36M 0.01%
13,109
+1,519
+13% +$826K
CLGX
1032
DELISTED
Corelogic, Inc.
CLGX
$6.35M 0.01%
187,446
-24,424
-12% -$913K
EOD
1033
Allspring Global Dividend Opportunity Fund
EOD
$273M
$6.32M 0.01%
1,067,999
+43,245
+4% +$263K
IHG icon
1034
InterContinental Hotels
IHG
$23.8B
$6.32M 0.01%
123,572
+12,968
+12% +$653K
NQI
1035
DELISTED
NUVEEN QUALITY MUNICIPAL FUND INC
NQI
$6.31M 0.01%
462,798
+18,438
+4% +$243K
KNBWY
1036
DELISTED
KIRIN BREWERY LTD SPONSORED ADR
KNBWY
$6.31M 0.01%
+465,591
New +$6.31M
BHE icon
1037
Benchmark Electronics
BHE
$2.66B
$6.3M 0.01%
304,832
+26,710
+10% +$566K
WSO icon
1038
Watsco Inc
WSO
$13.2B
$6.3M 0.01%
53,785
+24,271
+82% +$2.99M
OPLN
1039
Openlane
OPLN
$4.28B
$6.27M 0.01%
447,330
+71,239
+19% +$1.01M
NZF icon
1040
Nuveen Municipal Credit Income Fund
NZF
$2.41B
$6.27M 0.01%
436,375
+45,205
+12% +$624K
CNO icon
1041
CNO Financial Group
CNO
$4.94B
$6.25M 0.01%
327,166
+24,839
+8% +$483K
VE
1042
DELISTED
VEOLIA ENVIRONNEMENT
VE
$6.24M 0.01%
+264,696
New +$6.24M
VC icon
1043
Visteon
VC
$2.85B
$6.24M 0.01%
54,506
+13,032
+31% +$1.48M
LPLA icon
1044
LPL Financial
LPLA
$27B
$6.24M 0.01%
146,240
+9,673
+7% +$412K
FR icon
1045
First Industrial Realty Trust
FR
$8.66B
$6.23M 0.01%
281,679
+70,513
+33% +$1.56M
RRX icon
1046
Regal Rexnord
RRX
$12.5B
$6.22M 0.01%
106,351
-10,695
-9% -$655K
HCSG icon
1047
Healthcare Services Group
HCSG
$1.61B
$6.22M 0.01%
178,263
+5,149
+3% +$187K
STRA icon
1048
Strategic Education
STRA
$1.98B
$6.22M 0.01%
103,401
+20,512
+25% +$1.16M
GSG icon
1049
iShares S&P GSCI Commodity-Indexed Trust
GSG
$1B
$6.21M 0.01%
436,150
+269,650
+162% +$4.29M
DAR icon
1050
Darling Ingredients
DAR
$9.32B
$6.2M 0.01%
589,015
+60,664
+11% +$632K
40 41
42
43 44

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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.