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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
EBS icon
1201
Emergent Biosolutions
EBS
$379M
$5.08M 0.01%
126,905
+5,654
+5% +$197K
MMT
1202
Aberdeen Multi-Market Income Fund
MMT
$237M
$5.07M 0.01%
920,635
+37,818
+4% +$215K
WGL
1203
DELISTED
Wgl Holdings
WGL
$5.07M 0.01%
80,481
+8,915
+12% +$544K
RDY icon
1204
Dr. Reddy's Laboratories
RDY
$9.8B
$5.07M 0.01%
547,410
-108,760
-17% -$1.19M
NCLH icon
1205
Norwegian Cruise Line
NCLH
$9.53B
$5.07M 0.01%
86,460
+7,463
+9% +$439K
CCMP
1206
DELISTED
CMC Materials, Inc. Common Stock
CCMP
$5.07M 0.01%
115,720
+6,428
+6% +$271K
ZD icon
1207
Ziff Davis
ZD
$2B
$5.06M 0.01%
70,716
-27,483
-28% -$1.87M
SR icon
1208
Spire
SR
$4.79B
$5.04M 0.01%
84,885
+11,852
+16% +$683K
REXMY
1209
DELISTED
REXAM PLC ADR - NEW
REXMY
$5.04M 0.01%
+112,702
New +$5.04M
UVV icon
1210
Universal Corp
UVV
$1.37B
$5.04M 0.01%
89,799
+3,030
+3% +$166K
ARRS
1211
DELISTED
ARRIS International plc Ordinary Shares
ARRS
$5.03M 0.01%
164,474
-292,637
-64% -$8.6M
NUVA
1212
DELISTED
NuVasive, Inc.
NUVA
$5.01M 0.01%
92,596
-135
-0.1% -$6.88K
ARCC icon
1213
Ares Capital
ARCC
$13.4B
$5.01M 0.01%
351,395
-11,645
-3% -$177K
VAC icon
1214
Marriott Vacations Worldwide
VAC
$3.53B
$4.99M 0.01%
87,600
-7,567
-8% -$470K
ISBC
1215
DELISTED
Investors Bancorp, Inc.
ISBC
$4.98M 0.01%
400,567
-55,559
-12% -$699K
PVH icon
1216
PVH
PVH
$4.07B
$4.98M 0.01%
67,650
-19,479
-22% -$1.72M
BOH icon
1217
Bank of Hawaii
BOH
$3.14B
$4.98M 0.01%
79,153
+970
+1% +$63.7K
PTC icon
1218
PTC
PTC
$15.3B
$4.98M 0.01%
143,783
-1,797
-1% -$62.9K
VGM icon
1219
Invesco Trust Investment Grade Municipals
VGM
$550M
$4.98M 0.01%
373,314
+37,404
+11% +$490K
FANG icon
1220
Diamondback Energy
FANG
$56B
$4.96M 0.01%
74,203
+4,958
+7% +$369K
FLIR
1221
DELISTED
FLIR Systems, Inc. (DE) Common Stock
FLIR
$4.95M 0.01%
176,355
+884
+0.5% +$25.1K
NFJ
1222
Virtus Dividend, Interest & Premium Strategy Fund
NFJ
$1.39B
$4.95M 0.01%
399,333
+57,064
+17% +$723K
AWR icon
1223
American States Water
AWR
$3.44B
$4.92M 0.01%
117,272
+4,504
+4% +$187K
HMN icon
1224
Horace Mann Educators
HMN
$2.11B
$4.91M 0.01%
148,031
-13,079
-8% -$447K
ACCO icon
1225
Acco Brands
ACCO
$399M
$4.9M 0.01%
686,688
+63,395
+10% +$493K
47 48
49
50 51

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MCM
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PSUF
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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.