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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
WEX icon
1351
WEX
WEX
$6.42B
$4.17M 0.01%
47,226
+490
+1% +$44.4K
BDN
1352
Brandywine Realty Trust
BDN
$505M
$4.17M 0.01%
304,936
+7,904
+3% +$104K
GES
1353
DELISTED
Guess Inc
GES
$4.16M 0.01%
220,203
-1,020
-0.5% -$21K
SHG icon
1354
Shinhan Financial Group
SHG
$32.1B
$4.15M 0.01%
123,677
+44,662
+57% +$1.63M
PLAB icon
1355
Photronics
PLAB
$1.65B
$4.15M 0.01%
333,383
+40,318
+14% +$433K
DBRG icon
1356
DigitalBridge
DBRG
$2.92B
$4.13M 0.01%
85,070
+24,039
+39% +$1.29M
KB icon
1357
KB Financial Group
KB
$39.5B
$4.12M 0.01%
147,846
+32,440
+28% +$981K
TRMB icon
1358
Trimble
TRMB
$13.6B
$4.12M 0.01%
192,082
+32,780
+21% +$681K
OA
1359
DELISTED
Orbital ATK, Inc.
OA
$4.12M 0.01%
46,059
-14,525
-24% -$1.22M
ARMK icon
1360
Aramark
ARMK
$15B
$4.11M 0.01%
176,640
-20,185
-10% -$461K
COHR
1361
DELISTED
Coherent Inc
COHR
$4.11M 0.01%
63,171
-4,491
-7% -$277K
PF
1362
DELISTED
Pinnacle Foods, Inc.
PF
$4.11M 0.01%
96,866
-37,220
-28% -$1.59M
DIN icon
1363
Dine Brands
DIN
$462M
$4.11M 0.01%
48,566
+4,627
+11% +$397K
DO
1364
DELISTED
Diamond Offshore Drilling
DO
$4.09M 0.01%
193,895
-7,873
-4% -$166K
AVNS
1365
DELISTED
Avanos Medical
AVNS
$4.09M 0.01%
122,396
+45,888
+60% +$1.43M
EXLS icon
1366
EXL Service
EXLS
$5.46B
$4.08M 0.01%
454,600
+80,855
+22% +$706K
STL
1367
DELISTED
Sterling Bancorp
STL
$4.08M 0.01%
251,574
+34,241
+16% +$553K
HLX icon
1368
Helix Energy Solutions
HLX
$1.34B
$4.07M 0.01%
773,312
+399,832
+107% +$2.32M
RLI icon
1369
RLI Corp
RLI
$6.02B
$4.05M 0.01%
131,282
+11,304
+9% +$337K
ENTG icon
1370
Entegris
ENTG
$16.3B
$4.05M 0.01%
305,373
-7,693
-2% -$103K
ASX icon
1371
ASE Group
ASX
$68.3B
$4.05M 0.01%
714,013
+135,784
+23% +$761K
DCH
1372
Dauch Corp
DCH
$1.31B
$4.04M 0.01%
213,085
+13,037
+7% +$275K
WTRG icon
1373
Essential Utilities
WTRG
$11.5B
$4.03M 0.01%
135,307
+4,843
+4% +$139K
TDK
1374
DELISTED
TDK CORP AMER DEP SH
TDK
$4.03M 0.01%
+62,847
New +$4.03M
XOP icon
1375
State Street SPDR S&P Oil & Gas Exploration & Production ETF
XOP
$3.54B
$4.03M 0.01%
+33,320
New +$4.74M
53 54
55
56 57

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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.