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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
APOL
1426
DELISTED
Apollo Education Group Inc Class A
APOL
$3.79M 0.01%
494,290
+121,062
+32% +$1M
CMC icon
1427
Commercial Metals
CMC
$7.57B
$3.78M 0.01%
276,317
+19,064
+7% +$283K
SOHU
1428
Sohu.com
SOHU
$359M
$3.78M 0.01%
66,152
+1,673
+3% +$84.6K
VALE icon
1429
Vale
VALE
$63.8B
$3.78M 0.01%
1,148,010
-14,097
-1% -$56.3K
SBW
1430
DELISTED
Western Asset Worldwide Income
SBW
$3.78M 0.01%
374,665
-15,705
-4% -$158K
YPF icon
1431
YPF
YPF
$20.4B
$3.77M 0.01%
240,050
-5,401
-2% -$98.8K
BPOP icon
1432
Popular Inc
BPOP
$11.2B
$3.77M 0.01%
133,126
-202
-0.2% -$5.97K
NP
1433
DELISTED
Neenah, Inc. Common Stock
NP
$3.77M 0.01%
60,436
-391
-0.6% -$25.2K
DSL
1434
DoubleLine Income Solutions Fund
DSL
$1.23B
$3.77M 0.01%
232,566
+171,327
+280% +$2.93M
UTL icon
1435
Unitil
UTL
$980M
$3.77M 0.01%
105,059
+2,671
+3% +$95.9K
FHI icon
1436
Federated Hermes
FHI
$4.51B
$3.77M 0.01%
131,420
-24,734
-16% -$746K
LDP icon
1437
Cohen & Steers Duration Preferred & Income Fund
LDP
$600M
$3.76M 0.01%
167,042
+85,850
+106% +$1.93M
LECO icon
1438
Lincoln Electric
LECO
$13.7B
$3.75M 0.01%
72,350
-642
-0.9% -$35.7K
QLIK
1439
DELISTED
QLIK TECHNOLOGIES INC COM STK (DE)
QLIK
$3.75M 0.01%
118,425
-22,853
-16% -$749K
PBR.A icon
1440
Petrobras Class A
PBR.A
$109B
$3.75M 0.01%
1,101,988
-156,931
-12% -$624K
HURN icon
1441
Huron Consulting
HURN
$2.61B
$3.73M 0.01%
62,860
-4,042
-6% -$227K
JEF icon
1442
Jefferies Financial Group
JEF
$12.7B
$3.73M 0.01%
239,560
-106,784
-31% -$1.79M
TAL
1443
DELISTED
TAL INTERNATIONAL GROUP, INC.
TAL
$3.73M 0.01%
234,440
+79,724
+52% +$1.4M
ALNY icon
1444
Alnylam Pharmaceuticals
ALNY
$27.4B
$3.73M 0.01%
39,589
+9,373
+31% +$869K
IRE
1445
DELISTED
GOVERNOR-BK OF IRELND ADS NEW
IRE
$3.72M 0.01%
+252,262
New +$3.72M
CHMT
1446
DELISTED
Chemtura Corporation
CHMT
$3.71M 0.01%
136,182
-1,416
-1% -$42.1K
AVNT icon
1447
Avient
AVNT
$3.36B
$3.71M 0.01%
116,654
+13,652
+13% +$456K
NAT icon
1448
Nordic American Tanker
NAT
$1.41B
$3.7M 0.01%
240,287
+35,245
+17% +$534K
BMR
1449
DELISTED
BIOMED REALTY TRUST INC
BMR
$3.7M 0.01%
156,141
-6,531
-4% -$152K
HR
1450
DELISTED
Healthcare Realty Trust Incorporated
HR
$3.69M 0.01%
130,401
+7,224
+6% +$193K
56 57
58
59 60

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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.