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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
LFC
1601
DELISTED
China Life Insurance Company Ltd.
LFC
$3.13M 0.01%
195,491
-4,289
-2% -$76.4K
SXI icon
1602
Standex International
SXI
$3.48B
$3.12M 0.01%
37,576
+8,284
+28% +$701K
UTIW
1603
DELISTED
UTI WORLDWIDE INC
UTIW
$3.12M 0.01%
443,911
+67,035
+18% +$455K
RBC icon
1604
RBC Bearings
RBC
$17.8B
$3.11M 0.01%
48,163
+7,889
+20% +$527K
GNR icon
1605
State Street SPDR S&P Global Natural Resources ETF
GNR
$4.84B
$3.11M 0.01%
96,774
+1,925
+2% +$66.4K
GNCMA
1606
DELISTED
GCI Liberty, Inc. Class A-1 Common Stock
GNCMA
$3.1M 0.01%
156,934
+6,594
+4% +$131K
TOL icon
1607
Toll Brothers
TOL
$14B
$3.1M 0.01%
93,074
-12,788
-12% -$456K
ACIW icon
1608
ACI Worldwide
ACIW
$5.86B
$3.1M 0.01%
144,660
-17,829
-11% -$410K
RNST icon
1609
Renasant Corp
RNST
$3.96B
$3.09M 0.01%
89,892
+17,508
+24% +$617K
SHO icon
1610
Sunstone Hotel Investors
SHO
$2.18B
$3.09M 0.01%
247,162
+1,372
+0.6% +$19.4K
IQNT
1611
DELISTED
Inteliquent, Inc.
IQNT
$3.09M 0.01%
173,725
-60,699
-26% -$1.18M
MOG.A icon
1612
Moog Inc Class A
MOG.A
$13.3B
$3.09M 0.01%
50,922
+1,177
+2% +$73K
MLI icon
1613
Mueller Industries
MLI
$14.8B
$3.07M 0.01%
453,196
-87,628
-16% -$664K
STMP
1614
DELISTED
Stamps.com, Inc.
STMP
$3.07M 0.01%
27,972
+7,064
+34% +$647K
EIM
1615
Eaton Vance Municipal Bond Fund
EIM
$494M
$3.06M 0.01%
236,111
+152,905
+184% +$1.95M
DNKN
1616
DELISTED
Dunkin' Brands Group, Inc.
DNKN
$3.06M 0.01%
71,962
-19,841
-22% -$833K
GIL icon
1617
Gildan
GIL
$9.72B
$3.06M 0.01%
107,749
+2,333
+2% +$69K
WKC icon
1618
World Kinect Corp
WKC
$2.03B
$3.06M 0.01%
79,557
+15,416
+24% +$631K
MIN
1619
Aberdeen Intermediate Income Fund
MIN
$273M
$3.06M 0.01%
669,040
+88,043
+15% +$400K
HNGR
1620
DELISTED
Hanger Inc.
HNGR
$3.06M 0.01%
185,884
+17,729
+11% +$268K
GHY
1621
PGIM Global High Yield Fund
GHY
$476M
$3.05M 0.01%
215,743
+131,101
+155% +$1.85M
SF
1622
Stifel
SF
$12.5B
$3.05M 0.01%
162,169
+52,054
+47% +$1.01M
ATI icon
1623
ATI
ATI
$24.8B
$3.05M 0.01%
271,260
+124,101
+84% +$1.71M
EPAM icon
1624
EPAM Systems
EPAM
$5.42B
$3.05M 0.01%
38,805
+7,554
+24% +$589K
RDN icon
1625
Radian Group
RDN
$5.16B
$3.05M 0.01%
227,832
-231,378
-50% -$3.39M
63 64
65
66 67

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MCM
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PSUF
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IA
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SCC
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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.