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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
DPG
1626
Duff & Phelps Utility and Infrastructure Fund
DPG
$525M
$3.05M 0.01%
207,093
-16,905
-8% -$260K
CVA
1627
DELISTED
Covanta Holding Corporation
CVA
$3.05M 0.01%
196,770
+32,167
+20% +$526K
CAKE icon
1628
Cheesecake Factory
CAKE
$5.03B
$3.05M 0.01%
66,058
-30,514
-32% -$1.49M
PSB
1629
DELISTED
PS Business Parks, Inc.
PSB
$3.04M 0.01%
34,826
+230
+0.7% +$19.7K
IGIB icon
1630
iShares 5-10 Year Investment Grade Corporate Bond ETF
IGIB
$18.5B
$3.04M 0.01%
56,626
-296
-0.5% -$16K
UPBD icon
1631
Upbound Group
UPBD
$1.17B
$3.04M 0.01%
202,774
+11,919
+6% +$228K
ECHO
1632
EchoStar
ECHO
$25B
$3.03M 0.01%
95,688
-2,719
-3% -$91.2K
MFRM
1633
DELISTED
MATTRESS FIRM HLDG CORP COM STK (DE)
MFRM
$3.03M 0.01%
67,870
+24,914
+58% +$1.13M
GFF icon
1634
Griffon
GFF
$4.03B
$3.02M 0.01%
169,583
+13,078
+8% +$229K
KNL
1635
DELISTED
Knoll, Inc.
KNL
$3.02M 0.01%
160,547
+7,514
+5% +$165K
GWB
1636
DELISTED
Great Western Bancorp, Inc.
GWB
$3.02M 0.01%
103,929
+62,103
+148% +$1.77M
ELUX
1637
DELISTED
AKTIEB. ELECTROLUX B ADR SPNSD
ELUX
$3.02M 0.01%
+62,570
New +$3.02M
GVA icon
1638
Granite Construction
GVA
$5.03B
$3.01M 0.01%
70,137
-8,264
-11% -$310K
BBL
1639
DELISTED
BHP Group Plc American Depositary Shares (Each representing two Ordinary Shares)
BBL
$3.01M 0.01%
132,901
-58,814
-31% -$1.66M
BRSS
1640
DELISTED
Global Brass & Copper Hldgs, Inc
BRSS
$3.01M 0.01%
141,254
+24,886
+21% +$561K
MTN icon
1641
Vail Resorts
MTN
$5.45B
$3M 0.01%
23,480
-360
-2% -$42.3K
HEES
1642
DELISTED
H&E Equipment Services
HEES
$2.99M 0.01%
171,057
+35,633
+26% +$654K
CNL
1643
DELISTED
CLECO CRP (HOLDING CO)
CNL
$2.99M 0.01%
57,221
-37,369
-40% -$1.94M
TX icon
1644
Ternium
TX
$9.64B
$2.98M 0.01%
240,147
-5,100
-2% -$71.1K
LL
1645
DELISTED
LL Flooring Holdings, Inc.
LL
$2.98M 0.01%
171,732
+81,607
+91% +$1.26M
UE icon
1646
Urban Edge Properties
UE
$2.87B
$2.98M 0.01%
127,083
+5,762
+5% +$134K
AIMC
1647
DELISTED
Altra Industrial Motion Corp
AIMC
$2.97M 0.01%
118,580
+30,443
+35% +$796K
MBFI
1648
DELISTED
MB Financial Corp
MBFI
$2.97M 0.01%
91,868
+2,226
+2% +$74.1K
WOR icon
1649
Worthington Enterprises
WOR
$2.74B
$2.97M 0.01%
159,624
+564
+0.4% +$10.4K
COHR icon
1650
Coherent
COHR
$48.7B
$2.96M 0.01%
159,732
+7,783
+5% +$140K
64 65
66
67 68

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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.