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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
NSL
2376
DELISTED
NUVEEN SENIOR INCM FD
NSL
$1.09M ﹤0.01%
189,421
+64,140
+51% +$369K
MSD
2377
Morgan Stanley Emerging Markets Debt Fund
MSD
$147M
$1.09M ﹤0.01%
127,375
+12,570
+11% +$109K
PDT
2378
John Hancock Premium Dividend Fund
PDT
$636M
$1.09M ﹤0.01%
79,618
-3,670
-4% -$49K
PODD icon
2379
Insulet
PODD
$11.5B
$1.09M ﹤0.01%
28,879
+4,092
+17% +$138K
ABAX
2380
DELISTED
Abaxis Inc
ABAX
$1.09M ﹤0.01%
19,591
+1,465
+8% +$74.1K
PACB icon
2381
Pacific Biosciences
PACB
$460M
$1.09M ﹤0.01%
82,986
-4,528
-5% -$40.6K
BWG
2382
BrandywineGLOBAL Global Income Opportunities Fund
BWG
$129M
$1.08M ﹤0.01%
93,706
+39,991
+74% +$487K
CCO icon
2383
Clear Channel Outdoor Holdings
CCO
$1.23B
$1.08M ﹤0.01%
194,086
-63,636
-25% -$393K
CUZ icon
2384
Cousins Properties
CUZ
$5.25B
$1.08M ﹤0.01%
40,709
+4,652
+13% +$127K
MSFG
2385
DELISTED
MainSource Financial Group Inc
MSFG
$1.08M ﹤0.01%
47,324
+5,968
+14% +$134K
ACAS
2386
DELISTED
American Capital Ltd
ACAS
$1.08M ﹤0.01%
78,526
-10,604
-12% -$145K
ENVA icon
2387
Enova International
ENVA
$6.31B
$1.08M ﹤0.01%
163,352
+70,612
+76% +$654K
UHT
2388
Universal Health Realty Income Trust
UHT
$608M
$1.08M ﹤0.01%
21,592
+2,725
+14% +$136K
UAM
2389
DELISTED
Universal American Corp
UAM
$1.08M ﹤0.01%
154,124
+29,943
+24% +$214K
UMBF icon
2390
UMB Financial
UMBF
$11.1B
$1.08M ﹤0.01%
23,107
-942
-4% -$47.5K
MCRI icon
2391
Monarch Casino & Resort
MCRI
$2.19B
$1.07M ﹤0.01%
47,293
+2,341
+5% +$49.7K
ASCMA
2392
DELISTED
Ascent Capital Group, Inc. Series A
ASCMA
$1.07M ﹤0.01%
64,223
+20,948
+48% +$450K
INVA icon
2393
Innoviva
INVA
$1.57B
$1.07M ﹤0.01%
101,850
+61,802
+154% +$568K
EFSC icon
2394
Enterprise Financial Services Corp
EFSC
$2.39B
$1.07M ﹤0.01%
37,814
+2,419
+7% +$68K
PRIM icon
2395
Primoris Services
PRIM
$4.65B
$1.07M ﹤0.01%
48,641
+2,316
+5% +$49.3K
GSIG
2396
DELISTED
GSI GROUP INC COM STK (CDA)
GSIG
$1.07M ﹤0.01%
78,696
-704
-0.9% -$9.66K
RBS.PRL.CL
2397
DELISTED
Royal Bank Of Scotland Group Plc
RBS.PRL.CL
$1.07M ﹤0.01%
42,822
+1,771
+4% +$43.7K
AMU
2398
DELISTED
ETRACS Alerian MLP Index ETN
AMU
$1.07M ﹤0.01%
58,699
+6,512
+12% +$126K
KG
2399
Kestrel Group
KG
$67.1M
$1.07M ﹤0.01%
3,575
+370
+12% +$112K
OPK icon
2400
Opko Health
OPK
$993M
$1.06M ﹤0.01%
105,962
-22,839
-18% -$229K
94 95
96
97 98

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AF
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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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ACI
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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.