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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
E icon
851
ENI
E
$78.1B
$8.82M 0.02%
295,980
-127
-0% -$4.09K
HDS
852
DELISTED
HD Supply Holdings, Inc.
HDS
$8.81M 0.02%
293,529
+24,073
+9% +$722K
AVA icon
853
Avista
AVA
$3.43B
$8.8M 0.02%
248,832
+21,435
+9% +$734K
CNX icon
854
CNX Resources
CNX
$4.91B
$8.79M 0.02%
1,335,847
+782,905
+142% +$5.53M
MASI
855
DELISTED
Masimo
MASI
$8.79M 0.02%
211,763
+21,893
+12% +$895K
TYL icon
856
Tyler Technologies
TYL
$13.7B
$8.78M 0.02%
50,365
-3,234
-6% -$559K
FMS icon
857
Fresenius Medical Care
FMS
$13.4B
$8.76M 0.01%
209,296
+7,418
+4% +$313K
GDX icon
858
VanEck Gold Miners ETF
GDX
$22.5B
$8.74M 0.01%
+637,000
New +$9.25M
TEX icon
859
Terex
TEX
$7.37B
$8.74M 0.01%
472,883
+287,512
+155% +$5.68M
TRI icon
860
Thomson Reuters
TRI
$46.4B
$8.73M 0.01%
198,692
+5,170
+3% +$240K
NTGR icon
861
NETGEAR
NTGR
$612M
$8.72M 0.01%
208,115
+24,705
+13% +$998K
JPC icon
862
Nuveen Preferred & Income Opportunities Fund
JPC
$2.88B
$8.66M 0.01%
945,655
-25,342
-3% -$232K
AGO icon
863
Assured Guaranty
AGO
$3.73B
$8.64M 0.01%
327,010
+214,721
+191% +$5.76M
AGRO icon
864
Adecoagro
AGRO
$1.4B
$8.64M 0.01%
703,215
+35,639
+5% +$376K
IDA icon
865
Idacorp
IDA
$8B
$8.59M 0.01%
126,264
+10,662
+9% +$718K
RYAAY icon
866
Ryanair
RYAAY
$30B
$8.54M 0.01%
246,813
-4,922
-2% -$161K
Y
867
DELISTED
Alleghany Corp
Y
$8.51M 0.01%
17,801
-1,196
-6% -$591K
NVG icon
868
Nuveen AMT-Free Municipal Credit Income Fund
NVG
$2.67B
$8.44M 0.01%
582,754
-20,714
-3% -$291K
OKE icon
869
Oneok
OKE
$56.7B
$8.42M 0.01%
341,426
-19,267
-5% -$578K
WSM icon
870
Williams-Sonoma
WSM
$27.5B
$8.35M 0.01%
285,764
-8,022
-3% -$275K
CSRA
871
DELISTED
CSRA Inc.
CSRA
$8.32M 0.01%
+277,434
New +$7.95M
SDX
872
DELISTED
SODEXHO ALLIANCE SA ADS (REP 1 COM SHR)
SDX
$8.32M 0.01%
+422,778
New +$8.32M
ENIA
873
DELISTED
Enel Amricas S.A. American Depositary Shares (Each representing 50 shares of Common Stock)
ENIA
$8.31M 0.01%
1,268,657
-271,207
-18% -$1.84M
EWBC icon
874
East-West Bancorp
EWBC
$17.8B
$8.3M 0.01%
199,696
+39,052
+24% +$1.61M
ULTA icon
875
Ulta Beauty
ULTA
$21.8B
$8.28M 0.01%
44,749
-2,051
-4% -$354K
33 34
35
36 37

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MCM
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PSUF
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IA
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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.