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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
TEF
926
DELISTED
Telefonica
TEF
$7.53M 0.01%
876,259
-354,134
-29% -$3.35M
CNI icon
927
Canadian National Railway
CNI
$78.5B
$7.52M 0.01%
134,584
+9,395
+8% +$550K
MD icon
928
Pediatrix Medical
MD
$2.2B
$7.52M 0.01%
104,952
-2,229
-2% -$165K
SCM
929
DELISTED
SWISSCOM AG ADS(RP 1/10 REG SH
SCM
$7.52M 0.01%
+150,296
New +$7.52M
XYL icon
930
Xylem
XYL
$28.5B
$7.51M 0.01%
205,778
+12,438
+6% +$450K
ALKS icon
931
Alkermes
ALKS
$8.11B
$7.5M 0.01%
94,446
-2,170
-2% -$152K
SCI icon
932
Service Corp International
SCI
$11.8B
$7.49M 0.01%
288,013
+2,150
+0.8% +$58.7K
NRG icon
933
NRG Energy
NRG
$26.2B
$7.49M 0.01%
636,606
+161,439
+34% +$2.04M
MDU icon
934
MDU Resources
MDU
$4.18B
$7.49M 0.01%
1,075,339
+198,470
+23% +$1.37M
CXW icon
935
CoreCivic
CXW
$2.94B
$7.45M 0.01%
281,261
+160,720
+133% +$4.4M
MGM icon
936
MGM Resorts International
MGM
$11.7B
$7.45M 0.01%
327,724
-23,395
-7% -$516K
TDS icon
937
Telephone and Data Systems
TDS
$3.87B
$7.45M 0.01%
287,583
+10,765
+4% +$294K
MFA
938
MFA Financial
MFA
$932M
$7.45M 0.01%
282,024
-47,086
-14% -$1.3M
REG icon
939
Regency Centers
REG
$14.9B
$7.44M 0.01%
109,160
+2,336
+2% +$155K
ISIL
940
DELISTED
Intersil Corp
ISIL
$7.39M 0.01%
579,229
-64,708
-10% -$859K
DEG
941
DELISTED
ETABLISSEMENT DELHZ ADS 4 ADS REPTGS 1 ORD SHS
DEG
$7.34M 0.01%
302,186
+21,644
+8% +$514K
IBKR icon
942
Interactive Brokers
IBKR
$38.4B
$7.32M 0.01%
671,948
+29,104
+5% +$304K
KEX icon
943
Kirby Corp
KEX
$7.01B
$7.32M 0.01%
139,106
-704
-0.5% -$43.6K
KRC icon
944
Kilroy Realty
KRC
$4.59B
$7.29M 0.01%
115,204
-5,273
-4% -$346K
ELNK
945
DELISTED
EarthLink Holdings Corp.
ELNK
$7.27M 0.01%
978,267
+261,098
+36% +$2.19M
NATI
946
DELISTED
National Instruments Corp
NATI
$7.25M 0.01%
252,849
-957
-0.4% -$28.3K
AMTD
947
DELISTED
TD Ameritrade Holding Corp
AMTD
$7.25M 0.01%
208,772
+23,710
+13% +$824K
PBR icon
948
Petrobras
PBR
$120B
$7.23M 0.01%
1,680,664
-95,161
-5% -$463K
TKP
949
DELISTED
TECHNIP ADS (EA REPTG ONE ORD SHS)
TKP
$7.22M 0.01%
+577,792
New +$7.22M
WTW icon
950
Willis Towers Watson
WTW
$29.8B
$7.19M 0.01%
55,878
+22,169
+66% +$2.63M
36 37
38
39 40

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PSUF
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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.