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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
TTEK icon
1301
Tetra Tech
TTEK
$8.77B
$4.46M 0.01%
856,735
-31,300
-4% -$167K
MYGN icon
1302
Myriad Genetics
MYGN
$476M
$4.46M 0.01%
103,277
+16,966
+20% +$717K
FIX icon
1303
Comfort Systems
FIX
$53.5B
$4.46M 0.01%
156,786
+8,635
+6% +$263K
WTS icon
1304
Watts Water Technologies
WTS
$11.2B
$4.46M 0.01%
89,689
+6,973
+8% +$381K
EOI
1305
Eaton Vance Enhanced Equity Income Fund
EOI
$789M
$4.44M 0.01%
331,044
-6,113
-2% -$77.9K
CROX icon
1306
Crocs
CROX
$6.63B
$4.44M 0.01%
433,682
+27,091
+7% +$292K
MGLN
1307
DELISTED
Magellan Health Services, Inc.
MGLN
$4.44M 0.01%
71,971
-4,271
-6% -$229K
OUT icon
1308
Outfront Media
OUT
$5.75B
$4.38M 0.01%
203,848
+33,802
+20% +$759K
XXIA
1309
DELISTED
Ixia
XXIA
$4.38M 0.01%
352,041
+16,004
+5% +$219K
KND
1310
DELISTED
Kindred Healthcare
KND
$4.38M 0.01%
367,316
+123,324
+51% +$1.6M
PNY
1311
DELISTED
PIEDMONT NATURAL GAS CO INC(NC
PNY
$4.36M 0.01%
76,531
-4,808
-6% -$256K
VT icon
1312
Vanguard Total World Stock ETF
VT
$75.3B
$4.35M 0.01%
75,454
+64,461
+586% +$3.78M
AAWW
1313
DELISTED
Atlas Air Worldwide Holdings, Inc.
AAWW
$4.34M 0.01%
105,073
+65,151
+163% +$2.64M
EVG
1314
Eaton Vance Short Duration Diversified Income Fund
EVG
$141M
$4.34M 0.01%
323,888
-119,536
-27% -$1.58M
MATX icon
1315
Matsons
MATX
$6.11B
$4.34M 0.01%
101,840
+3,292
+3% +$153K
CMD
1316
DELISTED
Cantel Medical Corporation
CMD
$4.34M 0.01%
69,830
+14,882
+27% +$908K
WIN
1317
DELISTED
Windstream Holdings Inc
WIN
$4.33M 0.01%
134,549
+22,777
+20% +$732K
TDY icon
1318
Teledyne Technologies
TDY
$29.2B
$4.33M 0.01%
48,793
+7,582
+18% +$673K
IQI icon
1319
Invesco Quality Municipal Securities
IQI
$526M
$4.33M 0.01%
340,860
+5,384
+2% +$66.4K
NWG icon
1320
NatWest
NWG
$69.9B
$4.33M 0.01%
452,856
-83,841
-16% -$853K
HHH icon
1321
Howard Hughes
HHH
$3.94B
$4.31M 0.01%
39,989
+9,608
+32% +$1.11M
LOPE icon
1322
Grand Canyon Education
LOPE
$4.22B
$4.31M 0.01%
107,488
+38,135
+55% +$1.5M
LFUS icon
1323
Littelfuse
LFUS
$10.4B
$4.31M 0.01%
40,288
+6,894
+21% +$710K
NTUS
1324
DELISTED
Natus Medical Inc
NTUS
$4.3M 0.01%
89,414
+9,135
+11% +$423K
NIE
1325
Virtus Equity & Convertible Income Fund
NIE
$706M
$4.29M 0.01%
239,024
-5,705
-2% -$104K
51 52
53
54 55

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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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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.