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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
RYN icon
1501
Rayonier
RYN
$6.43B
$3.49M 0.01%
173,075
+69,453
+67% +$1.46M
GWRE icon
1502
Guidewire Software
GWRE
$12.8B
$3.48M 0.01%
57,893
+2,674
+5% +$155K
BRKL
1503
DELISTED
Brookline Bancorp
BRKL
$3.48M 0.01%
302,748
+9,754
+3% +$111K
NNN icon
1504
NNN REIT
NNN
$9.16B
$3.47M 0.01%
86,753
+3,457
+4% +$132K
EON
1505
DELISTED
E.ON AG ADS (REPTG 1/3 ORD SHS)
EON
$3.47M 0.01%
+365,077
New +$3.47M
VSI
1506
DELISTED
Vitamin Shoppe Inc.
VSI
$3.47M 0.01%
106,159
+29,899
+39% +$948K
LSI
1507
DELISTED
Life Storage, Inc.
LSI
$3.47M 0.01%
48,468
-779
-2% -$52.1K
MDP
1508
DELISTED
Meredith Corporation
MDP
$3.47M 0.01%
80,132
+2,879
+4% +$130K
LGND icon
1509
Ligand Pharmaceuticals
LGND
$5.94B
$3.46M 0.01%
51,224
+18,667
+57% +$1.15M
CRZO
1510
DELISTED
Carrizo Oil & Gas Inc
CRZO
$3.46M 0.01%
117,123
+24,579
+27% +$900K
SCAI
1511
DELISTED
Surgical Care Affiliates, Inc.
SCAI
$3.46M 0.01%
86,847
+22,087
+34% +$768K
CALY
1512
Callaway Golf Company
CALY
$3.33B
$3.46M 0.01%
366,860
+43,463
+13% +$418K
BJRI icon
1513
BJ's Restaurants
BJRI
$1.56B
$3.46M 0.01%
79,476
-4,190
-5% -$183K
HEDJ icon
1514
WisdomTree Europe Hedged Equity Fund
HEDJ
$1.84B
$3.45M 0.01%
128,300
+42,270
+49% +$1.25M
RGS icon
1515
Regis Corp
RGS
$68.5M
$3.44M 0.01%
12,154
+3,784
+45% +$1.15M
SUI icon
1516
Sun Communities
SUI
$15.3B
$3.44M 0.01%
50,201
+19
+0% +$1.28K
ADEA icon
1517
Adeia
ADEA
$2.8B
$3.44M 0.01%
433,180
-22,098
-5% -$193K
CLH icon
1518
Clean Harbors
CLH
$16.8B
$3.43M 0.01%
82,379
-19,005
-19% -$826K
CHY
1519
Calamos Convertible and High Income Fund
CHY
$999M
$3.43M 0.01%
326,263
-170,948
-34% -$1.88M
ETD icon
1520
Ethan Allen Interiors
ETD
$583M
$3.42M 0.01%
123,130
-2,612
-2% -$72.9K
INFN
1521
DELISTED
Infinera Corporation Common Stock
INFN
$3.41M 0.01%
188,415
+27,636
+17% +$550K
CENTA icon
1522
Central Garden & Pet Co Class A
CENTA
$2.38B
$3.4M 0.01%
312,979
+64,000
+26% +$824K
WSFS icon
1523
WSFS Financial
WSFS
$4.1B
$3.4M 0.01%
105,045
+2,014
+2% +$64.3K
WBS icon
1524
Webster Financial
WBS
$12.5B
$3.39M 0.01%
91,146
+15,720
+21% +$595K
ASB icon
1525
Associated Banc-Corp
ASB
$5.8B
$3.39M 0.01%
180,581
+46,707
+35% +$906K
59 60
61
62 63

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MCM
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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.