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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
JTP
2601
DELISTED
NUVEEN QUALITY PFD INCOME FD
JTP
$807K ﹤0.01%
97,448
-66,198
-40% -$542K
WWD icon
2602
Woodward
WWD
$23B
$803K ﹤0.01%
16,176
+108
+0.7% +$5.09K
HL icon
2603
Hecla Mining
HL
$9.49B
$802K ﹤0.01%
424,282
-475,108
-53% -$987K
SEAC
2604
DELISTED
Seachange International Inc
SEAC
$798K ﹤0.01%
5,919
+495
+9% +$66.4K
TRGP icon
2605
Targa Resources
TRGP
$56.8B
$797K ﹤0.01%
29,445
+4,748
+19% +$211K
BGC
2606
DELISTED
General Cable Corporation
BGC
$797K ﹤0.01%
59,350
-13,376
-18% -$191K
ZUMZ icon
2607
Zumiez
ZUMZ
$330M
$794K ﹤0.01%
52,492
+22,628
+76% +$367K
BMI icon
2608
Badger Meter
BMI
$3.87B
$793K ﹤0.01%
27,070
-30,810
-53% -$918K
CHI
2609
Calamos Convertible Opportunities and Income Fund
CHI
$968M
$793K ﹤0.01%
+80,060
New +$810K
TMHC
2610
DELISTED
Taylor Morrison
TMHC
$792K ﹤0.01%
49,517
-18,543
-27% -$327K
LOCK
2611
DELISTED
LifeLock, Inc.
LOCK
$792K ﹤0.01%
55,199
-1,011
-2% -$13K
BIV icon
2612
Vanguard Intermediate-Term Bond ETF
BIV
$28.9B
$789K ﹤0.01%
9,494
-247
-3% -$20.8K
GEH.CL
2613
DELISTED
General Electric Capital Corp.
GEH.CL
$789K ﹤0.01%
+30,705
New +$786K
TBBK icon
2614
The Bancorp
TBBK
$2.81B
$788K ﹤0.01%
123,684
-210,999
-63% -$1.53M
VZA.CL
2615
DELISTED
Verizon Communications Inc.
VZA.CL
$788K ﹤0.01%
+28,537
New +$769K
VRN
2616
DELISTED
Veren
VRN
$787K ﹤0.01%
67,588
+22,013
+48% +$289K
GEB.CL
2617
DELISTED
General Electric Capital Corp
GEB.CL
$787K ﹤0.01%
+30,651
New +$783K
KCLI
2618
DELISTED
KANSAS CITY LIFE INS CO NEW (MO)
KCLI
$786K ﹤0.01%
20,538
-3,391
-14% -$162K
HT
2619
DELISTED
Hersha Hospitality Trust Priority Class A Common Shares of Beneficial Interest
HT
$785K ﹤0.01%
36,089
-7,888
-18% -$187K
AIVL icon
2620
WisdomTree US AI Enhanced Value Fund
AIVL
$428M
$783K ﹤0.01%
+11,140
New +$794K
TBHC
2621
DELISTED
The Brand House Collective
TBHC
$783K ﹤0.01%
54,027
+1,740
+3% +$33K
MTOR
2622
DELISTED
MERITOR, Inc.
MTOR
$782K ﹤0.01%
93,649
-39,080
-29% -$390K
OLLI icon
2623
Ollie's Bargain Outlet
OLLI
$4.31B
$780K ﹤0.01%
+45,872
New +$764K
WSBF icon
2624
Waterstone Financial
WSBF
$371M
$780K ﹤0.01%
55,289
+5,501
+11% +$75.2K
BLW icon
2625
BlackRock Limited Duration Income Trust
BLW
$490M
$777K ﹤0.01%
+53,298
New +$771K
103 104
105
106 107

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MCM
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PSUF
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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.