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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
AOSL icon
2651
Alpha and Omega Semiconductor
AOSL
$829M
$741K ﹤0.01%
80,642
+5,377
+7% +$49.1K
AEGN
2652
DELISTED
Aegion Corp
AEGN
$741K ﹤0.01%
38,374
-35,928
-48% -$712K
YZC
2653
DELISTED
Yanzhou Coal Mining
YZC
$741K ﹤0.01%
161,690
+112,465
+228% +$543K
CWEI
2654
DELISTED
Clayton Williams Energy, Inc.
CWEI
$740K ﹤0.01%
25,027
-5,436
-18% -$285K
GG
2655
DELISTED
Goldcorp Inc
GG
$737K ﹤0.01%
63,777
-39,923
-38% -$508K
FCBC icon
2656
First Community Bankshares
FCBC
$899M
$736K ﹤0.01%
39,509
+4,961
+14% +$95.2K
KEYW
2657
DELISTED
The KEYW Holding Corporation
KEYW
$733K ﹤0.01%
121,733
+33,699
+38% +$224K
MRCY icon
2658
Mercury Systems
MRCY
$5.41B
$731K ﹤0.01%
39,820
-45,109
-53% -$817K
AJRD
2659
DELISTED
Aerojet Rocketdyne Holdings
AJRD
$731K ﹤0.01%
46,683
-22,204
-32% -$371K
STN icon
2660
Stantec
STN
$8.17B
$729K ﹤0.01%
29,420
+7,688
+35% +$192K
CBD
2661
DELISTED
Companhia Brasileira de Distribuicao
CBD
$729K ﹤0.01%
69,313
+15,447
+29% +$201K
BB icon
2662
BlackBerry
BB
$4.58B
$725K ﹤0.01%
78,107
+10,780
+16% +$82.8K
CAC icon
2663
Camden National
CAC
$988M
$725K ﹤0.01%
24,663
+1,068
+5% +$30.4K
FTK icon
2664
Flotek Industries
FTK
$789M
$722K ﹤0.01%
10,525
-7,668
-42% -$657K
HOLI
2665
DELISTED
Hollsys Automation Technologies INTERNATIONAL, LTD. COMMON (British Virgin Island)
HOLI
$718K ﹤0.01%
32,376
+11,792
+57% +$244K
CVLG icon
2666
Covenant Logistics
CVLG
$1.04B
$717K ﹤0.01%
75,904
+7,116
+10% +$70.3K
HRTG icon
2667
Heritage Insurance Holdings
HRTG
$903M
$717K ﹤0.01%
+32,843
New +$726K
PKE icon
2668
Park Aerospace
PKE
$720M
$716K ﹤0.01%
47,564
-5,806
-11% -$97.2K
IVE icon
2669
iShares S&P 500 Value ETF
IVE
$49.1B
$715K ﹤0.01%
8,082
-317
-4% -$28.3K
STT.PRD
2670
DELISTED
State Street Corporation Depository Shares, each representing a 1/4000th ownership interest in a share of Fixed-to-Floating Rate Non-Cumulative Perpetual Preferred Stock, Series D
STT.PRD
$715K ﹤0.01%
+25,826
New +$693K
IVW icon
2671
iShares S&P 500 Growth ETF
IVW
$70.5B
$714K ﹤0.01%
24,672
-1,268
-5% -$36.9K
BBRG
2672
DELISTED
Bravo Brio Restaurant Group Inc.
BBRG
$714K ﹤0.01%
79,359
+4,121
+5% +$43.3K
SWFT
2673
DELISTED
Swift Transportation Company
SWFT
$714K ﹤0.01%
51,684
+24,212
+88% +$369K
ISG.CL
2674
DELISTED
ING Groep N.V. 6.125% ING Perpetual Debt Securities Called
ISG.CL
$713K ﹤0.01%
+27,887
New +$711K
NILE
2675
DELISTED
Blue Nile, Inc.
NILE
$713K ﹤0.01%
19,208
+954
+5% +$33.5K
105 106
107
108 109

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PSUF
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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.