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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
UGP icon
2776
Ultrapar
UGP
$6.66B
$591K ﹤0.01%
77,490
-6,910
-8% -$59.5K
VA
2777
DELISTED
Virgin America Inc.
VA
$590K ﹤0.01%
16,376
+6,830
+72% +$245K
PTVCB
2778
DELISTED
Protective Insurance Corporation Class B Common Stock
PTVCB
$589K ﹤0.01%
24,524
-64
-0.3% -$1.5K
ININ
2779
DELISTED
Interactive Intelligence Group, inc.
ININ
$587K ﹤0.01%
18,692
+1,540
+9% +$50K
CHA
2780
DELISTED
China Telecom Corporation, LTD
CHA
$586K ﹤0.01%
12,621
-22,932
-65% -$1.14M
BANR icon
2781
Banner Corp
BANR
$2.38B
$585K ﹤0.01%
12,762
-710
-5% -$35.1K
WSR
2782
DELISTED
Whitestone REIT
WSR
$585K ﹤0.01%
48,732
+6,122
+14% +$73.7K
EBSB
2783
DELISTED
Meridian Bancorp, Inc.
EBSB
$585K ﹤0.01%
41,469
+3,336
+9% +$47.3K
CHW
2784
Calamos Global Dynamic Income Fund
CHW
$516M
$583K ﹤0.01%
81,392
+36,674
+82% +$270K
CRMT icon
2785
America's Car Mart
CRMT
$25.9M
$582K ﹤0.01%
21,792
+9,589
+79% +$304K
ARPI
2786
DELISTED
AMERICAN RESIDENTIAL PPTYS INC COM
ARPI
$582K ﹤0.01%
30,772
-2,801
-8% -$48K
SWC
2787
DELISTED
Stillwater Mining Co
SWC
$581K ﹤0.01%
67,759
-4,162
-6% -$39.7K
ELRC
2788
DELISTED
ELECTRO RENT CORP
ELRC
$578K ﹤0.01%
62,815
-2,380
-4% -$24.6K
TIVO
2789
DELISTED
TIVO INC
TIVO
$578K ﹤0.01%
66,966
-39,211
-37% -$353K
ELP
2790
DELISTED
Companhia Paranaense de Energia (COPEL)
ELP
$576K ﹤0.01%
245,140
-41,655
-15% -$128K
PRTA icon
2791
Prothena Corp
PRTA
$448M
$575K ﹤0.01%
8,447
-327
-4% -$19.7K
BAC.PRI.CL
2792
DELISTED
Bk Of Amer Corp 6.625% Ser I
BAC.PRI.CL
$574K ﹤0.01%
+21,454
New +$565K
BCA
2793
DELISTED
CORPBANCA SPONSORED ADR REPSTG (1-1,500)COM STK
BCA
$571K ﹤0.01%
48,783
-19,143
-28% -$251K
EGHT icon
2794
8x8 Inc
EGHT
$279M
$570K ﹤0.01%
49,760
+25,793
+108% +$275K
ENTA icon
2795
Enanta Pharmaceuticals
ENTA
$362M
$570K ﹤0.01%
17,248
+331
+2% +$10.8K
GLDD
2796
DELISTED
Great Lakes Dredge & Dock
GLDD
$569K ﹤0.01%
143,696
+21,096
+17% +$93.4K
SNDA icon
2797
Sonida Senior Living
SNDA
$1.93B
$569K ﹤0.01%
1,819
+224
+14% +$74.5K
SCHW.PRB.CL
2798
DELISTED
The Charles Schwab Corporation
SCHW.PRB.CL
$569K ﹤0.01%
+21,274
New +$552K
CVEO icon
2799
Civeo
CVEO
$356M
$568K ﹤0.01%
33,329
+4,460
+15% +$97.9K
RAVN
2800
DELISTED
Raven Industries Inc
RAVN
$566K ﹤0.01%
36,268
-277
-0.8% -$4.81K
110 111
112
113 114

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MCM
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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.