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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
RKUS
2826
DELISTED
RUCKUS WIRELESS INC COM STK (DE)
RKUS
$544K ﹤0.01%
50,814
-11,998
-19% -$139K
GBX icon
2827
The Greenbrier Companies
GBX
$1.57B
$540K ﹤0.01%
16,549
-8,964
-35% -$307K
PSF icon
2828
Cohen & Steers Select Preferred & Income Fund
PSF
$233M
$540K ﹤0.01%
21,673
+3,440
+19% +$83.7K
CVGW
2829
DELISTED
Calavo Growers
CVGW
$537K ﹤0.01%
10,959
+4,005
+58% +$203K
TR icon
2830
Tootsie Roll Industries
TR
$2.97B
$537K ﹤0.01%
23,526
-268
-1% -$6.16K
CEMP
2831
DELISTED
Cempra, Inc.
CEMP
$535K ﹤0.01%
17,182
-396
-2% -$11K
INWK
2832
DELISTED
InnerWorkings, Inc.
INWK
$533K ﹤0.01%
71,021
+31,937
+82% +$241K
MNTA
2833
DELISTED
Momenta Pharmaceuticals, Inc.
MNTA
$533K ﹤0.01%
35,943
+1,653
+5% +$27.7K
HZN
2834
DELISTED
Horizon Global Corporation
HZN
$532K ﹤0.01%
51,333
-27,446
-35% -$250K
ADAM
2835
Adamas Trust
ADAM
$777M
$529K ﹤0.01%
24,819
+4,559
+23% +$103K
TNAV
2836
DELISTED
Telenav Inc.
TNAV
$527K ﹤0.01%
92,536
-45
-0% -$310
PRAH
2837
DELISTED
PRA Health Sciences, Inc.
PRAH
$525K ﹤0.01%
+11,591
New +$487K
RLD
2838
DELISTED
REALD INC COM STK
RLD
$524K ﹤0.01%
49,640
+11,753
+31% +$122K
GPRO icon
2839
GoPro
GPRO
$120M
$523K ﹤0.01%
+29,015
New +$674K
ESLT icon
2840
Elbit Systems
ESLT
$36B
$522K ﹤0.01%
5,914
-374
-6% -$31K
NVGS icon
2841
Navigator Holdings
NVGS
$1.35B
$522K ﹤0.01%
38,277
+17,344
+83% +$236K
PSV
2842
DELISTED
Hermitage Offshore Services Ltd.
PSV
$522K ﹤0.01%
9,898
-565
-5% -$32.4K
MPAA icon
2843
Motorcar Parts of America
MPAA
$266M
$521K ﹤0.01%
15,408
+8,464
+122% +$302K
PFBC icon
2844
Preferred Bank
PFBC
$1.24B
$521K ﹤0.01%
15,786
+2,565
+19% +$86.7K
TU icon
2845
Telus
TU
$17.4B
$520K ﹤0.01%
37,596
-6,144
-14% -$95.6K
OVV icon
2846
Ovintiv
OVV
$17B
$518K ﹤0.01%
20,361
-4,225
-17% -$154K
SUBC
2847
DELISTED
SUBSEA 7 S A SPONSORED ADR
SUBC
$518K ﹤0.01%
+73,847
New +$518K
LKFN icon
2848
Lakeland Financial Corp
LKFN
$1.57B
$517K ﹤0.01%
16,646
+1,328
+9% +$41.4K
EZU icon
2849
iShare MSCI Eurozone ETF
EZU
$9.38B
$516K ﹤0.01%
14,730
-58
-0.4% -$2.1K
WUBA
2850
DELISTED
58.com Inc
WUBA
$516K ﹤0.01%
+7,825
New +$441K
112 113
114
115 116

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AF
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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.