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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
FSYS
3026
DELISTED
FUEL SYSTEMS SOLUTIONS INC COM STK
FSYS
$380K ﹤0.01%
77,700
-6,746
-8% -$38.5K
NNN.PRD.CL
3027
DELISTED
National Retail Properties Inc
NNN.PRD.CL
$380K ﹤0.01%
+14,561
New +$379K
RRTS
3028
DELISTED
RoadRunner Transportation Systems, Inc.
RRTS
$379K ﹤0.01%
1,608
+784
+95% +$245K
LAYN
3029
DELISTED
Layne Christensen Co
LAYN
$378K ﹤0.01%
71,858
-2,258
-3% -$13.5K
NEE.PRJ
3030
DELISTED
NEXTERA ENERGY CAPITAL HOLDINGS, INC.
NEE.PRJ
$374K ﹤0.01%
+15,092
New +$362K
NWPX icon
3031
NWPX Infrastructure Inc
NWPX
$1.19B
$373K ﹤0.01%
33,303
-13,044
-28% -$165K
TA
3032
DELISTED
TravelCenters of America LLC
TA
$373K ﹤0.01%
7,941
-3,220
-29% -$167K
MS.PRF icon
3033
Morgan Stanley Series F Preferred Stock
MS.PRF
$856K
$372K ﹤0.01%
+13,404
New +$365K
GTS
3034
DELISTED
Triple-S Management Corporation
GTS
$371K ﹤0.01%
+16,293
New +$356K
AIQ
3035
DELISTED
Alliance Healthcare Services
AIQ
$371K ﹤0.01%
40,443
-6,522
-14% -$59.6K
LPSN icon
3036
LivePerson
LPSN
$22M
$370K ﹤0.01%
3,658
+600
+20% +$68.3K
VRTS icon
3037
Virtus Investment Partners
VRTS
$1.12B
$370K ﹤0.01%
3,151
-791
-20% -$94.8K
EWJ icon
3038
iShares MSCI Japan ETF
EWJ
$21.2B
$369K ﹤0.01%
7,620
– –
POWR
3039
DELISTED
POWERSECURE INTL INC COM STK (DE)
POWR
$369K ﹤0.01%
24,532
+4,305
+21% +$57.8K
HAPN
3040
Happen Inc
HAPN
$2.14B
$368K ﹤0.01%
6,659
-1,213
-15% -$80.5K
SPAB icon
3041
State Street SPDR Portfolio Aggregate Bond ETF
SPAB
$9.77B
$368K ﹤0.01%
12,896
-266
-2% -$7.65K
PGH
3042
DELISTED
Pengrowth Energy Corporation
PGH
$368K ﹤0.01%
501,333
+256,056
+104% +$230K
USB.PRO
3043
DELISTED
U.S. BANCORP Depositary Shares Each Representing a 1/1,000th Interest in a Share of Series H Non-Cum
USB.PRO
$367K ﹤0.01%
+14,142
New +$359K
SCMP
3044
DELISTED
Sucampo Pharmaceuticals, Inc.
SCMP
$367K ﹤0.01%
21,224
+2,214
+12% +$39.7K
DLR.PRE
3045
DELISTED
DIGITAL REALTY TRUST, INC. REDEEMABLE PFD SER E
DLR.PRE
$367K ﹤0.01%
+14,210
New +$367K
TESS
3046
DELISTED
Tessco Technologies Inc
TESS
$365K ﹤0.01%
18,726
+2
+0% +$42
NEE.PRG.CL
3047
DELISTED
Nextera Energy Capital Holdings
NEE.PRG.CL
$365K ﹤0.01%
+14,252
New +$364K
RST
3048
DELISTED
ROSETTA STONE INC
RST
$364K ﹤0.01%
54,473
-34
-0.1% -$238
XLRN
3049
DELISTED
Acceleron Pharma
XLRN
$363K ﹤0.01%
+7,443
New +$268K
CRVL icon
3050
CorVel
CRVL
$3.18B
$361K ﹤0.01%
24,675
+2,160
+10% +$26.6K
120 121
122
123 124

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AF
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MCM
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PSUF
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IA
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SCC
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BAM
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ACI
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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.