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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
BKLN icon
3101
Invesco Senior Loan ETF
BKLN
$6.96B
$327K ﹤0.01%
14,611
-8,956
-38% -$204K
PHIIK
3102
DELISTED
PHI, Inc. Non-Voting Common Stock
PHIIK
$326K ﹤0.01%
19,857
+1,539
+8% +$30.7K
TRQ
3103
DELISTED
Turquoise Hill Resources Ltd
TRQ
$325K ﹤0.01%
12,782
-6,116
-32% -$166K
INDA icon
3104
iShares MSCI India ETF
INDA
$6.81B
$324K ﹤0.01%
11,783
-4,538
-28% -$127K
ORN icon
3105
Orion Group Holdings
ORN
$368M
$324K ﹤0.01%
77,769
+43,841
+129% +$190K
ATRI
3106
DELISTED
Atrion Corp
ATRI
$324K ﹤0.01%
851
+36
+4% +$13.7K
FBC
3107
DELISTED
Flagstar Bancorp, Inc. New
FBC
$324K ﹤0.01%
14,039
-36,855
-72% -$847K
UTEK
3108
DELISTED
Ultratech Inc.
UTEK
$323K ﹤0.01%
16,276
-29,799
-65% -$498K
ESGR
3109
DELISTED
Enstar Group
ESGR
$321K ﹤0.01%
2,140
-354
-14% -$54.5K
LPG icon
3110
Dorian LPG
LPG
$1.96B
$320K ﹤0.01%
27,208
+9,952
+58% +$119K
WIX icon
3111
WIX.com
WIX
$2.56B
$319K ﹤0.01%
14,041
+1,887
+16% +$42.5K
CSV icon
3112
Carriage Services
CSV
$647M
$318K ﹤0.01%
13,191
-18,522
-58% -$432K
DMRC icon
3113
Digimarc Corp
DMRC
$143M
$318K ﹤0.01%
8,718
+234
+3% +$7.5K
ASC icon
3114
Ardmore Shipping
ASC
$683M
$317K ﹤0.01%
24,922
+7,720
+45% +$97.3K
TXMD icon
3115
TherapeuticsMD
TXMD
$23.8M
$317K ﹤0.01%
+611
New +$226K
HBNC icon
3116
Horizon Bancorp
HBNC
$1.06B
$316K ﹤0.01%
+25,463
New +$302K
DBVT
3117
DBV Technologies
DBVT
$813M
$315K ﹤0.01%
+867
New +$303K
IBA
3118
DELISTED
Industrias Bachoco SAB De C.V.
IBA
$315K ﹤0.01%
6,392
-2,670
-29% -$143K
ENOC
3119
DELISTED
EnerNOC, Inc.
ENOC
$315K ﹤0.01%
81,879
+7,848
+11% +$45.9K
SSTK icon
3120
Shutterstock
SSTK
$209M
$314K ﹤0.01%
+9,698
New +$319K
AEB
3121
DELISTED
Aegon NV 5.29964% Floating Rate Perpetual Capital Securities
AEB
$313K ﹤0.01%
+12,989
New +$311K
JHI
3122
John Hancock Investors Trust
JHI
$114M
$312K ﹤0.01%
+21,668
New +$317K
CBPX
3123
DELISTED
CONTINENTAL BUILDING PRODUCTS, INC.
CBPX
$312K ﹤0.01%
17,842
+616
+4% +$11.3K
RBS.PRE
3124
DELISTED
RBS CAPITAL FUNDING TRUST V 5.9% CUMULATIVE GTD TR PFD SEC
RBS.PRE
$312K ﹤0.01%
+12,729
New +$314K
PL.PRC.CL
3125
DELISTED
Protective Life Corp
PL.PRC.CL
$312K ﹤0.01%
+11,902
New +$312K
123 124
125
126 127

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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.