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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
APPS icon
3476
Digital Turbine
APPS
$1.02B
– –
-12,420
Closed -$22K
ATRO icon
3477
Astronics
ATRO
$3.33B
– –
-15,157
Closed -$336K
CCBG icon
3478
Capital City Bank Group
CCBG
$901M
– –
-19,578
Closed -$292K
CRBN icon
3479
iShares Low Carbon Optimized MSCI ACWI ETF
CRBN
$1.13B
– –
-251,215
Closed -$22.2M
CULP icon
3480
Culp Inc
CULP
$45.8M
– –
-11,107
Closed -$356K
DAC icon
3481
Danaos Corp
DAC
$2.56B
– –
-810
Closed -$69K
DBC icon
3482
Invesco DB Commodity Index Tracking Fund
DBC
$1.69B
– –
-45,714
Closed -$693K
DFP
3483
Flaherty & Crumrine Dynamic Preferred and Income Fund
DFP
$425M
– –
-21,467
Closed -$480K
ECH icon
3484
iShares MSCI Chile ETF
ECH
$1.01B
– –
-7,541
Closed -$249K
EZA icon
3485
iShares MSCI South Africa ETF
EZA
$542M
– –
-5,463
Closed -$293K
FRPH icon
3486
FRP Holdings
FRPH
$438M
– –
-18,754
Closed -$283K
FRPT icon
3487
Freshpet
FRPT
$3.05B
– –
-44,569
Closed -$468K
FTSM icon
3488
First Trust Enhanced Short Maturity ETF
FTSM
$6.51B
– –
-292,900
Closed -$17.5M
FXI icon
3489
iShares China Large-Cap ETF
FXI
$4.35B
– –
-345,383
Closed -$12.3M
GEL icon
3490
Genesis Energy
GEL
$1.86B
– –
-13,226
Closed -$507K
GIC icon
3491
Global Industrial
GIC
$1.37B
– –
-47,619
Closed -$357K
HBIO icon
3492
Harvard Bioscience
HBIO
$27.5M
– –
-1,636
Closed -$62K
HEZU icon
3493
iShares Currency Hedged MSCI Eurozone ETF
HEZU
$564M
– –
-788,771
Closed -$19.6M
HIMX
3494
Himax Technologies
HIMX
$2.09B
– –
-33,815
Closed -$270K
IEV icon
3495
iShares Europe ETF
IEV
$1.65B
– –
-10,936
Closed -$435K
IGE icon
3496
iShares North American Natural Resources ETF
IGE
$735M
– –
-15,053
Closed -$437K
IGLB icon
3497
iShares 10+ Year Investment Grade Corporate Bond ETF
IGLB
$2.63B
– –
-3,744
Closed -$214K
INO icon
3498
Inovio Pharmaceuticals
INO
$85.6M
– –
-1,470
Closed -$102K
JPI
3499
DELISTED
Nuveen Preferred Securities & Income Opportunities Fund
JPI
– –
-19,610
Closed -$430K
KODK icon
3500
Kodak
KODK
$813M
– –
-11,777
Closed -$184K
138 139
140
141 142

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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.