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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
RMBS icon
2076
Rambus
RMBS
$9.93B
$1.68M ﹤0.01%
144,689
-8,945
-6% -$103K
BID
2077
DELISTED
Sotheby's
BID
$1.68M ﹤0.01%
65,025
+15,601
+32% +$473K
MCS icon
2078
Marcus Corp
MCS
$863M
$1.67M ﹤0.01%
87,885
+3,780
+4% +$75.6K
IEMG icon
2079
iShares Core MSCI Emerging Markets ETF
IEMG
$151B
$1.66M ﹤0.01%
42,227
+23,527
+126% +$980K
NQS
2080
DELISTED
NUVEEN SELECT QUALITY MUNI FD
NQS
$1.66M ﹤0.01%
117,888
+29,109
+33% +$395K
PCRX icon
2081
Pacira BioSciences
PCRX
$1.03B
$1.66M ﹤0.01%
21,551
+4,995
+30% +$283K
GFIG
2082
DELISTED
GFI GROUP INC
GFIG
$1.66M ﹤0.01%
+271,366
New +$1.66M
PLOW icon
2083
Douglas Dynamics
PLOW
$1.02B
$1.65M ﹤0.01%
78,515
+13,283
+20% +$291K
QQQ icon
2084
Invesco QQQ Trust
QQQ
$452B
$1.65M ﹤0.01%
14,788
+5,785
+64% +$645K
SNR
2085
DELISTED
NEW SENIOR INVESTMENT GROUP INC.
SNR
$1.65M ﹤0.01%
167,498
+61,269
+58% +$608K
UBA
2086
DELISTED
Urstadt Biddle Properties Inc. Class A
UBA
$1.65M ﹤0.01%
85,834
+8,849
+11% +$175K
RDNT icon
2087
RadNet
RDNT
$5.01B
$1.65M ﹤0.01%
266,191
-3
-0% -$19
LZB icon
2088
La-Z-Boy
LZB
$1.6B
$1.64M ﹤0.01%
67,332
+7,533
+13% +$202K
EWT icon
2089
iShares MSCI Taiwan ETF
EWT
$9.85B
$1.64M ﹤0.01%
64,251
+52,493
+446% +$1.44M
GASS icon
2090
StealthGas
GASS
$332M
$1.64M ﹤0.01%
478,494
-40,459
-8% -$162K
PHI icon
2091
PLDT
PHI
$4.25B
$1.64M ﹤0.01%
38,391
+18,206
+90% +$821K
SSB icon
2092
SouthState Bank Corp
SSB
$10.2B
$1.64M ﹤0.01%
22,776
-400
-2% -$30.4K
TNC icon
2093
Tennant Co
TNC
$1.44B
$1.64M ﹤0.01%
29,117
+1,451
+5% +$85.3K
WABC icon
2094
Westamerica Bancorp
WABC
$1.38B
$1.64M ﹤0.01%
35,041
+1,708
+5% +$79.3K
TPC
2095
Tutor Perini Cor
TPC
$4.47B
$1.64M ﹤0.01%
97,807
+12,641
+15% +$215K
CAVM
2096
DELISTED
Cavium, Inc.
CAVM
$1.63M ﹤0.01%
24,790
-320
-1% -$21.6K
HUBG icon
2097
HUB Group
HUBG
$2.84B
$1.63M ﹤0.01%
98,746
+298
+0.3% +$5.55K
TSRO
2098
DELISTED
TESARO, Inc.
TSRO
$1.63M ﹤0.01%
31,093
+3,595
+13% +$172K
SSP icon
2099
E.W. Scripps
SSP
$257M
$1.63M ﹤0.01%
85,597
-9,160
-10% -$187K
ATSG
2100
DELISTED
Air Transport Services Group
ATSG
$1.62M ﹤0.01%
161,071
+9,047
+6% +$85.4K
82 83
84
85 86

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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.