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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
ROG icon
2276
Rogers Corp
ROG
$2.18B
$1.27M ﹤0.01%
24,656
+108
+0.4% +$5.66K
RPXC
2277
DELISTED
RPX Corporation
RPXC
$1.27M ﹤0.01%
115,528
+15,804
+16% +$214K
CALX icon
2278
Calix
CALX
$2.22B
$1.27M ﹤0.01%
161,348
+52,778
+49% +$413K
XOXO
2279
DELISTED
Xo Group Inc
XOXO
$1.27M ﹤0.01%
79,036
-1,405
-2% -$22.4K
RVT icon
2280
Royce Value Trust
RVT
$2.2B
$1.27M ﹤0.01%
107,523
+36,486
+51% +$436K
CADE
2281
DELISTED
Cadence Bank
CADE
$1.26M ﹤0.01%
52,339
+3,081
+6% +$77.2K
GOVT icon
2282
iShares US Treasury Bond ETF
GOVT
$43.7B
$1.26M ﹤0.01%
50,100
-6,300
-11% -$159K
EGOV
2283
DELISTED
NIC Inc
EGOV
$1.26M ﹤0.01%
63,812
-9,093
-12% -$178K
AXON
2284
Axon Enterprise
AXON
$42.3B
$1.25M ﹤0.01%
72,562
-246
-0.3% -$4.92K
LBRDA icon
2285
Liberty Broadband Class A
LBRDA
$4.78B
$1.25M ﹤0.01%
24,263
-607
-2% -$32.3K
LORL
2286
DELISTED
Loral Space and Communications, Inc.
LORL
$1.25M ﹤0.01%
30,790
+349
+1% +$15.3K
MYE icon
2287
Myers Industries
MYE
$1.24B
$1.25M ﹤0.01%
93,853
+18,735
+25% +$272K
FNBC
2288
DELISTED
First NBC Bank Holding Company
FNBC
$1.25M ﹤0.01%
33,407
+3,234
+11% +$123K
SPXC icon
2289
SPX Corp
SPXC
$9.98B
$1.25M ﹤0.01%
133,619
+27,364
+26% +$297K
MTRX icon
2290
Matrix Service
MTRX
$320M
$1.25M ﹤0.01%
60,620
-6,405
-10% -$144K
DRA
2291
DELISTED
Diversified Real Asset Income Fd
DRA
$1.24M ﹤0.01%
80,137
-18,424
-19% -$299K
NVRI icon
2292
Enviri
NVRI
$624M
$1.24M ﹤0.01%
157,600
-36,668
-19% -$359K
SAIA icon
2293
Saia
SAIA
$9.33B
$1.24M ﹤0.01%
55,768
-3,961
-7% -$102K
SUM
2294
DELISTED
Summit Materials, Inc. Class A Common Stock
SUM
$1.24M ﹤0.01%
64,617
+13,132
+26% +$268K
WIRE
2295
DELISTED
Encore Wire Corp
WIRE
$1.24M ﹤0.01%
33,426
+381
+1% +$15.4K
CVT
2296
DELISTED
CVENT, INC.
CVT
$1.24M ﹤0.01%
35,477
+25,598
+259% +$864K
LCI
2297
DELISTED
Lannett Company, Inc.
LCI
$1.24M ﹤0.01%
7,698
+260
+3% +$42.7K
KTOS icon
2298
Kratos Defense & Security Solutions
KTOS
$8.66B
$1.23M ﹤0.01%
300,666
+58,538
+24% +$259K
KING
2299
DELISTED
KING DIGITAL ENTMT PLC ORD SHS (IRL)
KING
$1.23M ﹤0.01%
68,860
+34,333
+99% +$572K
SHOE
2300
Shoe Station Group
SHOE
$420M
$1.23M ﹤0.01%
106,018
+10,960
+12% +$122K
90 91
92
93 94

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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.