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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
DWA
2326
DELISTED
DREAMWORKS ANIMATION SKG INC CL-A
DWA
$1.19M ﹤0.01%
46,223
+20,362
+79% +$468K
IPAR icon
2327
Interparfums
IPAR
$4.02B
$1.19M ﹤0.01%
49,949
+7,441
+18% +$195K
VSAT icon
2328
Viasat
VSAT
$10.7B
$1.19M ﹤0.01%
19,475
-3,679
-16% -$234K
SIGM
2329
DELISTED
Sigma Designs Inc
SIGM
$1.19M ﹤0.01%
187,783
+54,082
+40% +$427K
BK.PRC
2330
DELISTED
THE BANK OF NEW YORK MELLON CORPORATION Depositary Shares each representing a 1/ 4,000th interest in
BK.PRC
$1.19M ﹤0.01%
+45,915
New +$1.18M
CWST icon
2331
Casella Waste Systems
CWST
$5.69B
$1.19M ﹤0.01%
198,128
+11,476
+6% +$71.8K
SCTY
2332
DELISTED
SolarCity Corporation
SCTY
$1.18M ﹤0.01%
23,136
+3,444
+17% +$134K
GEO icon
2333
The GEO Group
GEO
$4.1B
$1.18M ﹤0.01%
61,191
+1,318
+2% +$26.3K
SASR
2334
DELISTED
Sandy Spring Bancorp Inc
SASR
$1.18M ﹤0.01%
43,733
+3,246
+8% +$89.6K
COF.PRP.CL
2335
DELISTED
CAPITAL ONE FINANCIAL CORPORATION Called
COF.PRP.CL
$1.18M ﹤0.01%
+45,482
New +$1.16M
NCZ
2336
Virtus Convertible & Income Fund II
NCZ
$290M
$1.18M ﹤0.01%
58,252
-5,405
-8% -$113K
PAC icon
2337
Grupo Aeroportuario del Pacifico
PAC
$13.1B
$1.17M ﹤0.01%
13,264
+157
+1% +$14.3K
DAKT icon
2338
Daktronics
DAKT
$941M
$1.17M ﹤0.01%
133,843
+6,996
+6% +$65.3K
CTS icon
2339
CTS Corp
CTS
$1.79B
$1.17M ﹤0.01%
66,127
-12,845
-16% -$240K
NTCT icon
2340
NETSCOUT
NTCT
$2.91B
$1.17M ﹤0.01%
37,969
-16,293
-30% -$560K
BSET icon
2341
Bassett Furniture
BSET
$168M
$1.17M ﹤0.01%
46,445
+11,328
+32% +$337K
WPP
2342
DELISTED
WAUSAU PAPER CORP.
WPP
$1.17M ﹤0.01%
113,924
+5,960
+6% +$58.4K
TYPE
2343
DELISTED
Monotype Imaging Holdings Inc.
TYPE
$1.16M ﹤0.01%
49,109
-2,485
-5% -$61K
S
2344
DELISTED
Sprint Corporation
S
$1.15M ﹤0.01%
318,138
-677,840
-68% -$2.78M
MCF
2345
DELISTED
Contango Oil & Gas Co.
MCF
$1.15M ﹤0.01%
179,495
+63,532
+55% +$499K
FRGI
2346
DELISTED
Fiesta Restaurant Group, Inc.
FRGI
$1.14M ﹤0.01%
33,939
-708
-2% -$26.5K
HF
2347
DELISTED
HFF Inc.
HF
$1.14M ﹤0.01%
36,680
-9,452
-20% -$322K
BXMX
2348
DELISTED
Nuveen S&P 500 Buy-Write Income Fund
BXMX
$1.14M ﹤0.01%
84,714
-68,062
-45% -$872K
ROCK icon
2349
Gibraltar Industries
ROCK
$1.27B
$1.14M ﹤0.01%
44,737
-7,764
-15% -$186K
MB
2350
DELISTED
MINDBODY, Inc. Class A Common Stock
MB
$1.14M ﹤0.01%
+75,205
New +$1.21M
92 93
94
95 96

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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.