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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
MEOH icon
2626
Methanex
MEOH
$4.23B
$773K ﹤0.01%
23,413
+11,312
+93% +$432K
PGEM
2627
DELISTED
Ply Gem Holdings, Inc.
PGEM
$771K ﹤0.01%
61,500
-470
-0.8% -$5.85K
HHS icon
2628
Harte-Hanks
HHS
$16.4M
$770K ﹤0.01%
23,776
+675
+3% +$25.3K
ICON
2629
DELISTED
Iconix Brand Group, Inc.
ICON
$767K ﹤0.01%
11,229
+3,925
+54% +$402K
NGHC
2630
DELISTED
National General Holdings Corp
NGHC
$764K ﹤0.01%
34,961
+20,016
+134% +$418K
CTWS
2631
DELISTED
Connecticut Water Service Inc
CTWS
$764K ﹤0.01%
20,089
+1,475
+8% +$54.3K
EXAM
2632
DELISTED
EXAMWORKS GROUP INC COM STK (DE)
EXAM
$764K ﹤0.01%
28,732
-19,619
-41% -$529K
ABCB icon
2633
Ameris Bancorp
ABCB
$5.89B
$760K ﹤0.01%
22,358
+3,627
+19% +$116K
EMWP
2634
DELISTED
Eros Media World PLC
EMWP
$760K ﹤0.01%
4,153
+730
+21% +$212K
YELL
2635
DELISTED
Yellow Corporation Common Stock
YELL
$760K ﹤0.01%
53,629
+26,932
+101% +$423K
RAX
2636
DELISTED
Rackspace Hosting Inc
RAX
$759K ﹤0.01%
29,990
-4,143
-12% -$110K
AMCC
2637
DELISTED
Applied Micro Circuits Corporation New
AMCC
$759K ﹤0.01%
119,099
+597
+0.5% +$4.03K
GSM icon
2638
FerroAtlántica
GSM
$590M
$758K ﹤0.01%
70,526
-3,062
-4% -$34.9K
QDEL icon
2639
QuidelOrtho
QDEL
$1.13B
$757K ﹤0.01%
35,697
-2,106
-6% -$42.8K
RJET
2640
DELISTED
REPUBLIC AWYS HLDGS INC
RJET
$755K ﹤0.01%
192,164
+19,857
+12% +$98.4K
DWRE
2641
DELISTED
DEMANDWARE INC COM STK (DE)
DWRE
$754K ﹤0.01%
13,963
-252
-2% -$13.2K
TUES
2642
DELISTED
Tuesday Morning Corp
TUES
$753K ﹤0.01%
115,808
+31,333
+37% +$193K
AERI
2643
DELISTED
Aerie Pharmaceuticals
AERI
$751K ﹤0.01%
30,836
+10,524
+52% +$246K
TSYS
2644
DELISTED
TELECOMMUNICATIONS SYS INC "A"
TSYS
$751K ﹤0.01%
151,178
+47,190
+45% +$209K
CMCO icon
2645
Columbus McKinnon
CMCO
$422M
$750K ﹤0.01%
39,672
+485
+1% +$9.37K
JTD
2646
DELISTED
NUVEEN TAX-ADVANTAGE DIVIDEND GROWTH FUND
JTD
$750K ﹤0.01%
53,903
-5,133
-9% -$73.2K
TRK
2647
DELISTED
Speedway Motorsports, Inc.
TRK
$750K ﹤0.01%
36,219
-1,743
-5% -$33.4K
VASC
2648
DELISTED
Vascular Solutions Inc
VASC
$746K ﹤0.01%
21,703
+2,266
+12% +$76.8K
FLWS icon
2649
1-800-Flowers.com
FLWS
$252M
$745K ﹤0.01%
102,402
+5,857
+6% +$50.4K
ONIT
2650
Onity Group
ONIT
$342M
$744K ﹤0.01%
7,113
+3,741
+111% +$392K
104 105
106
107 108

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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.