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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
VECO icon
2701
Veeco
VECO
$2.62B
$696K ﹤0.01%
33,862
-36,976
-52% -$749K
HAFC icon
2702
Hanmi Financial
HAFC
$935M
$695K ﹤0.01%
29,319
-799
-3% -$20.4K
IWC icon
2703
iShares Micro-Cap ETF
IWC
$1.42B
$694K ﹤0.01%
9,621
+909
+10% +$67K
PRFT
2704
DELISTED
Perficient Inc
PRFT
$694K ﹤0.01%
40,522
+3,596
+10% +$61K
HZO icon
2705
MarineMax
HZO
$748M
$692K ﹤0.01%
37,546
+11,004
+41% +$183K
MBI icon
2706
MBIA
MBI
$275M
$692K ﹤0.01%
106,788
-66,748
-38% -$453K
MXWL
2707
DELISTED
Maxwell Technologies Inc
MXWL
$691K ﹤0.01%
96,824
+91
+0.1% +$590
DYN
2708
DELISTED
Dynegy, Inc.
DYN
$691K ﹤0.01%
51,582
-6,676
-11% -$115K
HWKN icon
2709
Hawkins
HWKN
$2.9B
$690K ﹤0.01%
38,566
+2,018
+6% +$40.1K
KNM
2710
DELISTED
KONAMI CORPORATION ADS (1 SH COM STK)
KNM
$690K ﹤0.01%
+28,742
New +$690K
CRAI icon
2711
CRA International
CRAI
$1.23B
$687K ﹤0.01%
36,861
+2,150
+6% +$46.7K
MEG
2712
DELISTED
Media General, Inc
MEG
$685K ﹤0.01%
42,404
+26,460
+166% +$399K
IAG icon
2713
IAMGOLD
IAG
$8.05B
$684K ﹤0.01%
481,926
+26,328
+6% +$43K
TERP
2714
DELISTED
TerraForm Power, Inc
TERP
$680K ﹤0.01%
54,087
+42,106
+351% +$600K
OMN
2715
DELISTED
OMNOVA Solutions Inc.
OMN
$671K ﹤0.01%
109,416
+563
+0.5% +$3.82K
AKS
2716
DELISTED
AK Steel Holding Corp
AKS
$671K ﹤0.01%
299,521
-53,376
-15% -$134K
UNVR
2717
DELISTED
Univar Solutions Inc.
UNVR
$670K ﹤0.01%
+39,360
New +$715K
LMOS
2718
DELISTED
Lumos Networks Corp
LMOS
$668K ﹤0.01%
59,666
-1,919
-3% -$23.2K
PCTY icon
2719
Paylocity
PCTY
$7.75B
$663K ﹤0.01%
16,358
+6,858
+72% +$263K
GTN icon
2720
Gray Television
GTN
$437M
$659K ﹤0.01%
40,428
+27,118
+204% +$425K
OLED icon
2721
Universal Display
OLED
$3.75B
$657K ﹤0.01%
12,062
+1,138
+10% +$50.2K
WHG icon
2722
Westwood Holdings Group
WHG
$185M
$657K ﹤0.01%
12,619
+1
+0% +$56
ICPT
2723
DELISTED
Intercept Pharmaceuticals, Inc.
ICPT
$657K ﹤0.01%
4,396
+58
+1% +$9.82K
ARIA
2724
DELISTED
Ariad Pharmaceuticals Inc
ARIA
$656K ﹤0.01%
104,995
-297,817
-74% -$1.95M
CHEF icon
2725
Chefs' Warehouse
CHEF
$4.31B
$650K ﹤0.01%
38,982
-830
-2% -$14.1K
107 108
109
110 111

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MCM
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PSUF
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IA
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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.