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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
ARC
2726
DELISTED
ARC Document Solutions, Inc.
ARC
$650K ﹤0.01%
147,156
+2,184
+2% +$11.7K
BLDR icon
2727
Builders FirstSource
BLDR
$7.29B
$648K ﹤0.01%
58,514
+14,569
+33% +$185K
SIMO icon
2728
Silicon Motion
SIMO
$7.11B
$647K ﹤0.01%
+20,621
New +$646K
YORW icon
2729
York Water
YORW
$511M
$647K ﹤0.01%
25,942
-564
-2% -$13.3K
HTB
2730
HomeTrust Bancshares
HTB
$866M
$645K ﹤0.01%
31,875
+8,804
+38% +$172K
SWJ.CL
2731
DELISTED
STANLEY BLACK & DECKER, INC. 5.75% Junior Subordinated Debentures due 2052
SWJ.CL
$644K ﹤0.01%
+24,860
New +$644K
DDD icon
2732
3D Systems Corp
DDD
$405M
$641K ﹤0.01%
73,813
+1,356
+2% +$14K
CHUY
2733
DELISTED
Chuy's Holdings, Inc. Common Stock
CHUY
$641K ﹤0.01%
20,455
+2,334
+13% +$71.9K
PPC icon
2734
Pilgrim's Pride
PPC
$7.13B
$638K ﹤0.01%
28,864
-210,259
-88% -$4.3M
SCZ icon
2735
iShares MSCI EAFE Small-Cap ETF
SCZ
$13.1B
$637K ﹤0.01%
12,750
– –
PATK icon
2736
Patrick Industries
PATK
$2.87B
$634K ﹤0.01%
32,798
+11,225
+52% +$208K
SPSC icon
2737
SPS Commerce
SPSC
$2.55B
$633K ﹤0.01%
18,038
+656
+4% +$24K
AREX
2738
DELISTED
Approach Resources Inc.
AREX
$633K ﹤0.01%
343,979
+208,936
+155% +$468K
ZIXI
2739
DELISTED
Zix Corporation
ZIXI
$632K ﹤0.01%
124,442
+114,373
+1,136% +$586K
OPCH icon
2740
Option Care Health
OPCH
$3.58B
$631K ﹤0.01%
90,212
+8,189
+10% +$65.4K
CLDT
2741
Chatham Lodging
CLDT
$632M
$630K ﹤0.01%
30,750
+440
+1% +$9.85K
FLXS icon
2742
Flexsteel Industries
FLXS
$307M
$630K ﹤0.01%
14,249
+6,027
+73% +$258K
QLYS icon
2743
Qualys
QLYS
$4.76B
$629K ﹤0.01%
19,015
+3,029
+19% +$107K
JMBA
2744
DELISTED
Jamba, Inc.
JMBA
$628K ﹤0.01%
46,549
+4,206
+10% +$57.7K
HLIO icon
2745
Helios Technologies
HLIO
$2.47B
$625K ﹤0.01%
19,690
+582
+3% +$17.9K
GHDX
2746
DELISTED
Genomic Health, Inc.
GHDX
$624K ﹤0.01%
+17,717
New +$475K
OFIX icon
2747
Orthofix Medical
OFIX
$492M
$622K ﹤0.01%
15,860
+2,672
+20% +$99.8K
NOAH
2748
Noah Holdings
NOAH
$590M
$621K ﹤0.01%
22,235
+6,029
+37% +$176K
RNWK
2749
DELISTED
RealNetworks Inc
RNWK
$621K ﹤0.01%
146,067
+9,616
+7% +$39.8K
UMH
2750
UMH Properties
UMH
$1.34B
$619K ﹤0.01%
61,172
+2,152
+4% +$21.2K
108 109
110
111 112

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AF
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MCM
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PSUF
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IA
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SCC
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BAM
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ACI
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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.