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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
APLE icon
2851
Apple Hospitality REIT
APLE
$3.97B
$514K ﹤0.01%
25,727
+11,268
+78% +$221K
ACLS icon
2852
Axcelis
ACLS
$3.44B
$513K ﹤0.01%
49,527
-1,133
-2% -$12K
RF.PRB
2853
DELISTED
REGIONS FINANCIAL CORPORATION
RF.PRB
$512K ﹤0.01%
+18,855
New +$499K
XCO
2854
DELISTED
Exco Resources
XCO
$512K ﹤0.01%
27,533
-326
-1% -$5.39K
STGW icon
2855
Stagwell
STGW
$2B
$511K ﹤0.01%
23,529
+2,317
+11% +$48.9K
ALR
2856
DELISTED
AlerisLife Inc
ALR
$510K ﹤0.01%
16,046
+2,479
+18% +$83.5K
PHD
2857
DELISTED
Pioneer Floating Rate Fund
PHD
$509K ﹤0.01%
+46,878
New +$510K
TLYS icon
2858
Tilly's
TLYS
$114M
$509K ﹤0.01%
76,719
-2,819
-4% -$19K
MLR icon
2859
Miller Industries
MLR
$577M
$508K ﹤0.01%
23,307
+137
+0.6% +$2.99K
TIP icon
2860
iShares TIPS Bond ETF
TIP
$14.5B
$508K ﹤0.01%
4,628
-1,191
-20% -$132K
ACHN
2861
DELISTED
Achillion Pharmaceuticals
ACHN
$508K ﹤0.01%
47,052
+3,535
+8% +$32.1K
DTLK
2862
DELISTED
Datalink Corp
DTLK
$508K ﹤0.01%
74,720
+2,390
+3% +$17K
CRD.B icon
2863
Crawford & Co Class B
CRD.B
$507M
$507K ﹤0.01%
95,404
+1,104
+1% +$6.41K
SUPN icon
2864
Supernus Pharmaceuticals
SUPN
$2.7B
$507K ﹤0.01%
37,692
+226
+0.6% +$3.5K
USAK
2865
DELISTED
USA Truck Inc
USAK
$507K ﹤0.01%
29,039
+11,105
+62% +$208K
JOE icon
2866
St. Joe Company
JOE
$3.55B
$506K ﹤0.01%
27,342
+140
+0.5% +$2.74K
RDI icon
2867
Reading International Class A
RDI
$32.5M
$506K ﹤0.01%
38,579
+15,632
+68% +$228K
CALD
2868
DELISTED
Callidus Software, Inc.
CALD
$506K ﹤0.01%
27,252
+2,175
+9% +$41.1K
ASPS icon
2869
Altisource Portfolio Solutions
ASPS
$58.4M
$505K ﹤0.01%
2,269
+115
+5% +$25.6K
ENV
2870
DELISTED
ENVESTNET, INC.
ENV
$505K ﹤0.01%
16,911
-4,314
-20% -$133K
RSE
2871
DELISTED
ROUSE PPTYS INC COM (DE)
RSE
$504K ﹤0.01%
34,632
+566
+2% +$9.24K
XLF icon
2872
State Street Financial Select Sector SPDR ETF
XLF
$56.5B
$502K ﹤0.01%
24,010
-165
-0.7% -$3.48K
EMCI
2873
DELISTED
EMC INS Group Inc
EMCI
$502K ﹤0.01%
19,847
+255
+1% +$6.41K
ROS
2874
DELISTED
ROSTELEKOM
ROS
$502K ﹤0.01%
+68,024
New +$502K
IRWD icon
2875
Ironwood Pharmaceuticals
IRWD
$586M
$501K ﹤0.01%
51,625
-13,432
-21% -$130K
113 114
115
116 117

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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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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.