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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
POWL icon
2876
Powell Industries
POWL
$6.79B
$501K ﹤0.01%
57,774
-10,527
-15% -$109K
PSA.PRT.CL
2877
DELISTED
Public Storage
PSA.PRT.CL
$501K ﹤0.01%
+19,444
New +$497K
VLRS
2878
Controladora Vuela Compania de Aviacion
VLRS
$869M
$500K ﹤0.01%
29,135
+13,422
+85% +$229K
AVDL
2879
DELISTED
Avadel Pharmaceuticals
AVDL
$498K ﹤0.01%
+40,792
New +$636K
SEMG
2880
DELISTED
SEMGROUP CORPORATION
SEMG
$497K ﹤0.01%
17,229
+5,631
+49% +$216K
FOE
2881
DELISTED
Ferro Corporation
FOE
$495K ﹤0.01%
44,523
-64,977
-59% -$771K
FNFV
2882
DELISTED
Fidelity Natl Financial, Inc.
FNFV
$495K ﹤0.01%
44,045
+6,829
+18% +$75.9K
DMND
2883
DELISTED
DIAMOND FOODS, INC.
DMND
$495K ﹤0.01%
12,838
+705
+6% +$26.6K
COWN
2884
DELISTED
Cowen Inc. Class A Common Stock
COWN
$494K ﹤0.01%
32,271
+18,715
+138% +$324K
CUBI icon
2885
Customers Bancorp
CUBI
$2.66B
$493K ﹤0.01%
18,123
+604
+3% +$16.8K
SHOS
2886
DELISTED
Sears Hometown and Outlet Stores, Inc.
SHOS
$493K ﹤0.01%
61,619
-459
-0.7% -$3.76K
JPM.PRE.CL
2887
DELISTED
JPMORGAN CHASE & CO. Depositary Shares, each representing a 1/400th interest in a share of 6.30% Non
JPM.PRE.CL
$493K ﹤0.01%
+18,784
New +$488K
NSLR
2888
Neostellar Capital Corp
NSLR
$258M
$491K ﹤0.01%
80,701
-407,027
-83% -$2.5M
EXAC
2889
DELISTED
Exactech Inc
EXAC
$490K ﹤0.01%
26,973
+7,153
+36% +$127K
UEIC icon
2890
Universal Electronics
UEIC
$59.2M
$489K ﹤0.01%
9,518
-12,057
-56% -$585K
VPG icon
2891
Vishay Precision Group
VPG
$1.08B
$489K ﹤0.01%
43,226
+2,298
+6% +$27.3K
HIL
2892
DELISTED
Hill International, Inc. Common Stock
HIL
$489K ﹤0.01%
125,931
+7,085
+6% +$24.7K
BMTC
2893
DELISTED
Bryn Mawr Bank Corp
BMTC
$489K ﹤0.01%
17,014
+1,049
+7% +$31.1K
NUTR
2894
DELISTED
Nutraceutical International Co
NUTR
$488K ﹤0.01%
+18,912
New +$465K
ORA icon
2895
Ormat Technologies
ORA
$5.8B
$487K ﹤0.01%
13,342
-6,718
-33% -$245K
TUMI
2896
DELISTED
TUMI HLDGS INC COM
TUMI
$486K ﹤0.01%
29,208
+13,727
+89% +$234K
EFG icon
2897
iShares MSCI EAFE Growth ETF
EFG
$16.2B
$485K ﹤0.01%
+7,231
New +$490K
FNV icon
2898
Franco-Nevada
FNV
$41.3B
$483K ﹤0.01%
10,566
+3,319
+46% +$161K
MRLN
2899
DELISTED
Marlin Business Services Corp
MRLN
$483K ﹤0.01%
30,064
-14
-0% -$237
RNR.PRE
2900
DELISTED
RENAISSANCERE HOLDINGS LTD 5.375% SER E
RNR.PRE
$483K ﹤0.01%
+19,352
New +$478K
114 115
116
117 118

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AF
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MCM
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PSUF
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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.