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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
BDBD
3351
DELISTED
BOULDER BRANDS INC
BDBD
$149K ﹤0.01%
13,595
-17,606
-56% -$172K
TLGT
3352
DELISTED
Teligent, Inc
TLGT
$148K ﹤0.01%
+1,665
New +$133K
JMG
3353
DELISTED
JOURNAL MEDIA GROUP INC COM
JMG
$148K ﹤0.01%
12,320
+1,480
+14% +$17.4K
TWIN icon
3354
Twin Disc
TWIN
$321M
$146K ﹤0.01%
13,917
-29,150
-68% -$338K
EGLE
3355
DELISTED
Eagle Bulk Shipping Inc.
EGLE
$146K ﹤0.01%
+297
New +$186K
CHMI
3356
Cherry Hill Mortgage Investment Corp
CHMI
$82.3M
$145K ﹤0.01%
+11,180
New +$163K
CRK icon
3357
Comstock Resources
CRK
$3.7B
$142K ﹤0.01%
15,237
+774
+5% +$9.26K
TEI
3358
Templeton Emerging Markets Income Fund
TEI
$310M
$142K ﹤0.01%
+14,249
New +$142K
CALL
3359
DELISTED
magicJack VocalTec Ltd
CALL
$142K ﹤0.01%
15,005
-3,874
-21% -$39.5K
SIEN
3360
DELISTED
Sientra, Inc.
SIEN
$141K ﹤0.01%
2,387
+863
+57% +$44.8K
KVHI icon
3361
KVH Industries
KVHI
$171M
$140K ﹤0.01%
14,897
-18,923
-56% -$183K
CMBT
3362
CMB.TECH NV
CMBT
$4.52B
$140K ﹤0.01%
+10,239
New +$145K
SIM icon
3363
Grupo SIMEC
SIM
$4.22B
$138K ﹤0.01%
20,590
-1,120
-5% -$8.25K
CSLT
3364
DELISTED
CASTLIGHT HEALTH, INC.
CSLT
$137K ﹤0.01%
+32,143
New +$138K
CWCO icon
3365
Consolidated Water Co
CWCO
$472M
$135K ﹤0.01%
11,016
-444
-4% -$5.16K
NEFF
3366
DELISTED
Neff Corporation
NEFF
$135K ﹤0.01%
+17,627
New +$121K
EVC icon
3367
Entravision Communication
EVC
$1.02B
$134K ﹤0.01%
17,390
-5,456
-24% -$44.3K
RICK icon
3368
RCI Hospitality Holdings
RICK
$202M
$134K ﹤0.01%
+13,439
New +$134K
MHGC
3369
DELISTED
Morgans Hotel Group Co.
MHGC
$133K ﹤0.01%
39,549
+6,314
+19% +$21.5K
KERX
3370
DELISTED
Keryx Biopharmaceuticals Inc
KERX
$132K ﹤0.01%
26,156
+5,210
+25% +$24.8K
SPNS
3371
DELISTED
Sapiens International
SPNS
$130K ﹤0.01%
12,763
-630
-5% -$6.84K
TAC icon
3372
TransAlta
TAC
$3.93B
$128K ﹤0.01%
36,200
-19,120
-35% -$82.6K
MOBL
3373
DELISTED
MobileIron, Inc.
MOBL
$127K ﹤0.01%
35,101
+17,556
+100% +$69K
BTE icon
3374
Baytex Energy
BTE
$2.96B
$125K ﹤0.01%
38,646
-8,992
-19% -$35.1K
HALL
3375
DELISTED
Hallmark Financial Services, Inc.
HALL
$125K ﹤0.01%
1,066
-1,993
-65% -$246K
133 134
135
136 137

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MCM
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PSUF
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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.