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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
IPHI
1851
DELISTED
INPHI CORPORATION
IPHI
$2.3M ﹤0.01%
85,233
+3,980
+5% +$114K
POWI icon
1852
Power Integrations
POWI
$3.41B
$2.3M ﹤0.01%
94,684
-3,812
-4% -$92.8K
AIRM
1853
DELISTED
Air Methods Corp
AIRM
$2.3M ﹤0.01%
54,832
+17,381
+46% +$706K
IL
1854
DELISTED
IntraLinks Holdings Inc.
IL
$2.3M ﹤0.01%
253,205
+62,634
+33% +$578K
FFIC
1855
DELISTED
Flushing Financial
FFIC
$2.29M ﹤0.01%
106,039
+417
+0.4% +$8.96K
VIAV icon
1856
Viavi Solutions
VIAV
$9.07B
$2.29M ﹤0.01%
376,862
+179,593
+91% +$1.09M
GNRC icon
1857
Generac Holdings
GNRC
$11.6B
$2.29M ﹤0.01%
77,021
+19,029
+33% +$570K
MSCC
1858
DELISTED
Microsemi Corp
MSCC
$2.29M ﹤0.01%
70,367
-38,662
-35% -$1.36M
KOP icon
1859
Koppers
KOP
$943M
$2.29M ﹤0.01%
125,610
+19,221
+18% +$390K
HY icon
1860
Hyster-Yale Materials Handling
HY
$597M
$2.29M ﹤0.01%
43,689
+16,732
+62% +$960K
MPT
1861
Medical Properties Trust
MPT
$2.75B
$2.29M ﹤0.01%
198,895
+29,100
+17% +$332K
HSII
1862
DELISTED
Heidrick & Struggles
HSII
$2.29M ﹤0.01%
84,050
-4,066
-5% -$106K
SEO
1863
DELISTED
STORA ENSO OYJ, ADS(RP 1 SR R)
SEO
$2.29M ﹤0.01%
+251,128
New +$2.29M
MMSI icon
1864
Merit Medical Systems
MMSI
$5.11B
$2.28M ﹤0.01%
122,528
+5,349
+5% +$108K
DRH icon
1865
Diamondrock Hospitality Co
DRH
$2.71B
$2.27M ﹤0.01%
235,652
+58,290
+33% +$654K
LGF
1866
DELISTED
Lions Gate Entertainment
LGF
$2.27M ﹤0.01%
70,064
-954
-1% -$35.1K
EXPO icon
1867
Exponent
EXPO
$3.21B
$2.26M ﹤0.01%
90,528
+3,936
+5% +$99.9K
RSTI
1868
DELISTED
Rofin-Sinar Technologies Inc
RSTI
$2.26M ﹤0.01%
84,385
-5,563
-6% -$155K
OMCL icon
1869
Omnicell
OMCL
$1.65B
$2.26M ﹤0.01%
72,686
+4,556
+7% +$134K
SCL icon
1870
Stepan Co
SCL
$1.46B
$2.25M ﹤0.01%
45,354
+4,373
+11% +$219K
GTLS
1871
DELISTED
Chart Industries
GTLS
$2.25M ﹤0.01%
125,375
+24,666
+24% +$495K
KAI icon
1872
Kadant
KAI
$3.64B
$2.25M ﹤0.01%
55,377
+1,083
+2% +$44.6K
WIT icon
1873
Wipro
WIT
$19.5B
$2.25M ﹤0.01%
1,037,707
+399,222
+63% +$904K
AEIS icon
1874
Advanced Energy
AEIS
$11.8B
$2.24M ﹤0.01%
79,502
-8,274
-9% -$236K
ANH
1875
DELISTED
Anworth Mortgage Asset Corporation
ANH
$2.24M ﹤0.01%
515,465
+18,299
+4% +$86.6K
73 74
75
76 77

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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.