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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
EVHC
2001
DELISTED
Envision Healthcare Holdings Inc
EVHC
$1.89M ﹤0.01%
24,350
-9,593
-28% -$829K
KGC icon
2002
Kinross Gold
KGC
$27.4B
$1.88M ﹤0.01%
1,033,855
-150,450
-13% -$297K
STBA icon
2003
S&T Bancorp
STBA
$1.87B
$1.88M ﹤0.01%
61,006
-1,277
-2% -$41.4K
TISI icon
2004
Team
TISI
$81M
$1.88M ﹤0.01%
5,877
+1,344
+30% +$475K
ARGO
2005
DELISTED
Argo Group International Holdings, Ltd.
ARGO
$1.88M ﹤0.01%
39,707
+4,820
+14% +$236K
GTY
2006
Getty Realty Corp
GTY
$2.11B
$1.87M ﹤0.01%
109,296
+26,435
+32% +$442K
DF
2007
DELISTED
Dean Foods Company
DF
$1.87M ﹤0.01%
109,077
+27,579
+34% +$497K
HW
2008
DELISTED
Headwaters Inc
HW
$1.87M ﹤0.01%
110,705
+9,179
+9% +$173K
AZTA icon
2009
Azenta
AZTA
$1.3B
$1.86M ﹤0.01%
174,628
+5,803
+3% +$65.7K
WST icon
2010
West Pharmaceutical
WST
$24B
$1.86M ﹤0.01%
30,929
-5,954
-16% -$358K
SNEX icon
2011
StoneX
SNEX
$9.29B
$1.86M ﹤0.01%
281,556
+92,310
+49% +$588K
GPOR
2012
DELISTED
Gulfport Energy Corp.
GPOR
$1.86M ﹤0.01%
75,642
-23,819
-24% -$670K
FTD
2013
DELISTED
FTD Companies, Inc. Common Stock
FTD
$1.86M ﹤0.01%
70,945
+5,693
+9% +$155K
HLIT icon
2014
Harmonic Inc
HLIT
$1.26B
$1.85M ﹤0.01%
454,899
-61,702
-12% -$329K
TMP icon
2015
Tompkins Financial
TMP
$1.43B
$1.85M ﹤0.01%
32,959
+532
+2% +$30.6K
TRST
2016
Trustco Bank Corp NY
TRST
$970M
$1.85M ﹤0.01%
60,277
+5,026
+9% +$157K
AMTG
2017
DELISTED
APOLLO RESIDENTIAL MTG INC COM STK
AMTG
$1.85M ﹤0.01%
154,590
-9,509
-6% -$121K
EPAY
2018
DELISTED
Bottomline Technologies Inc
EPAY
$1.84M ﹤0.01%
62,037
+2,563
+4% +$72.4K
DNR
2019
DELISTED
Denbury Resources, Inc.
DNR
$1.84M ﹤0.01%
911,559
+73,782
+9% +$238K
AFT
2020
DELISTED
Apollo Senior Floating Rate Fund Inc.
AFT
$1.84M ﹤0.01%
+121,479
New +$1.86M
BWLD
2021
DELISTED
Buffalo Wild Wings, Inc.
BWLD
$1.84M ﹤0.01%
11,520
+2,481
+27% +$414K
PCH
2022
DELISTED
PotlatchDeltic
PCH
$1.84M ﹤0.01%
60,729
-1,396
-2% -$43.7K
ENOV icon
2023
Enovis
ENOV
$1.68B
$1.83M ﹤0.01%
45,648
-59,535
-57% -$2.73M
IVH
2024
DELISTED
Delaware Ivy High Income Opportunities Fund
IVH
$1.83M ﹤0.01%
148,115
+57,417
+63% +$751K
KRA
2025
DELISTED
Kraton Corporation
KRA
$1.83M ﹤0.01%
110,150
+15,981
+17% +$328K
79 80
81
82 83

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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.