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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
TWI icon
2151
Titan International
TWI
$475M
$1.51M ﹤0.01%
383,971
+40,362
+12% +$221K
AVTA
2152
DELISTED
Avantax, Inc. Common Stock
AVTA
$1.51M ﹤0.01%
153,836
+42,299
+38% +$467K
MTH icon
2153
Meritage Homes
MTH
$4.61B
$1.51M ﹤0.01%
88,624
+26,266
+42% +$480K
AX icon
2154
Axos Financial
AX
$5.6B
$1.5M ﹤0.01%
71,086
+4,682
+7% +$110K
PTR
2155
DELISTED
PETROCHINA COMPANY LIMITED ADS (REP 100 H SHARES)
PTR
$1.5M ﹤0.01%
22,803
-1,436
-6% -$106K
BCX icon
2156
BlackRock Resources & Commodities Strategy Trust
BCX
$902M
$1.49M ﹤0.01%
210,065
-33,945
-14% -$248K
HCKT icon
2157
Hackett Group
HCKT
$269M
$1.49M ﹤0.01%
92,779
+10,283
+12% +$169K
BAC.PRY.CL
2158
DELISTED
BANK OF AMERICA CORPORATION Depositary Shares representing a 1/1,000 th interest in a share of 6.500
BAC.PRY.CL
$1.49M ﹤0.01%
+55,748
New +$1.46M
MSEX icon
2159
Middlesex Water
MSEX
$1.04B
$1.49M ﹤0.01%
56,030
+1,729
+3% +$44.1K
SUP
2160
DELISTED
Superior Industries International
SUP
$1.49M ﹤0.01%
80,618
-485
-0.6% -$9.23K
SCHW.PRC
2161
DELISTED
The Charles Schwab Corporation
SCHW.PRC
$1.49M ﹤0.01%
+55,140
New +$1.43M
MED icon
2162
Medifast
MED
$110M
$1.48M ﹤0.01%
48,814
+10,928
+29% +$325K
TFM
2163
DELISTED
THE FRESH MARKET, INC COM STK
TFM
$1.48M ﹤0.01%
63,305
+17,116
+37% +$420K
LQDT icon
2164
Liquidity Services
LQDT
$1.19B
$1.48M ﹤0.01%
227,864
+38,491
+20% +$289K
MUI
2165
DELISTED
BlackRock Municipal Income Fund, Inc.
MUI
$1.48M ﹤0.01%
+104,176
New +$1.45M
LULU icon
2166
lululemon athletica
LULU
$13.6B
$1.47M ﹤0.01%
28,093
-1,958
-7% -$98.7K
ERF
2167
DELISTED
Enerplus Corporation
ERF
$1.47M ﹤0.01%
430,556
+71,834
+20% +$343K
SFNC icon
2168
Simmons First National
SFNC
$3.38B
$1.47M ﹤0.01%
57,334
+996
+2% +$26.2K
MFL
2169
DELISTED
BLACKROCK MUNIHOLDINGS INVESTMENT QUALITY FUND
MFL
$1.47M ﹤0.01%
101,147
-4,213
-4% -$60.2K
EMB icon
2170
iShares JPMorgan USD Emerging Markets Bond ETF
EMB
$15B
$1.47M ﹤0.01%
13,876
+8,259
+147% +$890K
SYNT
2171
DELISTED
Syntel Inc
SYNT
$1.46M ﹤0.01%
32,308
+47
+0.1% +$2.19K
CVLT icon
2172
Commault Systems
CVLT
$4.82B
$1.46M ﹤0.01%
37,127
+1,877
+5% +$73.4K
AMFW
2173
DELISTED
AMEC Foster Wheeler plc
AMFW
$1.46M ﹤0.01%
226,886
-1,652
-0.7% -$14.2K
GLD icon
2174
SPDR Gold Trust
GLD
$133B
$1.46M ﹤0.01%
14,377
-1,517
-10% -$160K
ACAD icon
2175
Acadia Pharmaceuticals
ACAD
$4.55B
$1.46M ﹤0.01%
40,864
+5,088
+14% +$179K
85 86
87
88 89

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MCM
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PSUF
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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.