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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
CGNX icon
2226
Cognex
CGNX
$10.4B
$1.36M ﹤0.01%
80,508
-3,016
-4% -$53.8K
MHY
2227
DELISTED
WESTERN ASSET MANAGED HIGH INCOM FD INC. COM
MHY
$1.36M ﹤0.01%
300,478
+121,063
+67% +$550K
HMHC
2228
DELISTED
Houghton Mifflin Harcourt Company
HMHC
$1.35M ﹤0.01%
62,100
-4,804
-7% -$96.6K
APEI icon
2229
American Public Education
APEI
$910M
$1.35M ﹤0.01%
72,595
+11,532
+19% +$253K
MDRX
2230
DELISTED
Veradigm Inc. Common Stock
MDRX
$1.35M ﹤0.01%
87,691
+9,062
+12% +$130K
UNTD
2231
DELISTED
UNITED ONLINE INC COM NEW
UNTD
$1.35M ﹤0.01%
114,357
+13,060
+13% +$147K
GOOD
2232
Gladstone Commercial Corp
GOOD
$606M
$1.35M ﹤0.01%
92,281
+748
+0.8% +$11.2K
MS.PRE icon
2233
Morgan Stanley Series E Preferred Stock
MS.PRE
$877M
$1.34M ﹤0.01%
+46,981
New +$1.32M
PTLA
2234
DELISTED
Portola Pharmaceuticals, Inc.
PTLA
$1.34M ﹤0.01%
26,141
+9,416
+56% +$457K
SEB icon
2235
Seaboard Corp
SEB
$4.32B
$1.34M ﹤0.01%
464
+149
+47% +$466K
ENSG icon
2236
The Ensign Group
ENSG
$10.4B
$1.34M ﹤0.01%
63,383
+15,235
+32% +$321K
NFBK
2237
DELISTED
Northfield Bancorp
NFBK
$1.34M ﹤0.01%
84,143
+18,108
+27% +$285K
GPRE icon
2238
Green Plains
GPRE
$1.21B
$1.34M ﹤0.01%
58,417
-3,013
-5% -$63.9K
TTSH
2239
DELISTED
Tile Shop Holdings
TTSH
$1.34M ﹤0.01%
81,614
+65,368
+402% +$992K
CLMS
2240
DELISTED
Calamos Asset Management, Inc.
CLMS
$1.34M ﹤0.01%
138,181
-5,007
-3% -$47.1K
SSI
2241
DELISTED
Stage Stores Inc
SSI
$1.34M ﹤0.01%
146,711
+11,836
+9% +$109K
USG
2242
DELISTED
Usg
USG
$1.34M ﹤0.01%
55,025
-19,834
-26% -$488K
DYAX
2243
DELISTED
DYAX CORPORATION
DYAX
$1.34M ﹤0.01%
35,543
+20,013
+129% +$643K
HRTX icon
2244
Heron Therapeutics
HRTX
$94.1M
$1.33M ﹤0.01%
49,894
+24,517
+97% +$656K
SCNB
2245
DELISTED
Suffolk Bancorp
SCNB
$1.33M ﹤0.01%
46,985
+797
+2% +$23.3K
LOCO icon
2246
El Pollo Loco
LOCO
$502M
$1.33M ﹤0.01%
105,368
+88,393
+521% +$1.05M
SHEN icon
2247
Shenandoah Telecom
SHEN
$654M
$1.33M ﹤0.01%
61,820
-1,802
-3% -$41.6K
BCC icon
2248
Boise Cascade
BCC
$2.65B
$1.33M ﹤0.01%
52,038
-5,463
-10% -$156K
EHTH icon
2249
eHealth
EHTH
$43.8M
$1.32M ﹤0.01%
132,678
+27,833
+27% +$332K
FNGN
2250
DELISTED
Financial Engines, Inc.
FNGN
$1.32M ﹤0.01%
39,334
+4,240
+12% +$141K
88 89
90
91 92

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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.