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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
PEB icon
1826
Pebblebrook Hotel Trust
PEB
$2.15B
$2.38M ﹤0.01%
84,894
-8,395
-9% -$277K
AFB
1827
AllianceBernstein National Municipal Income Fund
AFB
$313M
$2.38M ﹤0.01%
172,179
-3,983
-2% -$53.7K
BRX icon
1828
Brixmor Property Group
BRX
$9.65B
$2.38M ﹤0.01%
92,077
-19,455
-17% -$488K
NNA
1829
DELISTED
Navios Maritime Acquisition Corporation
NNA
$2.38M ﹤0.01%
52,657
-5,285
-9% -$274K
EFOR
1830
Everforth Inc
EFOR
$1.12B
$2.38M ﹤0.01%
52,849
+1,317
+3% +$57.6K
WWE
1831
DELISTED
World Wrestling Entertainment
WWE
$2.37M ﹤0.01%
133,050
+19,165
+17% +$343K
FIVE icon
1832
Five Below
FIVE
$11.9B
$2.37M ﹤0.01%
73,911
+10,933
+17% +$350K
SYA
1833
DELISTED
SYMETRA FINANCIAL CORPORATION COMMON STOCK
SYA
$2.37M ﹤0.01%
74,616
-83,093
-53% -$2.63M
USA icon
1834
Liberty All-Star Equity Fund
USA
$1.8B
$2.37M ﹤0.01%
442,304
-5,957
-1% -$31.7K
Z icon
1835
Zillow
Z
$7.76B
$2.37M ﹤0.01%
100,747
+78,381
+350% +$2.07M
FDC
1836
DELISTED
First Data Corporation
FDC
$2.36M ﹤0.01%
+147,567
New +$2.42M
CHRD icon
1837
Chord Energy
CHRD
$7.79B
$2.35M ﹤0.01%
318,692
+43,112
+16% +$461K
DNOW icon
1838
DNOW Inc
DNOW
$2.56B
$2.35M ﹤0.01%
148,471
+33,446
+29% +$571K
OIS icon
1839
Oil States International
OIS
$478M
$2.35M ﹤0.01%
86,217
+51,043
+145% +$1.52M
TNET icon
1840
TriNet
TNET
$2.99B
$2.35M ﹤0.01%
121,188
+74,693
+161% +$1.42M
MIK
1841
DELISTED
Michaels Stores, Inc
MIK
$2.34M ﹤0.01%
106,021
+19,509
+23% +$438K
COR
1842
DELISTED
Coresite Realty Corporation
COR
$2.34M ﹤0.01%
41,209
+7,729
+23% +$438K
MTW icon
1843
Manitowoc
MTW
$503M
$2.33M ﹤0.01%
167,827
+1,562
+0.9% +$22.1K
BNCL
1844
DELISTED
Beneficial Bancorp, Inc.
BNCL
$2.33M ﹤0.01%
175,013
+20,679
+13% +$283K
WMS icon
1845
Advanced Drainage Systems
WMS
$10.7B
$2.33M ﹤0.01%
96,849
+81,388
+526% +$2.3M
PIPR icon
1846
Piper Sandler
PIPR
$5.1B
$2.32M ﹤0.01%
229,992
+23,400
+11% +$224K
RLJ icon
1847
RLJ Lodging Trust
RLJ
$1.87B
$2.32M ﹤0.01%
107,408
-11,628
-10% -$285K
AFFX
1848
DELISTED
Affymetrix Inc
AFFX
$2.32M ﹤0.01%
230,260
+2,154
+0.9% +$19.9K
TFCF
1849
DELISTED
Twenty-First Century Fox, Inc. Class B
TFCF
$2.31M ﹤0.01%
84,896
+14,081
+20% +$414K
MOH icon
1850
Molina Healthcare
MOH
$10.2B
$2.31M ﹤0.01%
38,439
-21,859
-36% -$1.38M
72 73
74
75 76

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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.