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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
XRM
2176
DELISTED
Xerium Technologies Inc (new)
XRM
$1.46M ﹤0.01%
122,980
-2,197
-2% -$27.4K
HOPE icon
2177
Hope Bancorp
HOPE
$1.79B
$1.46M ﹤0.01%
84,558
-3,135
-4% -$53.8K
ESRT icon
2178
Empire State Realty Trust
ESRT
$862M
$1.45M ﹤0.01%
80,442
+15,733
+24% +$282K
SFLY
2179
DELISTED
Shutterfly, Inc.
SFLY
$1.45M ﹤0.01%
32,621
-52,513
-62% -$2.25M
ANGO icon
2180
AngioDynamics
ANGO
$610M
$1.45M ﹤0.01%
119,561
+14,977
+14% +$184K
HVT icon
2181
Haverty Furniture Companies
HVT
$403M
$1.45M ﹤0.01%
67,698
+8,269
+14% +$190K
AMJ
2182
DELISTED
JP Morgan Alerian MLP Index ETN 5/24/24
AMJ
$1.45M ﹤0.01%
+50,043
New +$1.54M
FCNCA icon
2183
First Citizens BancShares
FCNCA
$24.6B
$1.45M ﹤0.01%
5,611
+1,445
+35% +$359K
CVBF icon
2184
CVB Financial
CVBF
$4B
$1.45M ﹤0.01%
85,578
-3,052
-3% -$53.5K
AROC icon
2185
Archrock
AROC
$6.21B
$1.45M ﹤0.01%
192,330
+71,825
+60% +$1.03M
BKD icon
2186
Brookdale Senior Living
BKD
$3.49B
$1.44M ﹤0.01%
78,186
-6,846
-8% -$147K
DMB
2187
BNY Mellon Municipal Bond Infrastructure Fund
DMB
$195M
$1.44M ﹤0.01%
116,526
+47,071
+68% +$572K
SHOR
2188
DELISTED
ShoreTel, Inc.
SHOR
$1.44M ﹤0.01%
162,802
+31,204
+24% +$290K
GIMO
2189
DELISTED
Gigamon Inc.
GIMO
$1.44M ﹤0.01%
54,212
-1,112
-2% -$28.6K
JRVR icon
2190
James River Group Holdings
JRVR
$207M
$1.44M ﹤0.01%
42,877
+2,709
+7% +$82.1K
AMAG
2191
DELISTED
AMAG Pharmaceuticals
AMAG
$1.43M ﹤0.01%
47,392
+6,193
+15% +$200K
INN
2192
Summit Hotel Properties
INN
$748M
$1.43M ﹤0.01%
119,631
+5,192
+5% +$66.2K
ZLTQ
2193
DELISTED
ZELTIQ Aesthetics, Inc.
ZLTQ
$1.43M ﹤0.01%
50,111
+4,724
+10% +$149K
UCB
2194
United Community Banks
UCB
$4.23B
$1.43M ﹤0.01%
73,344
+246
+0.3% +$5K
FCH
2195
DELISTED
Felcor Lodging Trust
FCH
$1.43M ﹤0.01%
195,754
+1,692
+0.9% +$13.2K
AHT
2196
Ashford Hospitality Trust
AHT
$20.9M
$1.43M ﹤0.01%
229
-23
-9% -$152K
FPO
2197
DELISTED
First Potomac Realty Trust
FPO
$1.42M ﹤0.01%
124,937
-31
-0% -$354
OTTR icon
2198
Otter Tail
OTTR
$3.75B
$1.42M ﹤0.01%
53,440
+9,619
+22% +$258K
TBNK
2199
DELISTED
Territorial Bancorp Inc.
TBNK
$1.42M ﹤0.01%
51,276
+7,138
+16% +$201K
PRAA icon
2200
PRA Group
PRAA
$662M
$1.42M ﹤0.01%
40,977
-790
-2% -$35.3K
86 87
88
89 90

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MCM
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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.