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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
FF icon
2251
Future Fuel
FF
$218M
$1.32M ﹤0.01%
98,011
+34,789
+55% +$488K
FELE icon
2252
Franklin Electric
FELE
$4.57B
$1.32M ﹤0.01%
48,895
-899
-2% -$27.1K
P
2253
DELISTED
Pandora Media Inc
P
$1.32M ﹤0.01%
98,479
+4,621
+5% +$68.8K
ACRE
2254
Ares Commercial Real Estate
ACRE
$239M
$1.32M ﹤0.01%
115,337
+6,764
+6% +$83.7K
PBA icon
2255
Pembina Pipeline
PBA
$29.3B
$1.32M ﹤0.01%
60,609
+18,935
+45% +$455K
NBIX icon
2256
Neurocrine Biosciences
NBIX
$18.7B
$1.32M ﹤0.01%
23,287
-3,751
-14% -$191K
SAFE
2257
Safehold
SAFE
$1.13B
$1.31M ﹤0.01%
22,918
-6,168
-21% -$377K
X
2258
DELISTED
US Steel
X
$1.31M ﹤0.01%
163,644
+73,539
+82% +$723K
BW icon
2259
Babcock & Wilcox
BW
$1.41B
$1.3M ﹤0.01%
6,247
+949
+18% +$173K
LRN icon
2260
Stride
LRN
$3.53B
$1.3M ﹤0.01%
148,175
-183
-0.1% -$1.95K
PKD
2261
DELISTED
Parker Drilling Company
PKD
$1.3M ﹤0.01%
47,656
-1,709
-3% -$68.3K
CNXN icon
2262
PC Connection
CNXN
$2.08B
$1.3M ﹤0.01%
57,242
+1,728
+3% +$37.8K
SNP
2263
DELISTED
CHINA PETROLEUM & CHEMICAL CORPORATION ADS (REP 100 ORDINARY H SHARES)
SNP
$1.3M ﹤0.01%
21,599
-17,235
-44% -$1.14M
WMC
2264
DELISTED
Western Asset Mortgage Capital Corporation
WMC
$1.3M ﹤0.01%
12,678
+1,420
+13% +$162K
BBSI icon
2265
Barrett Business Services
BBSI
$982M
$1.29M ﹤0.01%
118,932
+27,776
+30% +$307K
MYCC
2266
DELISTED
ClubCorp Holdings, Inc.
MYCC
$1.29M ﹤0.01%
70,859
-1,400
-2% -$27K
SRCE icon
2267
1st Source
SRCE
$2.16B
$1.29M ﹤0.01%
41,862
-248
-0.6% -$7.95K
BCH icon
2268
Banco de Chile
BCH
$21.3B
$1.29M ﹤0.01%
69,951
-51,153
-42% -$982K
HCOM
2269
DELISTED
Hawaiian Telcom Holdco, Inc
HCOM
$1.29M ﹤0.01%
51,921
+5,408
+12% +$129K
DRYS
2270
DELISTED
DryShips Inc. Common Stock
DRYS
$1.29M ﹤0.01%
1
– –
BFS
2271
Saul Centers
BFS
$850M
$1.29M ﹤0.01%
25,075
+2,599
+12% +$141K
BRW
2272
Saba Capital Income & Opportunities Fund
BRW
$342M
$1.28M ﹤0.01%
+126,879
New +$1.27M
WD icon
2273
Walker & Dunlop
WD
$1.68B
$1.28M ﹤0.01%
44,438
+13,739
+45% +$396K
LABL
2274
DELISTED
Multi-Color Corp
LABL
$1.28M ﹤0.01%
21,370
-4,772
-18% -$328K
RGEN icon
2275
Repligen
RGEN
$8.1B
$1.28M ﹤0.01%
45,094
+6,649
+17% +$192K
89 90
91
92 93

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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.