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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
EFT
3126
Eaton Vance Floating-Rate Income Trust
EFT
$283M
$311K ﹤0.01%
+24,625
New +$320K
GORO icon
3127
Goldgroup Mining Inc.
GORO
$155M
$311K ﹤0.01%
187,620
-16,290
-8% -$39.2K
LGIH icon
3128
LGI Homes
LGIH
$1.35B
$311K ﹤0.01%
+12,789
New +$373K
WG
3129
DELISTED
Willbros Group
WG
$311K ﹤0.01%
115,519
-17,531
-13% -$42.4K
CERS icon
3130
Cerus
CERS
$575M
$310K ﹤0.01%
49,125
-5,354
-10% -$28.5K
RYZ
3131
Ryerson Holding Corp
RYZ
$1.49B
$310K ﹤0.01%
66,411
+9,178
+16% +$48.7K
TDAY
3132
USA Today Co
TDAY
$1.29B
$309K ﹤0.01%
15,865
+1,528
+11% +$27.3K
IJR icon
3133
iShares Core S&P Small-Cap ETF
IJR
$109B
$309K ﹤0.01%
5,616
-44
-0.8% -$2.48K
MTUS icon
3134
Metallus
MTUS
$833M
$309K ﹤0.01%
36,821
+11,080
+43% +$119K
AKBA icon
3135
Akebia Therapeutics
AKBA
$338M
$308K ﹤0.01%
23,807
+12,731
+115% +$130K
INF
3136
DELISTED
BROOKFIELD GLOBAL LISTED INFRASTRUCTURE INCOME FUND INC.
INF
$308K ﹤0.01%
26,241
-3,240
-11% -$42.1K
HGG
3137
DELISTED
hhgregg Inc.
HGG
$306K ﹤0.01%
83,742
-859
-1% -$3.93K
KIM.PRK.CL
3138
DELISTED
KIMCO REALTY CORPORATION Class K Depositary Shares, each of which represents a one-one thousandth fr
KIM.PRK.CL
$305K ﹤0.01%
+12,077
New +$304K
NSA
3139
DELISTED
National Storage Affiliates Trust
NSA
$304K ﹤0.01%
17,736
+1,292
+8% +$20.2K
VNO.PRK
3140
DELISTED
VORNADO REALTY TRUST 5.70% Series K Cumulative Redeemable Preferred Shares of Beneficial Interest
VNO.PRK
$303K ﹤0.01%
+12,005
New +$303K
AP icon
3141
Ampco-Pittsburgh
AP
$163M
$302K ﹤0.01%
29,466
-109
-0.4% -$1.24K
KWEB icon
3142
KraneShares CSI China Internet ETF
KWEB
$5.5B
$302K ﹤0.01%
7,864
-878
-10% -$32.2K
MODN
3143
DELISTED
MODEL N, INC.
MODN
$301K ﹤0.01%
26,997
-797
-3% -$8.5K
PSA.PRR
3144
DELISTED
PUBLIC STORAGE DEPOSITORY SH REPSTG 1/1000TH PFD SER R
PSA.PRR
$301K ﹤0.01%
+11,612
New +$301K
AIMT
3145
DELISTED
Aimmune Therapeutics
AIMT
$300K ﹤0.01%
+16,277
New +$301K
ARH.PRC.CL
3146
DELISTED
Arch Capital Group Ltd
ARH.PRC.CL
$300K ﹤0.01%
+11,168
New +$297K
SSNI
3147
DELISTED
Silver Spring Networks, Inc.
SSNI
$298K ﹤0.01%
20,707
-3,816
-16% -$53.3K
EXXI
3148
DELISTED
ENERGY XXI LTD COM SHS
EXXI
$296K ﹤0.01%
292,860
-140,180
-32% -$226K
REG.PRF.CL
3149
DELISTED
Regency Centers Corporation
REG.PRF.CL
$296K ﹤0.01%
+11,244
New +$292K
ERN
3150
DELISTED
Erin Energy Corp
ERN
$295K ﹤0.01%
92,079
+61,704
+203% +$240K
124 125
126
127 128

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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.