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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
CWEN.A
3201
DELISTED
Clearway Energy Class A
CWEN.A
$251K ﹤0.01%
18,032
+6,865
+61% +$93.5K
FBP icon
3202
First Bancorp
FBP
$4.41B
$250K ﹤0.01%
76,853
-4,947
-6% -$18.3K
HNRG icon
3203
Hallador Energy
HNRG
$646M
$249K ﹤0.01%
54,666
+11,201
+26% +$69.9K
HGH
3204
DELISTED
THE HARTFORD FINANCIAL SERVICES GROUP, INC. 7.875% FIXED-TO-FLOATING RATE JR SUB DEBENTURE DUE 2042
HGH
$249K ﹤0.01%
+7,891
New +$245K
NMIH icon
3205
NMI Holdings
NMIH
$3.37B
$248K ﹤0.01%
36,682
+7,132
+24% +$52.3K
HEWY
3206
DELISTED
iShares Currency Hedged MSCI South Korea ETF
HEWY
$248K ﹤0.01%
+10,661
New +$256K
ATCO
3207
DELISTED
Atlas Corp.
ATCO
$245K ﹤0.01%
15,500
+4,655
+43% +$72.9K
BWZ icon
3208
State Street SPDR Bloomberg Short Term International Treasury Bond ETF
BWZ
$264M
$244K ﹤0.01%
8,192
– –
PAGP icon
3209
Plains GP Holdings
PAGP
$5.28B
$244K ﹤0.01%
+9,683
New +$339K
ITCI
3210
DELISTED
Intra-Cellular Therapies Inc.
ITCI
$244K ﹤0.01%
+4,543
New +$229K
PSA.PRW
3211
DELISTED
Public Storage Depositary Shares, Each Representing 1/1,000 of a 5.20% Cumulative Preferred Share of
PSA.PRW
$244K ﹤0.01%
+9,744
New +$241K
LMAT icon
3212
LeMaitre Vascular
LMAT
$2.37B
$243K ﹤0.01%
+14,091
New +$204K
TPST icon
3213
Tempest Therapeutics
TPST
$14.3M
$243K ﹤0.01%
+9
New +$297K
VNO.PRL icon
3214
Vornado Realty Trust 5.40% Series L Preferred Shares
VNO.PRL
$210M
$243K ﹤0.01%
+10,001
New +$239K
EJ
3215
DELISTED
E HOUSE (CHINA) HOLDINGS LIMITED
EJ
$242K ﹤0.01%
38,544
+152
+0.4% +$942
DHF
3216
BNY Mellon High Yield Strategies Fund
DHF
$170M
$241K ﹤0.01%
+78,318
New +$244K
MFIC icon
3217
MidCap Financial Investment
MFIC
$801M
$241K ﹤0.01%
15,386
-1,298
-8% -$22.2K
TRVN
3218
DELISTED
Trevena, Inc.
TRVN
$241K ﹤0.01%
+37
New +$248K
EZT
3219
DELISTED
Entergy Texas, Inc. First Mortgage Bonds, 5.625% Series due June 1, 2064
EZT
$240K ﹤0.01%
+9,174
New +$239K
PACD
3220
DELISTED
Pacific Drilling S A
PACD
$239K ﹤0.01%
28,477
-4,226
-13% -$55.9K
EGIO
3221
DELISTED
Edgio, Inc. Common Stock
EGIO
$238K ﹤0.01%
4,076
+68
+2% +$5.08K
CNBKA
3222
DELISTED
Century Bancorp Inc/Mass
CNBKA
$238K ﹤0.01%
5,465
+185
+4% +$8.08K
FSV icon
3223
FirstService
FSV
$6.55B
$237K ﹤0.01%
5,856
-551
-9% -$20.3K
ADVM
3224
DELISTED
Adverum Biotechnologies
ADVM
$236K ﹤0.01%
+2,474
New +$217K
KBE icon
3225
State Street SPDR S&P Bank ETF
KBE
$1.64B
$236K ﹤0.01%
6,979
– –
127 128
129
130 131

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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.