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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
STEW
3276
SRH Total Return Fund
STEW
$1.77B
$209K ﹤0.01%
26,984
-417
-2% -$3.24K
VSEC icon
3277
VSE Corp
VSEC
$5.19B
$209K ﹤0.01%
+6,734
New +$184K
KIM.PRJ.CL
3278
DELISTED
KIMCO REALTY CORPORATION Class J Depositary Shares, each of which represents a one-one thousandth fr
KIM.PRJ.CL
$209K ﹤0.01%
+8,455
New +$208K
CIGI icon
3279
Colliers International
CIGI
$5.17B
$208K ﹤0.01%
4,671
-1,103
-19% -$49K
TVTX icon
3280
Travere Therapeutics
TVTX
$5.17B
$208K ﹤0.01%
+10,764
New +$215K
PSA.PRZ.CL
3281
DELISTED
Public Storage
PSA.PRZ.CL
$208K ﹤0.01%
+7,763
New +$205K
BOOM icon
3282
DMC Global
BOOM
$111M
$207K ﹤0.01%
29,564
+1,825
+7% +$14.6K
ORC
3283
Orchid Island Capital
ORC
$1.31B
$207K ﹤0.01%
4,171
+1,030
+33% +$48.6K
EGRX
3284
DELISTED
Eagle Pharmaceuticals, Inc.
EGRX
$207K ﹤0.01%
+2,337
New +$185K
UFPT icon
3285
UFP Technologies
UFPT
$1.97B
$206K ﹤0.01%
+8,667
New +$207K
FAM
3286
DELISTED
First Trust/abrdn Global Opportunity Income Fund
FAM
$206K ﹤0.01%
+20,306
New +$205K
PSA.PRY.CL
3287
DELISTED
Public Storage
PSA.PRY.CL
$205K ﹤0.01%
+7,451
New +$201K
BSBR icon
3288
Santander
BSBR
$38.2B
$202K ﹤0.01%
54,239
-37,996
-41% -$140K
VB icon
3289
Vanguard Small-Cap ETF
VB
$78.9B
$202K ﹤0.01%
1,827
-321
-15% -$36.4K
ALNT icon
3290
Allient
ALNT
$1.34B
$200K ﹤0.01%
+11,486
New +$163K
NCIT
3291
DELISTED
NCI, Inc.
NCIT
$200K ﹤0.01%
14,676
-985
-6% -$14.7K
GLPW
3292
DELISTED
GLOBAL POWER EQUIPMENT GROUP INC COMMON NEW
GLPW
$200K ﹤0.01%
57,443
+11,736
+26% +$50K
IRT icon
3293
Independence Realty Trust
IRT
$3.98B
$198K ﹤0.01%
26,399
+7,898
+43% +$60.1K
PFSW
3294
DELISTED
PFSweb, Inc.
PFSW
$198K ﹤0.01%
+15,396
New +$213K
RMR icon
3295
The RMR Group
RMR
$335M
$197K ﹤0.01%
+13,674
New +$193K
TSC
3296
DELISTED
TriState Capital Holdings, Inc.
TSC
$197K ﹤0.01%
+14,116
New +$181K
HOV icon
3297
Hovnanian Enterprises
HOV
$779M
$196K ﹤0.01%
4,322
+3,129
+262% +$150K
STRL icon
3298
Sterling Infrastructure
STRL
$15.2B
$194K ﹤0.01%
31,899
+1,050
+3% +$5.33K
OTE
3299
DELISTED
HELLENIC TELECOMM ORG ADS(RP1/
OTE
$194K ﹤0.01%
+40,847
New +$194K
BBBY
3300
Bed Bath & Beyond
BBBY
$479M
$193K ﹤0.01%
+20,867
New +$228K
130 131
132
133 134

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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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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.