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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
BANF icon
2476
BancFirst
BANF
$3.81B
$945K ﹤0.01%
32,238
-778
-2% -$24.2K
NWS icon
2477
News Corp Class B
NWS
$17.7B
$945K ﹤0.01%
67,676
+4,713
+7% +$67.6K
SMCI icon
2478
Super Micro Computer
SMCI
$16.6B
$945K ﹤0.01%
385,680
-17,380
-4% -$45.4K
TRNO icon
2479
Terreno Realty
TRNO
$7.58B
$945K ﹤0.01%
41,794
+1,841
+5% +$40.6K
LDRH
2480
DELISTED
LDR HOLDINGS CORP COM STK
LDRH
$945K ﹤0.01%
37,621
+4,786
+15% +$125K
TNK icon
2481
Teekay Tankers
TNK
$2.71B
$944K ﹤0.01%
17,156
+1,371
+9% +$80.6K
EXTN
2482
DELISTED
Exterran Corporation
EXTN
$944K ﹤0.01%
+58,834
New +$928K
CAE icon
2483
CAE Inc. Common Shares
CAE
$8.44B
$942K ﹤0.01%
84,927
+21,035
+33% +$236K
REX icon
2484
REX American Resources
REX
$1.39B
$942K ﹤0.01%
104,478
-3,984
-4% -$36.8K
PIV
2485
DELISTED
PWSHS S&P 500 HIGH QTY PORTF S&P HIGH QTY RKGS INDEX
PIV
$942K ﹤0.01%
40,716
-18,367
-31% -$425K
BGY icon
2486
BlackRock Enhanced International Dividend Trust
BGY
$509M
$941K ﹤0.01%
150,811
-15,696
-9% -$98.6K
UPL
2487
DELISTED
Ultra Petroleum Corp. Common Stock
UPL
$941K ﹤0.01%
376,281
+166,337
+79% +$774K
PKY
2488
DELISTED
Parkway, Inc.
PKY
$941K ﹤0.01%
60,184
+7,493
+14% +$123K
CRAY
2489
DELISTED
Cray, Inc.
CRAY
$940K ﹤0.01%
28,980
-5,423
-16% -$160K
USPH icon
2490
US Physical Therapy
USPH
$1.22B
$938K ﹤0.01%
+17,471
New +$875K
VGI
2491
Virtus Global Multi-Sector Income Fund
VGI
$81.7M
$938K ﹤0.01%
66,393
+15,617
+31% +$225K
TARO
2492
DELISTED
Taro Pharmaceutical Industries Ltd.
TARO
$938K ﹤0.01%
+6,071
New +$886K
HOFT icon
2493
Hooker Furnishings Corp
HOFT
$147M
$937K ﹤0.01%
37,127
+8,855
+31% +$229K
C.PRC.CL
2494
DELISTED
Citigroup Inc.
C.PRC.CL
$936K ﹤0.01%
+36,066
New +$911K
CCJ icon
2495
Cameco
CCJ
$36.8B
$933K ﹤0.01%
75,638
-23,924
-24% -$307K
FISI icon
2496
Financial Institutions
FISI
$812M
$933K ﹤0.01%
33,322
+1,727
+5% +$46K
DXB.CL
2497
DELISTED
Deutsche Bank Contingent Capital Trust II 6.55% Trust Preferred Securities Called
DXB.CL
$931K ﹤0.01%
+36,283
New +$938K
CLNY
2498
DELISTED
Colony Capital, Inc.
CLNY
$931K ﹤0.01%
47,791
+9,833
+26% +$200K
JRO
2499
DELISTED
Nuveen Floating Rate Income Opportunty Fund
JRO
$931K ﹤0.01%
+94,960
New +$934K
CDE icon
2500
Coeur Mining
CDE
$15.1B
$930K ﹤0.01%
374,885
-21,900
-6% -$59.8K
98 99
100
101 102

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PSUF
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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.