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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
OIBR
2951
DELISTED
OI S A SPONSORED ADR REPSTG PFD NEW (BRA)
OIBR
$436K ﹤0.01%
939,782
-1,034
-0.1% -$559
PNX
2952
DELISTED
PHOENIX COMPANIES INC. NEW
PNX
$436K ﹤0.01%
+11,766
New +$410K
GOGO icon
2953
Gogo Inc
GOGO
$525M
$435K ﹤0.01%
24,463
-649
-3% -$11K
NS
2954
DELISTED
NuStar Energy L.P.
NS
$435K ﹤0.01%
10,856
-853
-7% -$36.8K
CCV.CL
2955
DELISTED
Comcast Corporation
CCV.CL
$434K ﹤0.01%
+16,927
New +$438K
AFSD
2956
DELISTED
AFLAC Inc
AFSD
$434K ﹤0.01%
+16,792
New +$428K
IPI icon
2957
Intrepid Potash
IPI
$476M
$433K ﹤0.01%
14,662
+2,267
+18% +$95.6K
NDLS icon
2958
Noodles & Co
NDLS
$95.1M
$432K ﹤0.01%
5,577
+287
+5% +$27.4K
QTWO icon
2959
Q2 Holdings
QTWO
$3.78B
$432K ﹤0.01%
16,388
-577
-3% -$15.2K
DWM icon
2960
WisdomTree International Equity Fund
DWM
$667M
$431K ﹤0.01%
9,256
+2,525
+38% +$121K
MFM
2961
Aberdeen Municipal Income Fund
MFM
$221M
$431K ﹤0.01%
63,336
+696
+1% +$4.58K
VVX icon
2962
V2X
VVX
$2.7B
$430K ﹤0.01%
20,588
-2,627
-11% -$61.2K
IYR icon
2963
iShares US Real Estate ETF
IYR
$4.75B
$429K ﹤0.01%
5,715
-836
-13% -$62.4K
VET icon
2964
Vermilion Energy
VET
$1.66B
$428K ﹤0.01%
15,756
+723
+5% +$22.7K
CDI
2965
DELISTED
CDI Corp.
CDI
$428K ﹤0.01%
63,302
+8,641
+16% +$65.1K
HPS
2966
John Hancock Preferred Income Fund III
HPS
$454M
$427K ﹤0.01%
23,892
-12,051
-34% -$206K
AGYS icon
2967
Agilysys
AGYS
$3.21B
$426K ﹤0.01%
42,618
-31,398
-42% -$347K
STNG icon
2968
Scorpio Tankers
STNG
$3.91B
$426K ﹤0.01%
5,311
+680
+15% +$60.4K
CPSS icon
2969
Consumer Portfolio Services
CPSS
$209M
$424K ﹤0.01%
81,731
+32,016
+64% +$164K
KIO
2970
KKR Income Opportunities Fund
KIO
$450M
$424K ﹤0.01%
+30,544
New +$440K
UCTT
2971
Ultra Clean Holdings
UCTT
$3.12B
$421K ﹤0.01%
82,158
+19,282
+31% +$99.7K
DUKH
2972
DELISTED
Duke Energy Corporation 5.125% Junior Subordinated Debentures due January 15, 2073
DUKH
$420K ﹤0.01%
+16,354
New +$415K
CBB
2973
DELISTED
Cincinnati Bell Inc.
CBB
$420K ﹤0.01%
23,344
+3,144
+16% +$56.9K
AKO.A icon
2974
Embotelladora Andina Series A
AKO.A
$3.53B
$419K ﹤0.01%
25,758
-978
-4% -$16.5K
ARAY icon
2975
Accuray
ARAY
$27.5M
$419K ﹤0.01%
62,126
-9,507
-13% -$61.1K
117 118
119
120 121

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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.