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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
SPLK
1226
DELISTED
Splunk Inc
SPLK
$4.89M 0.01%
83,097
-132,304
-61% -$7.58M
TTWO icon
1227
Take-Two Interactive
TTWO
$46.1B
$4.89M 0.01%
140,249
-46,807
-25% -$1.58M
MKSI icon
1228
MKS Inc
MKSI
$17.4B
$4.87M 0.01%
135,327
-5,652
-4% -$201K
SAIC icon
1229
Saic
SAIC
$4.95B
$4.87M 0.01%
106,381
-11,366
-10% -$519K
MGEE icon
1230
MGE Energy Inc
MGEE
$3.03B
$4.86M 0.01%
104,803
+2,693
+3% +$115K
VRE
1231
DELISTED
Veris Residential
VRE
$4.86M 0.01%
208,057
+74,109
+55% +$1.65M
PLCM
1232
DELISTED
POLYCOM INC
PLCM
$4.85M 0.01%
385,413
+24,094
+7% +$314K
LOGM
1233
DELISTED
LogMein, Inc.
LOGM
$4.84M 0.01%
72,149
+5,378
+8% +$374K
H icon
1234
Hyatt Hotels
H
$17.5B
$4.83M 0.01%
102,730
-1
-0% -$50
EGP icon
1235
EastGroup Properties
EGP
$11.2B
$4.82M 0.01%
86,691
+7,391
+9% +$417K
AEG icon
1236
Aegon
AEG
$13.3B
$4.82M 0.01%
1,182,194
-545,274
-32% -$2.33M
SIRI icon
1237
SiriusXM
SIRI
$11B
$4.81M 0.01%
118,261
-2,153
-2% -$87K
RITM icon
1238
Rithm Capital
RITM
$5.58B
$4.81M 0.01%
395,528
+170,774
+76% +$2.11M
CMRE icon
1239
Costamare
CMRE
$1.85B
$4.81M 0.01%
461,467
+60,527
+15% +$747K
MDCO
1240
DELISTED
Medicines Co
MDCO
$4.8M 0.01%
128,609
+13,429
+12% +$508K
FWONK icon
1241
Liberty Media Series C
FWONK
$25.5B
$4.8M 0.01%
178,009
+513
+0.3% +$13.9K
LAD icon
1242
Lithia Motors
LAD
$9.75B
$4.79M 0.01%
44,917
+7,010
+18% +$806K
HSNI
1243
DELISTED
HSN, Inc.
HSNI
$4.79M 0.01%
94,533
-51,889
-35% -$2.83M
AZPN
1244
DELISTED
ASPEN TECHNOLOGY INC
AZPN
$4.78M 0.01%
126,611
+64,536
+104% +$2.44M
NEOG icon
1245
Neogen
NEOG
$2.05B
$4.78M 0.01%
225,269
+76,442
+51% +$1.56M
POOL icon
1246
Pool Corp
POOL
$7.05B
$4.77M 0.01%
59,039
+524
+0.9% +$41.9K
SINA
1247
DELISTED
Sina Corp
SINA
$4.77M 0.01%
96,516
-9,318
-9% -$448K
FWONA icon
1248
Liberty Media Series A
FWONA
$23.4B
$4.77M 0.01%
180,625
+22,995
+15% +$613K
IONS icon
1249
Ionis Pharmaceuticals
IONS
$8.93B
$4.76M 0.01%
76,873
+20,205
+36% +$1.09M
WFT
1250
DELISTED
Weatherford International plc
WFT
$4.74M 0.01%
564,651
-51,483
-8% -$508K
48 49
50
51 52

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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.