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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
CIVI
1951
DELISTED
Civitas Resources
CIVI
$2.01M ﹤0.01%
3,414
+1,408
+70% +$1.06M
CUB
1952
DELISTED
Cubic Corporation
CUB
$2M ﹤0.01%
42,431
+2,548
+6% +$115K
MTRN icon
1953
Materion
MTRN
$4.39B
$2M ﹤0.01%
71,552
-6,330
-8% -$191K
RGLD icon
1954
Royal Gold
RGLD
$16.8B
$2M ﹤0.01%
54,857
-41,623
-43% -$1.74M
SAVE
1955
DELISTED
Spirit Airlines, Inc.
SAVE
$2M ﹤0.01%
50,214
+20,260
+68% +$823K
WF icon
1956
Woori Financial
WF
$16.7B
$2M ﹤0.01%
88,411
+58,837
+199% +$1.46M
GEOS icon
1957
Geospace Technologies
GEOS
$94.6M
$2M ﹤0.01%
141,805
+31,249
+28% +$445K
BBAR icon
1958
BBVA Argentina
BBAR
$3.87B
$1.99M ﹤0.01%
104,481
-67,496
-39% -$1.36M
CFFN icon
1959
Capitol Federal Financial
CFFN
$1.09B
$1.99M ﹤0.01%
158,580
+26,071
+20% +$332K
PEGA icon
1960
Pegasystems
PEGA
$5.02B
$1.99M ﹤0.01%
144,790
+55,388
+62% +$767K
CZR
1961
DELISTED
Caesars Entertainment Corporation
CZR
$1.99M ﹤0.01%
251,946
-3,571
-1% -$28.2K
URBN icon
1962
Urban Outfitters
URBN
$6.35B
$1.99M ﹤0.01%
87,332
-6,534
-7% -$169K
WAFD icon
1963
WaFd
WAFD
$2.72B
$1.98M ﹤0.01%
83,263
+15,223
+22% +$375K
FIBK icon
1964
First Interstate BancSystem
FIBK
$3.69B
$1.98M ﹤0.01%
68,220
-196
-0.3% -$5.66K
TREE icon
1965
LendingTree
TREE
$447M
$1.98M ﹤0.01%
22,202
+942
+4% +$96.9K
FET icon
1966
Forum Energy Technologies
FET
$708M
$1.97M ﹤0.01%
7,923
+1,145
+17% +$311K
WOLF icon
1967
Wolfspeed
WOLF
$1.23B
$1.97M ﹤0.01%
74,030
-27,459
-27% -$710K
VRTU
1968
DELISTED
Virtusa Corporation
VRTU
$1.97M ﹤0.01%
47,716
-10,062
-17% -$506K
TCBI icon
1969
Texas Capital Bancshares
TCBI
$4.3B
$1.97M ﹤0.01%
39,814
+2,499
+7% +$136K
ASRT
1970
DELISTED
Assertio
ASRT
$1.97M ﹤0.01%
1,808
+293
+19% +$330K
IVR icon
1971
Invesco Mortgage Capital
IVR
$759M
$1.97M ﹤0.01%
15,859
-832
-5% -$106K
KKD
1972
DELISTED
KRISPY KREME DOUGHNUTS INC
KKD
$1.96M ﹤0.01%
130,311
+47,208
+57% +$671K
ENS icon
1973
EnerSys
ENS
$6.78B
$1.95M ﹤0.01%
34,859
+3,003
+9% +$182K
HMSY
1974
DELISTED
HMS Holdings Corp.
HMSY
$1.95M ﹤0.01%
157,716
+40,369
+34% +$459K
EEM icon
1975
PUT
iShares MSCI Emerging Markets ETF
EEM
$28.8B
$1.95M ﹤0.01%
+6,847
New +$235K
77 78
79
80 81

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MCM
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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.