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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
SCG
526
DELISTED
Scana
SCG
$18M 0.03%
297,369
-4,317
-1% -$253K
EMBJ
527
Embraer S.A. ADS
EMBJ
$12B
$18M 0.03%
608,365
+51,462
+9% +$1.51M
TGNA
528
DELISTED
TEGNA Inc
TGNA
$18M 0.03%
1,099,964
-155,506
-12% -$2.63M
BR icon
529
Broadridge
BR
$18.4B
$17.9M 0.03%
333,764
+49,997
+18% +$2.8M
FL
530
DELISTED
Foot Locker
FL
$17.8M 0.03%
274,154
-29,092
-10% -$1.93M
UTF icon
531
Cohen & Steers Infrastructure Fund
UTF
$3.09B
$17.8M 0.03%
934,451
-17,918
-2% -$345K
IDXX icon
532
Idexx Laboratories
IDXX
$44.9B
$17.8M 0.03%
244,044
+8,541
+4% +$609K
KMX icon
533
CarMax
KMX
$8.39B
$17.8M 0.03%
329,701
+38,408
+13% +$2.19M
NPM
534
DELISTED
NUVEEN PREMIUM INCM MUNI FD II
NPM
$17.7M 0.03%
1,225,930
+16,799
+1% +$233K
SYT
535
DELISTED
Syngenta Ag
SYT
$17.7M 0.03%
225,091
+87,751
+64% +$6.28M
BF.B icon
536
Brown-Forman Class B
BF.B
$13.5B
$17.7M 0.03%
556,916
-11,150
-2% -$372K
WYNN icon
537
Wynn Resorts
WYNN
$10.3B
$17.6M 0.03%
254,936
+169,908
+200% +$11.4M
PANW icon
538
Palo Alto Networks
PANW
$256B
$17.6M 0.03%
598,974
+169,350
+39% +$4.89M
DBEU icon
539
Xtrackers MSCI Europe Hedged Equity ETF
DBEU
$762M
$17.5M 0.03%
+678,547
New +$17.8M
HTS
540
DELISTED
HATTERAS FINANCIAL CORP
HTS
$17.5M 0.03%
1,330,297
+298,569
+29% +$4.3M
PBI icon
541
Pitney Bowes
PBI
$2.39B
$17.4M 0.03%
844,644
+133,204
+19% +$2.76M
MFG icon
542
Mizuho Financial
MFG
$120B
$17.4M 0.03%
4,303,996
+339,045
+9% +$1.37M
CHKP icon
543
Check Point Software Technologies
CHKP
$14.3B
$17.4M 0.03%
213,506
-89,448
-30% -$7.42M
BTZ icon
544
BlackRock Credit Allocation Income Trust
BTZ
$927M
$17.3M 0.03%
1,404,968
+59,949
+4% +$739K
CHTR icon
545
Charter Communications
CHTR
$17.3B
$17.3M 0.03%
94,510
+9,990
+12% +$1.85M
BRG
546
DELISTED
BG GROUP PLC ADS(RP 5 ORD SHS)
BRG
$17.3M 0.03%
+1,191,176
New +$17.3M
HOLX
547
DELISTED
Hologic
HOLX
$17.2M 0.03%
444,915
+104,218
+31% +$4.05M
BF
548
DELISTED
BASF AKTIENGESELLT ADS(RP1 ORD
BF
$17.1M 0.03%
+225,357
New +$17.1M
JLL icon
549
Jones Lang LaSalle
JLL
$15.8B
$17.1M 0.03%
107,016
+9,956
+10% +$1.58M
ENDP
550
DELISTED
Endo International plc
ENDP
$17.1M 0.03%
279,091
+28,453
+11% +$1.73M
20 21
22
23 24

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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.