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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
ARW icon
626
Arrow Electronics
ARW
$10.5B
$14.4M 0.02%
266,279
-10,042
-4% -$572K
MELI icon
627
Mercado Libre
MELI
$94.5B
$14.4M 0.02%
125,561
-28,983
-19% -$3.19M
RNP icon
628
Cohen & Steers REIT and Preferred and Income Fund
RNP
$989M
$14.3M 0.02%
773,676
-4,122
-0.5% -$73.7K
MAA icon
629
Mid-America Apartment Communities
MAA
$16B
$14.2M 0.02%
156,825
+9,298
+6% +$808K
TSCO icon
630
Tractor Supply
TSCO
$16.3B
$14.2M 0.02%
829,645
+49,585
+6% +$878K
CDNS icon
631
Cadence Design Systems
CDNS
$91.8B
$14.2M 0.02%
680,694
+8,076
+1% +$175K
AGCO icon
632
AGCO
AGCO
$8.41B
$14.1M 0.02%
310,972
-63,606
-17% -$3M
CRL icon
633
Charles River Laboratories
CRL
$11.3B
$14.1M 0.02%
175,566
+3,075
+2% +$222K
FRT icon
634
Federal Realty Investment Trust
FRT
$10.9B
$14.1M 0.02%
96,525
+36,644
+61% +$5.3M
SPTI icon
635
State Street SPDR Portfolio Intermediate Term Treasury ETF
SPTI
$10.5B
$14.1M 0.02%
468,298
+2,060
+0.4% +$62K
HRB icon
636
H&R Block
HRB
$5.98B
$14M 0.02%
421,701
+7,768
+2% +$276K
HBI
637
DELISTED
Hanesbrands
HBI
$14M 0.02%
477,061
-118,078
-20% -$3.54M
FICO icon
638
Fair Isaac
FICO
$31.8B
$14M 0.02%
148,983
+2,728
+2% +$248K
GME icon
639
GameStop
GME
$9.8B
$14M 0.02%
2,000,984
-144,568
-7% -$1.4M
MRVL icon
640
Marvell Technology
MRVL
$147B
$14M 0.02%
1,588,383
+1,151,976
+264% +$10.2M
CPGX
641
DELISTED
COLUMBIA PIPELINE GROUP IN COM STK (DE)
CPGX
$14M 0.02%
700,094
+49,492
+8% +$981K
FLR icon
642
Fluor
FLR
$6.54B
$14M 0.02%
296,427
+72,743
+33% +$3.42M
ASML icon
643
ASML
ASML
$596B
$14M 0.02%
157,640
-608
-0.4% -$55.4K
URI icon
644
United Rentals
URI
$65.7B
$13.9M 0.02%
192,024
+24,214
+14% +$1.75M
VRSK icon
645
Verisk Analytics
VRSK
$27.9B
$13.9M 0.02%
180,843
+14,463
+9% +$1.1M
KSU
646
DELISTED
Kansas City Southern
KSU
$13.8M 0.02%
185,401
-73,705
-28% -$6.3M
JKHY icon
647
Jack Henry & Associates
JKHY
$11.4B
$13.8M 0.02%
177,208
-8,761
-5% -$673K
ESV
648
DELISTED
Ensco Rowan plc
ESV
$13.8M 0.02%
224,224
+58,586
+35% +$3.83M
QGENF
649
DELISTED
QIAGEN NV
QGENF
$13.8M 0.02%
499,069
+36,979
+8% +$1.02M
CNQ icon
650
Canadian Natural Resources
CNQ
$96.9B
$13.7M 0.02%
1,297,071
-58,482
-4% -$653K
24 25
26
27 28

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AF
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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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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.