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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
ARCO icon
1001
Arcos Dorados Holdings
ARCO
$1.74B
$6.68M 0.01%
2,207,938
+425,052
+24% +$1.29M
MLM icon
1002
Martin Marietta Materials
MLM
$34.2B
$6.68M 0.01%
48,914
+1,528
+3% +$232K
NMO
1003
DELISTED
NUVEEN MUNI MARKET OPPORT FUND
NMO
$6.68M 0.01%
484,083
+64,765
+15% +$865K
TXRH icon
1004
Texas Roadhouse
TXRH
$13.7B
$6.67M 0.01%
186,537
+13,527
+8% +$480K
TDC icon
1005
Teradata
TDC
$2.88B
$6.67M 0.01%
252,321
+74,212
+42% +$2.09M
CNK icon
1006
Cinemark Holdings
CNK
$4.07B
$6.66M 0.01%
199,331
+58,212
+41% +$2.01M
LPT
1007
DELISTED
Liberty Property Trust
LPT
$6.59M 0.01%
212,339
+93,079
+78% +$3.09M
MDVN
1008
DELISTED
MEDIVATION, INC.
MDVN
$6.58M 0.01%
136,108
+58,435
+75% +$2.52M
TECH icon
1009
Bio-Techne
TECH
$11.2B
$6.58M 0.01%
292,336
-10,796
-4% -$246K
SEM
1010
DELISTED
Select Medical
SEM
$6.57M 0.01%
1,024,133
+39,907
+4% +$249K
HZNP
1011
DELISTED
Horizon Therapeutics Public Limited Company Ordinary Shares
HZNP
$6.56M 0.01%
302,929
-28,471
-9% -$554K
COO icon
1012
Cooper Companies
COO
$14.2B
$6.56M 0.01%
195,448
+1,780
+0.9% +$63.7K
SMG icon
1013
ScottsMiracle-Gro
SMG
$4.09B
$6.55M 0.01%
101,558
+6,067
+6% +$402K
CST
1014
DELISTED
CST Brands, Inc.
CST
$6.52M 0.01%
166,649
-2,211
-1% -$80.9K
PII icon
1015
Polaris
PII
$3.83B
$6.5M 0.01%
75,685
-6,249
-8% -$662K
QRVO icon
1016
Qorvo
QRVO
$7.9B
$6.49M 0.01%
127,510
+13,985
+12% +$716K
HXL icon
1017
Hexcel
HXL
$7.97B
$6.49M 0.01%
139,707
+8,485
+6% +$392K
COTY icon
1018
Coty
COTY
$2.4B
$6.49M 0.01%
253,135
-50,068
-17% -$1.39M
SSNC icon
1019
SS&C Technologies
SSNC
$18.9B
$6.48M 0.01%
189,882
+49,630
+35% +$1.76M
PRGS icon
1020
Progress Software
PRGS
$1.75B
$6.48M 0.01%
270,059
+17,773
+7% +$424K
RAMP icon
1021
LiveRamp
RAMP
$2.29B
$6.48M 0.01%
309,563
+48,026
+18% +$1.05M
SYKE
1022
DELISTED
SYKES Enterprises Inc
SYKE
$6.47M 0.01%
210,282
+3,070
+1% +$91.4K
CRI icon
1023
Carter's
CRI
$1.43B
$6.46M 0.01%
72,601
+16,370
+29% +$1.46M
AVP
1024
DELISTED
Avon Products, Inc.
AVP
$6.46M 0.01%
1,595,464
+727,889
+84% +$2.67M
STE icon
1025
Steris
STE
$22.9B
$6.42M 0.01%
85,167
-14,672
-15% -$1.06M
39 40
41
42 43

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MCM
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PSUF
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IA
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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.