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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
ZTS icon
226
Zoetis
ZTS
$32.5B
$51.3M 0.09%
1,071,120
+245,949
+30% +$11.1M
HSBC icon
227
HSBC
HSBC
$356B
$51.3M 0.09%
1,458,877
+115,596
+9% +$4.08M
SCCO icon
228
Southern Copper
SCCO
$140B
$51.2M 0.09%
2,116,324
-218,774
-9% -$5.47M
PCP
229
DELISTED
PRECISION CASTPARTS CORP
PCP
$51.2M 0.09%
220,593
+5,779
+3% +$1.34M
REGN icon
230
Regeneron Pharmaceuticals
REGN
$72.9B
$51M 0.09%
94,008
+14,466
+18% +$7.84M
AON icon
231
Aon
AON
$81.4B
$50.9M 0.09%
552,221
+32,076
+6% +$2.99M
GPC icon
232
Genuine Parts
GPC
$17.9B
$50.7M 0.09%
590,330
+37,767
+7% +$3.3M
BXLT
233
DELISTED
BAXALTA INC COM STK (DE)
BXLT
$50.6M 0.09%
1,296,222
+104,495
+9% +$3.64M
HIG icon
234
Hartford Financial Services
HIG
$39.3B
$50.4M 0.09%
1,159,389
-225,110
-16% -$10.3M
EXC icon
235
Exelon
EXC
$48.4B
$50.2M 0.09%
2,534,165
+450,538
+22% +$9.13M
BHC icon
236
Bausch Health
BHC
$1.69B
$49.9M 0.09%
491,125
+34,398
+8% +$3.86M
SHPG
237
DELISTED
Shire pic
SHPG
$49.6M 0.08%
241,871
-10,876
-4% -$2.26M
EMN icon
238
Eastman Chemical
EMN
$7.79B
$49.1M 0.08%
727,228
+33,677
+5% +$2.36M
FITB
239
Fifth Third Bancorp
FITB
$52.4B
$49.1M 0.08%
2,442,186
+142,499
+6% +$2.82M
TFC icon
240
Truist Financial
TFC
$64.7B
$49M 0.08%
1,295,409
+33,323
+3% +$1.25M
SYK icon
241
Stryker
SYK
$133B
$48.9M 0.08%
526,354
-848
-0.2% -$81.2K
VEA icon
242
Vanguard FTSE Developed Markets ETF
VEA
$225B
$48.8M 0.08%
1,328,327
+97,903
+8% +$3.67M
BRCM
243
DELISTED
BROADCOM CORP CL-A
BRCM
$48.8M 0.08%
843,151
+14,755
+2% +$794K
CSX icon
244
CSX Corp
CSX
$94.2B
$48.6M 0.08%
5,624,052
+458,757
+9% +$4.16M
LEA icon
245
Lear
LEA
$7.45B
$48.3M 0.08%
576,356
+143,433
+33% +$17.5M
WHR icon
246
Whirlpool
WHR
$2.49B
$48.3M 0.08%
328,762
-52,657
-14% -$8.17M
UAL icon
247
United Airlines
UAL
$40.2B
$48.3M 0.08%
842,395
+284,857
+51% +$16.4M
AVGO icon
248
Broadcom
AVGO
$1.81T
$47.5M 0.08%
3,275,490
+366,780
+13% +$4.77M
TROW icon
249
T. Rowe Price
TROW
$26.1B
$47.5M 0.08%
663,726
+23,809
+4% +$1.75M
ISRG icon
250
Intuitive Surgical
ISRG
$130B
$46.8M 0.08%
771,021
-102,681
-12% -$5.77M
8 9
10
11 12

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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.