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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
HYG icon
251
iShares iBoxx $ High Yield Corporate Bond ETF
HYG
$15.9B
$46.8M 0.08%
580,185
+536,534
+1,229% +$44.6M
GT icon
252
Goodyear
GT
$2.12B
$46M 0.08%
1,406,903
+266,930
+23% +$8.75M
RF icon
253
Regions Financial
RF
$26.7B
$45.9M 0.08%
4,780,577
+197,799
+4% +$1.9M
EQR icon
254
Equity Residential
EQR
$25.5B
$45.1M 0.08%
552,786
+15,870
+3% +$1.25M
CCL icon
255
Carnival Corporation Ltd
CCL
$38.7B
$44.8M 0.08%
822,080
+37,750
+5% +$1.95M
HSY icon
256
Hershey
HSY
$37.2B
$44.6M 0.08%
500,110
+115,011
+30% +$10.3M
DISCK
257
DELISTED
Discovery, Inc. Series C Common Stock
DISCK
$44.5M 0.08%
1,764,061
+74,391
+4% +$2.03M
LUMN icon
258
Lumen
LUMN
$6.38B
$44.2M 0.08%
1,757,389
+207,951
+13% +$5.58M
PPL
259
PPL Corp
PPL
$27.3B
$44M 0.08%
1,289,631
+80,051
+7% +$2.7M
SRCL
260
DELISTED
Stericycle Inc
SRCL
$43.9M 0.08%
364,262
-42,131
-10% -$5.37M
ANDV
261
DELISTED
Andeavor
ANDV
$43.9M 0.07%
416,450
+76,812
+23% +$8.28M
VRSN icon
262
VeriSign
VRSN
$25.4B
$43.6M 0.07%
499,127
-38,175
-7% -$3.18M
ORLY icon
263
O'Reilly Automotive
ORLY
$75.6B
$43.5M 0.07%
2,577,015
+15,615
+0.6% +$271K
TV icon
264
Televisa
TV
$1.47B
$43M 0.07%
1,578,953
+19,431
+1% +$544K
YHOO
265
DELISTED
Yahoo Inc
YHOO
$42.8M 0.07%
1,288,205
+188,583
+17% +$6.29M
PLD icon
266
Prologis
PLD
$137B
$42.7M 0.07%
995,199
+129,501
+15% +$5.46M
K
267
DELISTED
Kellanova
K
$42.6M 0.07%
627,858
-151,066
-19% -$9.87M
SNY icon
268
Sanofi
SNY
$109B
$42.6M 0.07%
998,622
-126,510
-11% -$5.82M
XRAY icon
269
Dentsply Sirona
XRAY
$2.7B
$42.4M 0.07%
697,042
+296,747
+74% +$17.7M
TSM icon
270
TSMC
TSM
$2.03T
$42.4M 0.07%
1,862,193
+231,833
+14% +$5.21M
IP icon
271
International Paper
IP
$23.3B
$42.3M 0.07%
1,186,193
-124,434
-9% -$4.79M
MMP
272
DELISTED
Magellan Midstream Partners, L.P.
MMP
$42.2M 0.07%
621,379
-155,317
-20% -$10.1M
FIS icon
273
Fidelity National Information Services
FIS
$23.2B
$42.2M 0.07%
696,364
+31,637
+5% +$2.09M
BTI icon
274
British American Tobacco
BTI
$134B
$42.1M 0.07%
762,346
+22,360
+3% +$1.28M
UNM icon
275
Unum
UNM
$14B
$42.1M 0.07%
1,264,109
-98,236
-7% -$3.39M
9 10
11
12 13

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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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ACI
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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.