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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
IVZ icon
326
Invesco
IVZ
$12.5B
$35M 0.06%
1,045,205
+124,517
+14% +$4.08M
ADI icon
327
Analog Devices
ADI
$173B
$34.5M 0.06%
623,980
+19,538
+3% +$1.15M
LVLT
328
DELISTED
Level 3 Communications Inc
LVLT
$34.2M 0.06%
628,982
+24,060
+4% +$1.2M
WDAY icon
329
Workday
WDAY
$41.8B
$34M 0.06%
426,575
+133,765
+46% +$10.7M
DEO icon
330
Diageo
DEO
$49.5B
$34M 0.06%
311,345
+25,515
+9% +$2.88M
VYX icon
331
NCR Voyix
VYX
$1.18B
$33.8M 0.06%
2,255,129
-608,541
-21% -$9.69M
MSI icon
332
Motorola Solutions
MSI
$72.6B
$33.6M 0.06%
491,288
+28,416
+6% +$1.98M
PXD
333
DELISTED
Pioneer Natural Resource Co.
PXD
$33.5M 0.06%
267,410
+44,395
+20% +$6.1M
AZ
334
DELISTED
Allianz Se Sponsored Adr Repstg 1/10 Ord Sh
AZ
$33.3M 0.06%
+1,889,192
New +$33.3M
RS icon
335
Reliance Steel & Aluminium
RS
$20.7B
$32.7M 0.06%
564,843
+131,509
+30% +$7.64M
XL
336
DELISTED
XL Group Ltd.
XL
$32.7M 0.06%
834,182
+82,008
+11% +$3.11M
APC
337
DELISTED
Anadarko Petroleum
APC
$32.7M 0.06%
672,106
-25,215
-4% -$1.54M
SBAC icon
338
SBA Communications
SBAC
$18.8B
$32.5M 0.06%
309,233
+176,072
+132% +$19M
HSIC icon
339
Henry Schein
HSIC
$9.72B
$32.4M 0.06%
522,855
-86,605
-14% -$5.15M
CHD icon
340
Church & Dwight Co
CHD
$23.7B
$32.4M 0.06%
764,178
+37,500
+5% +$1.61M
WELL icon
341
Welltower
WELL
$173B
$32.3M 0.06%
474,861
-17,486
-4% -$1.14M
PAYX icon
342
Paychex
PAYX
$44.1B
$32.3M 0.06%
610,256
+98,236
+19% +$5.13M
OPPJ
343
WisdomTree Trust WisdomTree Japan Opportunities Fund
OPPJ
$271M
$31.8M 0.05%
1,869,028
-299,644
-14% -$5.26M
DVA icon
344
DaVita
DVA
$15.5B
$31.8M 0.05%
455,514
-104,617
-19% -$7.66M
CCEP icon
345
Coca-Cola Europacific Partners
CCEP
$48.9B
$31.6M 0.05%
641,834
+16,886
+3% +$850K
RGA icon
346
Reinsurance Group of America
RGA
$15.7B
$31.6M 0.05%
368,874
-15,285
-4% -$1.38M
EW icon
347
Edwards Lifesciences
EW
$49.1B
$31.4M 0.05%
1,192,269
-224,151
-16% -$5.82M
DTE icon
348
DTE Energy
DTE
$30.1B
$31.2M 0.05%
456,820
-27,910
-6% -$1.92M
BAY
349
DELISTED
BAYER AG SPONS ADR
BAY
$31.1M 0.05%
+249,488
New +$31.1M
SAP icon
350
SAP
SAP
$215B
$30.9M 0.05%
390,219
+43,680
+13% +$3.36M
12 13
14
15 16

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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.