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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
RIO icon
376
Rio Tinto
RIO
$153B
$28.8M 0.05%
989,175
-21,400
-2% -$724K
SNDK
377
DELISTED
SANDISK CORP
SNDK
$28.8M 0.05%
378,717
+44,117
+13% +$3.23M
MNK
378
DELISTED
MALLINCKRODT PUBLIC LIMITED COMPANY
MNK
$28.8M 0.05%
385,365
+139,168
+57% +$9.37M
JNPR
379
DELISTED
Juniper Networks
JNPR
$28.6M 0.05%
1,034,815
-32,532
-3% -$963K
NOV icon
380
NOV
NOV
$6.88B
$28.5M 0.05%
852,125
+12,855
+2% +$478K
LHX icon
381
L3Harris
LHX
$55.6B
$28.4M 0.05%
327,256
-87,172
-21% -$7.02M
ITUB icon
382
Itaú Unibanco
ITUB
$90.5B
$28.3M 0.05%
9,868,228
+14,492
+0.1% +$46K
UN
383
DELISTED
Unilever NV New York Registry Shares
UN
$28.1M 0.05%
647,519
+16,820
+3% +$737K
LH icon
384
Labcorp
LH
$25.4B
$28M 0.05%
263,456
+22,624
+9% +$2.33M
CERN
385
DELISTED
Cerner Corp
CERN
$28M 0.05%
464,994
+61,889
+15% +$3.81M
TAP icon
386
Molson Coors Class B
TAP
$7.97B
$27.9M 0.05%
297,543
+40,063
+16% +$3.61M
TT icon
387
Trane Technologies
TT
$99.6B
$27.9M 0.05%
504,377
+57,423
+13% +$3.23M
MPLX icon
388
MPLX
MPLX
$59.2B
$27.8M 0.05%
+707,798
New +$26.7M
BHI
389
DELISTED
Baker Hughes
BHI
$27.7M 0.05%
599,729
-33,527
-5% -$1.72M
NVDA icon
390
NVIDIA
NVDA
$4.68T
$27.6M 0.05%
33,439,280
+1,656,520
+5% +$1.25M
LYG icon
391
Lloyds Banking Group
LYG
$85.9B
$27.5M 0.05%
6,303,856
+127,206
+2% +$577K
MNST icon
392
Monster Beverage
MNST
$94.9B
$27.5M 0.05%
1,105,722
+6,708
+0.6% +$162K
BBY icon
393
Best Buy
BBY
$19.1B
$27.4M 0.05%
899,682
-407,703
-31% -$13.5M
CHL
394
DELISTED
China Mobile Limited
CHL
$27.4M 0.05%
485,788
-57,651
-11% -$3.4M
GAP
395
The Gap Inc
GAP
$7.3B
$27.3M 0.05%
1,104,067
+129,725
+13% +$3.46M
DXJ icon
396
WisdomTree Japan Hedged Equity Fund
DXJ
$7.12B
$27.2M 0.05%
542,629
-180,835
-25% -$9.62M
TEL icon
397
TE Connectivity
TEL
$60.4B
$27.1M 0.05%
419,903
+53,148
+14% +$3.43M
TPR icon
398
Tapestry
TPR
$30.4B
$27M 0.05%
826,080
-44,083
-5% -$1.37M
LBTYK icon
399
Liberty Global Class C
LBTYK
$3.46B
$26.8M 0.05%
756,339
+217,676
+40% +$7.85M
AXA
400
DELISTED
AXA ADS (1 ORD SHS)
AXA
$26.8M 0.05%
+979,333
New +$26.8M
14 15
16
17 18

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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.