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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
SYF icon
476
Synchrony
SYF
$24.4B
$20.8M 0.04%
685,561
+495,025
+260% +$15.5M
SE
477
DELISTED
Spectra Energy Corp Wi
SE
$20.8M 0.04%
868,627
-223,101
-20% -$5.93M
UL icon
478
Unilever
UL
$142B
$20.7M 0.04%
427,026
+15,434
+4% +$753K
ROK icon
479
Rockwell Automation
ROK
$51.1B
$20.7M 0.04%
201,287
+2,788
+1% +$292K
CMI icon
480
Cummins
CMI
$83.6B
$20.5M 0.04%
233,482
-173,124
-43% -$17.3M
SC
481
DELISTED
SANTANDER CONSUMER USA HOLDINGS INC
SC
$20.5M 0.04%
1,295,394
+373,031
+40% +$6.82M
KMI icon
482
Kinder Morgan
KMI
$70.9B
$20.5M 0.04%
1,374,361
-83,453
-6% -$1.99M
HNT
483
DELISTED
HEALTH NET INC
HNT
$20.4M 0.03%
298,691
-14,538
-5% -$932K
MORN icon
484
Morningstar
MORN
$7.55B
$20.4M 0.03%
253,852
-10,135
-4% -$821K
MAS icon
485
Masco
MAS
$14.6B
$20.4M 0.03%
720,664
+27,790
+4% +$791K
NBL
486
DELISTED
Noble Energy, Inc.
NBL
$20.4M 0.03%
619,066
+129,283
+26% +$4.52M
JNK icon
487
State Street SPDR Bloomberg High Yield Bond ETF
JNK
$7.05B
$20.4M 0.03%
200,307
+19,573
+11% +$2.08M
AIV
488
Aimco
AIV
$377M
$20.2M 0.03%
3,793,751
+485,517
+15% +$2.5M
NFX
489
DELISTED
Newfield Exploration
NFX
$20M 0.03%
614,302
-1,357
-0.2% -$50.5K
KIM icon
490
Kimco Realty
KIM
$17.5B
$20M 0.03%
755,117
+8,943
+1% +$233K
AA icon
491
Alcoa
AA
$11.3B
$19.9M 0.03%
840,614
-23,532
-3% -$525K
AKAM icon
492
Akamai
AKAM
$15.6B
$19.9M 0.03%
378,794
+15,275
+4% +$938K
CVC
493
DELISTED
CABLEVISION SYS CP NY GRP CL-A
CVC
$19.8M 0.03%
620,694
-53,369
-8% -$1.69M
SWKS icon
494
Skyworks Solutions
SWKS
$9.2B
$19.8M 0.03%
257,263
-51,913
-17% -$4.16M
ALV icon
495
Autoliv
ALV
$9.14B
$19.7M 0.03%
218,722
-38,930
-15% -$3.41M
CS
496
DELISTED
Credit Suisse Group
CS
$19.6M 0.03%
905,406
+17,372
+2% +$405K
WFM
497
DELISTED
Whole Foods Market Inc
WFM
$19.6M 0.03%
585,654
-117,382
-17% -$3.73M
HIT
498
DELISTED
HITACHI LTD ADR (10COM)NEW
HIT
$19.5M 0.03%
+344,105
New +$19.5M
GL icon
499
Globe Life
GL
$14B
$19.5M 0.03%
340,340
-24,866
-7% -$1.46M
A icon
500
Agilent Technologies
A
$39.6B
$19.4M 0.03%
463,102
+7,935
+2% +$307K
18 19
20
21 22

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MCM
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PSUF
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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.