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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
KHC icon
126
Kraft Heinz
KHC
$33B
$90.6M 0.15%
1,245,148
+30,492
+3% +$2.25M
FDX icon
127
FedEx
FDX
$73.6B
$90.5M 0.15%
607,759
+9,422
+2% +$1.46M
EOG icon
128
EOG Resources
EOG
$77.1B
$90.5M 0.15%
1,278,486
-18,780
-1% -$1.52M
NVS icon
129
Novartis
NVS
$301B
$90.4M 0.15%
1,172,647
+4,963
+0.4% +$394K
STT icon
130
State Street
STT
$49.2B
$89.4M 0.15%
1,346,971
+173,979
+15% +$12.1M
GIS icon
131
General Mills
GIS
$20.4B
$89.1M 0.15%
1,545,368
+87,268
+6% +$5.02M
CAH icon
132
Cardinal Health
CAH
$54.2B
$89M 0.15%
996,889
+54,675
+6% +$4.64M
SO icon
133
Southern Company
SO
$109B
$87.8M 0.15%
1,875,965
+79,281
+4% +$3.59M
ITW icon
134
Illinois Tool Works
ITW
$84.2B
$86M 0.15%
928,425
+78,631
+9% +$7.14M
CAT icon
135
Caterpillar
CAT
$364B
$85.6M 0.15%
1,260,039
+151,887
+14% +$10.6M
NEE icon
136
NextEra Energy
NEE
$185B
$85.6M 0.15%
3,294,392
+124,456
+4% +$3.15M
DUK icon
137
Duke Energy
DUK
$101B
$85.3M 0.15%
1,195,418
-54,417
-4% -$3.83M
AEP icon
138
American Electric Power
AEP
$71.2B
$84.7M 0.14%
1,453,293
-77,296
-5% -$4.38M
CI icon
139
Cigna
CI
$78.8B
$83.7M 0.14%
572,319
+2,505
+0.4% +$344K
NVO
140
Novo Nordisk
NVO
$228B
$83.2M 0.14%
2,865,880
+45,268
+2% +$1.25M
EQIX icon
141
Equinix
EQIX
$100B
$82.8M 0.14%
273,819
-24,243
-8% -$7.08M
EEM icon
142
iShares MSCI Emerging Markets ETF
EEM
$27.9B
$82.1M 0.14%
2,549,024
+1,744,370
+217% +$59.8M
PEG icon
143
Public Service Enterprise Group
PEG
$38.9B
$81.7M 0.14%
2,110,559
+122,197
+6% +$4.9M
TM icon
144
Toyota
TM
$230B
$81.4M 0.14%
661,608
-28,417
-4% -$3.51M
GD icon
145
General Dynamics
GD
$105B
$81.1M 0.14%
590,102
-61,426
-9% -$8.78M
BIDU icon
146
Baidu
BIDU
$35.9B
$80.9M 0.14%
427,835
-7,041
-2% -$1.3M
BDX icon
147
Becton Dickinson
BDX
$46.4B
$80.8M 0.14%
537,747
+46,919
+10% +$6.75M
LYB icon
148
LyondellBasell Industries
LYB
$19.6B
$80.6M 0.14%
927,437
+65,664
+8% +$6.04M
UTHR icon
149
United Therapeutics
UTHR
$26B
$78.5M 0.13%
501,543
-46,871
-9% -$6.82M
DFS
150
DELISTED
Discover Financial Services
DFS
$78.3M 0.13%
1,459,884
+50,351
+4% +$2.79M
4 5
6
7 8

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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.