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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
VWO icon
176
Vanguard FTSE Emerging Markets ETF
VWO
$119B
$64M 0.11%
1,957,429
+266,754
+16% +$9.18M
APD icon
177
Air Products & Chemicals
APD
$65.2B
$63.5M 0.11%
527,714
-1,177
-0.2% -$148K
EMR icon
178
Emerson Electric
EMR
$85B
$63.5M 0.11%
1,326,587
+209,997
+19% +$9.99M
CB icon
179
Chubb
CB
$141B
$63.3M 0.11%
542,123
-27,890
-5% -$3.16M
HPQ icon
180
HP
HPQ
$25.9B
$62.9M 0.11%
5,313,262
-10,934,567
-67% -$140M
DG icon
181
Dollar General
DG
$27.8B
$62.7M 0.11%
872,056
-280,917
-24% -$19.1M
STI
182
DELISTED
SunTrust Banks, Inc.
STI
$62.7M 0.11%
1,462,681
+116,118
+9% +$4.89M
TSN icon
183
Tyson Foods
TSN
$21.5B
$62.5M 0.11%
1,171,025
-58,314
-5% -$2.8M
MRSH
184
Marsh
MRSH
$91.7B
$62.2M 0.11%
1,122,224
+98,286
+10% +$5.42M
AGG icon
185
iShares Core US Aggregate Bond ETF
AGG
$138B
$61.2M 0.1%
566,608
-13,846
-2% -$1.51M
HCA icon
186
HCA Healthcare
HCA
$92.8B
$60.4M 0.1%
892,486
+64,409
+8% +$4.49M
MS icon
187
Morgan Stanley
MS
$333B
$60.1M 0.1%
1,889,261
+99,154
+6% +$3.29M
AAL icon
188
American Airlines Group
AAL
$10.2B
$59.6M 0.1%
1,407,349
+175,699
+14% +$7.61M
MHFI
189
DELISTED
MCGRAW-HILL FINANCIAL INC COM
MHFI
$58.8M 0.1%
596,650
-22,855
-4% -$2.17M
DVN icon
190
Devon Energy
DVN
$49.2B
$58.7M 0.1%
1,835,202
+247,009
+16% +$10.1M
EG icon
191
Everest Group
EG
$15.8B
$58.6M 0.1%
319,990
+40,081
+14% +$7.28M
IWM icon
192
iShares Russell 2000 ETF
IWM
$80.4B
$58.3M 0.1%
517,895
+54,509
+12% +$6.29M
VOYA icon
193
Voya Financial
VOYA
$9.07B
$58.1M 0.1%
1,573,161
+22,230
+1% +$880K
DE icon
194
Deere & Co
DE
$173B
$58M 0.1%
760,926
+13,929
+2% +$1.08M
KSS icon
195
Kohl's
KSS
$2.16B
$57.8M 0.1%
1,212,983
+350,120
+41% +$16.2M
BLK icon
196
Blackrock
BLK
$170B
$57.4M 0.1%
168,681
+7,994
+5% +$2.72M
AMAT icon
197
Applied Materials
AMAT
$378B
$57.3M 0.1%
3,066,505
-133,764
-4% -$2.32M
BAP icon
198
Credicorp
BAP
$30.9B
$56.8M 0.1%
583,400
-19,905
-3% -$2.16M
AZO icon
199
AutoZone
AZO
$50.9B
$56.7M 0.1%
76,465
-5,212
-6% -$3.98M
D icon
200
Dominion Energy
D
$62.1B
$56.5M 0.1%
835,573
+851
+0.1% +$58.8K
6 7
8
9 10

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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.