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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
BP icon
201
BP
BP
$107B
$56.4M 0.1%
2,145,118
+180,719
+9% +$5.14M
NXPI icon
202
NXP Semiconductors
NXPI
$65.4B
$56.4M 0.1%
669,300
+216,916
+48% +$18.6M
BAX icon
203
Baxter International
BAX
$12.6B
$56.2M 0.1%
1,474,153
+189,634
+15% +$6.93M
AMP icon
204
Ameriprise Financial
AMP
$48.3B
$56.2M 0.1%
527,700
+27,559
+6% +$3.08M
NSC icon
205
Norfolk Southern
NSC
$76.1B
$56.1M 0.1%
662,744
+82,111
+14% +$7.03M
PSA icon
206
Public Storage
PSA
$61.7B
$55.4M 0.09%
223,564
+12,880
+6% +$3.02M
PPG icon
207
PPG Industries
PPG
$26.5B
$55.1M 0.09%
557,400
-20,082
-3% -$2.03M
RDS.A
208
DELISTED
Royal Dutch Shell PLC ADS Class A
RDS.A
$55M 0.09%
1,200,248
+53,456
+5% +$2.68M
HUM icon
209
Humana
HUM
$46.7B
$54.9M 0.09%
307,680
-147,568
-32% -$25.9M
WM icon
210
Waste Management
WM
$96.1B
$54.5M 0.09%
1,022,017
+54,110
+6% +$2.87M
STZ icon
211
Constellation Brands
STZ
$22.5B
$53.9M 0.09%
378,206
+229
+0.1% +$31.5K
GLW icon
212
Corning
GLW
$108B
$53.8M 0.09%
2,942,346
+253,024
+9% +$4.59M
APH icon
213
Amphenol
APH
$177B
$53.8M 0.09%
4,117,780
+185,956
+5% +$2.49M
YUM icon
214
Yum! Brands
YUM
$41.4B
$53.3M 0.09%
1,015,029
-15,852
-2% -$828K
ED icon
215
Consolidated Edison
ED
$41.3B
$52.4M 0.09%
814,605
+16,163
+2% +$1.04M
TFCFA
216
DELISTED
Twenty-First Century Fox, Inc. Class A
TFCFA
$52.3M 0.09%
1,925,960
+7,254
+0.4% +$210K
CME icon
217
CME Group
CME
$93.5B
$52.3M 0.09%
576,951
+32,582
+6% +$3.07M
MCHP icon
218
Microchip Technology
MCHP
$41.1B
$52.3M 0.09%
2,246,040
+212,726
+10% +$4.99M
M icon
219
Macy's
M
$6.62B
$52.1M 0.09%
1,490,203
-143,577
-9% -$6.22M
NTAP icon
220
NetApp
NTAP
$34.2B
$52.1M 0.09%
1,963,241
+133,417
+7% +$4.17M
HAL icon
221
Halliburton
HAL
$26.1B
$52M 0.09%
1,527,406
-554,707
-27% -$20.9M
AMX icon
222
America Movil
AMX
$77.2B
$51.9M 0.09%
3,691,178
-32,757
-0.9% -$535K
MJN
223
DELISTED
Mead Johnson Nutrition Company
MJN
$51.9M 0.09%
657,346
+82,106
+14% +$6.47M
PX
224
DELISTED
Praxair Inc
PX
$51.6M 0.09%
504,204
-13,449
-3% -$1.47M
VRTX icon
225
Vertex Pharmaceuticals
VRTX
$124B
$51.4M 0.09%
408,582
+30,712
+8% +$3.71M
7 8
9
10 11

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AF
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MCM
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PSUF
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IA
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SCC
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BAM
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ACI
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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.