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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
VOO icon
1
Vanguard S&P 500 ETF
VOO
$971B
$1.71B 2.92%
9,148,610
+1,259,095
+16% +$237M
AAPL icon
2
Apple
AAPL
$4.99T
$1.15B 1.97%
43,804,060
+2,412,192
+6% +$68.9M
MSFT icon
3
Microsoft
MSFT
$2.92T
$911M 1.55%
16,423,855
+403,699
+3% +$21.2M
IVV icon
4
iShares Core S&P 500 ETF
IVV
$871B
$736M 1.26%
3,592,027
+157,139
+5% +$32.5M
XOM icon
5
ExxonMobil
XOM
$634B
$597M 1.02%
7,664,183
+84,465
+1% +$6.75M
JNJ icon
6
Johnson & Johnson
JNJ
$643B
$592M 1.01%
5,760,628
+364,367
+7% +$36.6M
JPM icon
7
JPMorgan Chase
JPM
$950B
$590M 1.01%
8,935,008
+39,583
+0.4% +$2.58M
GOOGL icon
8
Alphabet (Google) Class A
GOOGL
$4.08T
$566M 0.97%
+14,553,740
New +$539M
AMZN icon
9
Amazon
AMZN
$2.48T
$531M 0.91%
15,709,500
+387,660
+3% +$12.2M
GE icon
10
GE Aerospace
GE
$377B
$475M 0.81%
3,184,739
+66,233
+2% +$9.41M
T icon
11
AT&T
T
$169B
$468M 0.8%
17,991,359
+161,277
+0.9% +$4.09M
META icon
12
Meta Platforms (Facebook)
META
$1.51T
$454M 0.78%
4,341,716
+282,413
+7% +$29M
WFC icon
13
Wells Fargo
WFC
$263B
$447M 0.76%
8,225,068
+99,071
+1% +$5.38M
CVX icon
14
Chevron
CVX
$374B
$441M 0.75%
4,901,858
+433,312
+10% +$39.1M
GOOG icon
15
Alphabet (Google) Class C
GOOG
$4.07T
$436M 0.74%
11,483,860
-13,131,720
-53% -$471M
V icon
16
Visa
V
$697B
$436M 0.74%
5,617,639
+195,279
+4% +$15.1M
PFE icon
17
Pfizer
PFE
$144B
$428M 0.73%
13,970,918
+228,059
+2% +$7.17M
INTC icon
18
Intel
INTC
$435B
$413M 0.7%
11,984,184
-230,706
-2% -$7.8M
PG icon
19
Procter & Gamble
PG
$347B
$410M 0.7%
5,162,939
+352,387
+7% +$26.9M
VZ icon
20
Verizon
VZ
$201B
$383M 0.65%
8,287,661
-109,749
-1% -$4.98M
BAC icon
21
Bank of America
BAC
$439B
$375M 0.64%
22,284,383
+928,726
+4% +$15.7M
HD icon
22
Home Depot
HD
$343B
$369M 0.63%
2,786,859
+1,784
+0.1% +$227K
C icon
23
Citigroup
C
$222B
$362M 0.62%
6,999,956
+368,884
+6% +$19.6M
PM icon
24
Philip Morris
PM
$312B
$352M 0.6%
3,999,891
+510,195
+15% +$44.3M
BRK.B icon
25
Berkshire Hathaway Class B
BRK.B
$1.11T
$341M 0.58%
2,580,736
+58,729
+2% +$7.88M
1
2 3 4 5

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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.