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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
TTE icon
276
TotalEnergies
TTE
$192B
$42M 0.07%
933,266
+36,527
+4% +$1.77M
KEY icon
277
KeyCorp
KEY
$24.1B
$41.5M 0.07%
3,144,756
-250,883
-7% -$3.29M
CAG icon
278
Conagra Brands
CAG
$7.45B
$41.5M 0.07%
1,263,678
+41,349
+3% +$1.32M
MTB icon
279
M&T Bank
MTB
$36.5B
$41.5M 0.07%
342,123
+82,319
+32% +$10M
COL
280
DELISTED
Rockwell Collins
COL
$41.4M 0.07%
448,303
+62,245
+16% +$5.51M
FISV
281
Fiserv Inc
FISV
$29.5B
$41M 0.07%
896,674
+18,756
+2% +$881K
ADM icon
282
Archer Daniels Midland
ADM
$39.3B
$41M 0.07%
1,117,021
-861,971
-44% -$34.5M
WEC icon
283
WEC Energy
WEC
$36.8B
$41M 0.07%
798,171
-25,172
-3% -$1.28M
PARA
284
DELISTED
Paramount Global Class B
PARA
$40.8M 0.07%
864,981
-80,714
-9% -$3.79M
CPRI icon
285
Capri Holdings
CPRI
$1.77B
$40.7M 0.07%
1,016,557
-135,362
-12% -$5.58M
VGK icon
286
Vanguard FTSE Europe ETF
VGK
$30B
$40.4M 0.07%
809,982
-87,428
-10% -$4.47M
CMG icon
287
Chipotle Mexican Grill
CMG
$43.7B
$40.3M 0.07%
4,196,100
+2,057,400
+96% +$25.2M
EPD icon
288
Enterprise Products Partners
EPD
$84.7B
$40.2M 0.07%
1,573,381
-383,913
-20% -$9.98M
DGX icon
289
Quest Diagnostics
DGX
$26B
$40.2M 0.07%
564,993
+82,058
+17% +$5.52M
ROST icon
290
Ross Stores
ROST
$80.1B
$40.1M 0.07%
744,680
+54,513
+8% +$2.79M
KDP icon
291
Keurig Dr Pepper
KDP
$42.4B
$40M 0.07%
429,532
-54,303
-11% -$4.82M
AIZ icon
292
Assurant
AIZ
$14B
$39.9M 0.07%
494,829
-25,516
-5% -$2.1M
SWK icon
293
Stanley Black & Decker
SWK
$14.3B
$39.7M 0.07%
372,192
+19,843
+6% +$2.09M
ATVI
294
DELISTED
Activision Blizzard
ATVI
$39.6M 0.07%
1,023,382
+91,565
+10% +$3.3M
ALK icon
295
Alaska Air
ALK
$5.23B
$39.5M 0.07%
490,686
+67,628
+16% +$5.36M
PCG icon
296
PG&E
PCG
$39.2B
$39.5M 0.07%
742,158
+99,625
+16% +$5.29M
DOX icon
297
Amdocs
DOX
$6.02B
$39.4M 0.07%
721,246
+8,476
+1% +$486K
WDC icon
298
Western Digital
WDC
$160B
$39.3M 0.07%
866,871
-30,704
-3% -$1.57M
LNC icon
299
Lincoln National
LNC
$8.11B
$38.7M 0.07%
770,405
-313,601
-29% -$16.4M
JCI icon
300
Johnson Controls International
JCI
$84.2B
$38.6M 0.07%
933,746
+79,855
+9% +$3.61M
10 11
12
13 14

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MCM
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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.