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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
WBA
51
DELISTED
Walgreens Boots Alliance
WBA
$190M 0.32%
2,234,147
+122,776
+6% +$10.4M
SBUX icon
52
Starbucks
SBUX
$118B
$179M 0.31%
2,983,726
+156,341
+6% +$9.52M
MET icon
53
MetLife
MET
$62.7B
$177M 0.3%
4,123,956
+265,043
+7% +$11.7M
GM icon
54
General Motors
GM
$81.7B
$174M 0.3%
5,121,848
+449,130
+10% +$15.6M
AIG icon
55
American International
AIG
$42.9B
$173M 0.29%
2,784,721
+218,196
+9% +$13.3M
TRV icon
56
Travelers Companies
TRV
$82.9B
$170M 0.29%
1,507,231
-96,380
-6% -$10.7M
ABBV icon
57
AbbVie
ABBV
$465B
$170M 0.29%
2,869,652
-352,459
-11% -$20.3M
DAL icon
58
Delta Air Lines
DAL
$58.8B
$167M 0.29%
3,299,824
+413,515
+14% +$20.4M
LOW icon
59
Lowe's Companies
LOW
$122B
$166M 0.28%
2,185,080
+75,086
+4% +$5.58M
BA icon
60
Boeing
BA
$175B
$165M 0.28%
1,139,606
+118,497
+12% +$17.1M
NOC icon
61
Northrop Grumman
NOC
$78B
$162M 0.28%
856,526
-103,537
-11% -$19M
MDLZ icon
62
Mondelez International
MDLZ
$80.2B
$154M 0.26%
3,432,147
+43,782
+1% +$1.96M
TXN icon
63
Texas Instruments
TXN
$253B
$153M 0.26%
2,784,891
+93,657
+3% +$5.23M
CCI icon
64
Crown Castle
CCI
$33.1B
$153M 0.26%
1,764,172
-28,501
-2% -$2.42M
SLB icon
65
SLB Ltd
SLB
$74.2B
$152M 0.26%
2,176,943
+160,153
+8% +$12M
COP icon
66
ConocoPhillips
COP
$139B
$150M 0.26%
3,214,471
+158,444
+5% +$8.28M
KMB icon
67
Kimberly-Clark
KMB
$37.5B
$148M 0.25%
1,161,956
+11,481
+1% +$1.38M
KR icon
68
Kroger
KR
$36.3B
$148M 0.25%
3,528,841
+2,459
+0.1% +$95.3K
RTX icon
69
RTX Corp
RTX
$295B
$146M 0.25%
2,411,609
+226,961
+10% +$13.7M
LLY icon
70
Eli Lilly
LLY
$1.09T
$145M 0.25%
1,718,979
-71,838
-4% -$5.96M
HON icon
71
Honeywell
HON
$78.3B
$143M 0.24%
1,538,576
+10,413
+0.7% +$955K
GS icon
72
Goldman Sachs
GS
$305B
$141M 0.24%
780,115
+14,896
+2% +$2.77M
ABT icon
73
Abbott
ABT
$187B
$140M 0.24%
3,106,561
+206,828
+7% +$9.13M
OXY icon
74
Occidental Petroleum
OXY
$53.6B
$138M 0.24%
2,051,714
+93,584
+5% +$6.73M
ESRX
75
DELISTED
Express Scripts Holding Company
ESRX
$134M 0.23%
1,533,503
-22,114
-1% -$1.89M
1 2
3
4 5

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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.