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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
VLO icon
76
Valero Energy
VLO
$88.7B
$133M 0.23%
1,878,706
+47,789
+3% +$3.26M
MCK icon
77
McKesson
MCK
$104B
$132M 0.23%
669,118
+78,112
+13% +$14.7M
ELV icon
78
Elevance Health
ELV
$83.7B
$131M 0.22%
936,833
-76,058
-8% -$10.5M
MDT icon
79
Medtronic
MDT
$111B
$130M 0.22%
1,690,439
+243,986
+17% +$18.4M
TGT icon
80
Target
TGT
$65.5B
$130M 0.22%
1,787,375
-271,897
-13% -$20.3M
CRM icon
81
Salesforce
CRM
$149B
$127M 0.22%
1,625,088
+40,546
+3% +$3.17M
COR icon
82
Cencora
COR
$62.2B
$127M 0.22%
1,222,916
+239,358
+24% +$23.5M
DHR icon
83
Danaher
DHR
$140B
$126M 0.22%
2,025,863
+85,413
+4% +$5.35M
UNP icon
84
Union Pacific
UNP
$175B
$124M 0.21%
1,591,880
-106,537
-6% -$9.14M
SPY icon
85
State Street SPDR S&P 500 ETF Trust
SPY
$783B
$124M 0.21%
607,448
-13,363
-2% -$2.74M
EBAY icon
86
eBay
EBAY
$52.1B
$124M 0.21%
4,503,704
+1,101,592
+32% +$30.4M
LMT icon
87
Lockheed Martin
LMT
$134B
$123M 0.21%
564,580
-45,497
-7% -$9.87M
DD icon
88
DuPont de Nemours
DD
$19B
$121M 0.21%
929,809
+59,340
+7% +$7.62M
ACN icon
89
Accenture
ACN
$101B
$121M 0.21%
1,157,783
+85,091
+8% +$8.98M
TWC
90
DELISTED
TIME WARNER CABLE INC NEW COM STK
TWC
$120M 0.2%
643,916
+45,352
+8% +$8.41M
PSX icon
91
Phillips 66
PSX
$82.5B
$119M 0.2%
1,455,780
+124,049
+9% +$10.7M
ADP icon
92
Automatic Data Processing
ADP
$106B
$119M 0.2%
1,399,748
+101,787
+8% +$8.77M
PNC icon
93
PNC Financial Services
PNC
$100B
$118M 0.2%
1,242,559
+23,071
+2% +$2.14M
BBWI icon
94
Bath & Body Works
BBWI
$4.13B
$117M 0.2%
1,508,356
+37,043
+3% +$2.87M
AFL icon
95
Aflac
AFL
$65.9B
$115M 0.2%
3,832,084
-49,692
-1% -$1.55M
BKNG icon
96
Booking.com
BKNG
$154B
$113M 0.19%
2,215,775
+66,225
+3% +$3.5M
PYPL icon
97
PayPal
PYPL
$51.4B
$112M 0.19%
3,082,260
-14,426
-0.5% -$509K
EA icon
98
Electronic Arts
EA
$52.4B
$112M 0.19%
1,623,299
+226,524
+16% +$15.9M
CL icon
99
Colgate-Palmolive
CL
$74.2B
$110M 0.19%
1,649,434
+101,161
+7% +$6.73M
MPC icon
100
Marathon Petroleum
MPC
$89.3B
$110M 0.19%
2,116,144
+205,021
+11% +$10.7M
2 3
4
5 6

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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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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.