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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
F icon
151
Ford
F
$59.6B
$77.9M 0.13%
5,528,811
+548,174
+11% +$7.94M
SYY icon
152
Sysco
SYY
$40.7B
$76.8M 0.13%
1,874,155
+358,738
+24% +$14.7M
CB
153
DELISTED
CHUBB CORPORATION
CB
$76M 0.13%
573,079
-44,598
-7% -$5.77M
EFA icon
154
iShares MSCI EAFE ETF
EFA
$76.8B
$75.9M 0.13%
1,292,000
-618,676
-32% -$37.3M
PRGO icon
155
Perrigo
PRGO
$1.43B
$75.1M 0.13%
518,990
+146,597
+39% +$22.5M
SJM icon
156
J.M. Smucker
SJM
$13.2B
$74.9M 0.13%
607,514
+61,619
+11% +$7.34M
MON
157
DELISTED
Monsanto Co
MON
$74.3M 0.13%
754,531
+50,064
+7% +$4.7M
ALXN
158
DELISTED
Alexion Pharmaceuticals
ALXN
$74M 0.13%
387,987
+48,576
+14% +$8.49M
CLX icon
159
Clorox
CLX
$12.1B
$73.2M 0.13%
577,534
+13,242
+2% +$1.64M
BFH icon
160
Bread Financial
BFH
$4.36B
$73M 0.12%
330,589
+11,500
+4% +$2.6M
MCO icon
161
Moody's
MCO
$83.9B
$72.5M 0.12%
722,420
-12,051
-2% -$1.21M
LUV icon
162
Southwest Airlines
LUV
$22.7B
$72.4M 0.12%
1,680,879
-171,585
-9% -$7.6M
ETN icon
163
Eaton
ETN
$150B
$72M 0.12%
1,384,392
+704,396
+104% +$38.1M
APTV icon
164
Aptiv
APTV
$12.6B
$71.1M 0.12%
829,863
+85,636
+12% +$7.16M
ALL icon
165
Allstate
ALL
$70.1B
$70.9M 0.12%
1,141,884
-170,041
-13% -$10.6M
PRU icon
166
Prudential Financial
PRU
$43B
$69.4M 0.12%
852,496
+63,112
+8% +$5.22M
VIAB
167
DELISTED
Viacom Inc. Class B
VIAB
$69.4M 0.12%
1,685,115
+50,800
+3% +$2.38M
BNY
168
Bank of New York Mellon
BNY
$106B
$69.1M 0.12%
1,677,403
+52,676
+3% +$2.21M
AMT icon
169
American Tower
AMT
$79.9B
$68.1M 0.12%
701,978
+34,678
+5% +$3.38M
EL icon
170
Estee Lauder
EL
$30.7B
$67.6M 0.12%
767,271
+29,746
+4% +$2.53M
EIX icon
171
Edison International
EIX
$30.7B
$67.3M 0.11%
1,136,443
+14,329
+1% +$876K
SCHW
172
Charles Schwab
SCHW
$184B
$66.7M 0.11%
2,024,720
+51,638
+3% +$1.63M
ETR icon
173
Entergy
ETR
$52.4B
$65.8M 0.11%
1,924,026
+183,498
+11% +$6.17M
BUD icon
174
AB InBev
BUD
$161B
$64.9M 0.11%
519,427
+120,212
+30% +$14.5M
GWW icon
175
W.W. Grainger
GWW
$66B
$64.4M 0.11%
317,868
+5,049
+2% +$1.04M
5 6
7
8 9

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MCM
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PSUF
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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.