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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
WMB icon
401
Williams Companies
WMB
$85.5B
$26.7M 0.05%
1,040,115
-130,277
-11% -$4.55M
VNO icon
402
Vornado Realty Trust
VNO
$7.79B
$26.7M 0.05%
330,149
+25,139
+8% +$1.98M
PRE
403
DELISTED
PARTNERRE LTD
PRE
$26.6M 0.05%
190,404
-36,248
-16% -$5.04M
MKL icon
404
Markel Group
MKL
$25.4B
$26.6M 0.05%
30,063
+1,306
+5% +$1.14M
BBBY
405
DELISTED
Bed Bath & Beyond Inc
BBBY
$26.5M 0.05%
549,948
-28,904
-5% -$1.61M
CTXS
406
DELISTED
Citrix Systems Inc
CTXS
$26.4M 0.05%
438,334
+120,442
+38% +$7.4M
TGI
407
DELISTED
Triumph Group
TGI
$26.3M 0.04%
662,666
-164,201
-20% -$6.63M
CA
408
DELISTED
CA, Inc.
CA
$26.2M 0.04%
915,712
+96,430
+12% +$2.71M
AVT icon
409
Avnet
AVT
$7B
$26M 0.04%
606,989
+28,191
+5% +$1.27M
LLL
410
DELISTED
L3 Technologies, Inc.
LLL
$26M 0.04%
217,302
-63,665
-23% -$7.56M
STJ
411
DELISTED
St Jude Medical
STJ
$25.8M 0.04%
417,483
-92,204
-18% -$5.82M
INFY icon
412
Infosys
INFY
$50.9B
$25.6M 0.04%
3,057,588
-225,126
-7% -$1.95M
WBK
413
DELISTED
Westpac Banking Corporation
WBK
$25.6M 0.04%
1,055,438
+232,997
+28% +$5.29M
CHRW icon
414
C.H. Robinson
CHRW
$19.8B
$25.5M 0.04%
411,112
+79,563
+24% +$5.36M
HST icon
415
Host Hotels & Resorts
HST
$17.5B
$25.4M 0.04%
1,658,737
+341,058
+26% +$5.67M
RCL icon
416
Royal Caribbean
RCL
$87.2B
$25.2M 0.04%
248,550
+11,157
+5% +$1.06M
CFR icon
417
Cullen/Frost Bankers
CFR
$10.5B
$25.1M 0.04%
418,853
+86,542
+26% +$5.74M
MAT icon
418
Mattel
MAT
$4.48B
$25.1M 0.04%
924,514
+119,589
+15% +$2.94M
PFG icon
419
Principal Financial Group
PFG
$24.5B
$25.1M 0.04%
557,606
+21,617
+4% +$1.06M
WU icon
420
Western Union
WU
$2.54B
$25.1M 0.04%
1,399,083
+54,440
+4% +$1.03M
BXP icon
421
Boston Properties
BXP
$11.9B
$24.8M 0.04%
194,795
+11,881
+6% +$1.48M
AZN icon
422
AstraZeneca
AZN
$270B
$24.7M 0.04%
363,588
+30,215
+9% +$1.98M
MUFG icon
423
Mitsubishi UFJ Financial
MUFG
$251B
$24.5M 0.04%
3,931,138
+459,430
+13% +$2.97M
HOT
424
DELISTED
STARWOOD HOTELS & RESORTS WORLDWIDE, INC.
HOT
$24.4M 0.04%
352,238
+74,257
+27% +$5.3M
IGSB icon
425
iShares 1-5 Year Investment Grade Corporate Bond ETF
IGSB
$23B
$24.4M 0.04%
465,926
+6,036
+1% +$317K
15 16
17
18 19

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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.