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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
NPI
676
DELISTED
NUVEEN PREMIUN INC MUN FUND
NPI
$12.9M 0.02%
917,131
+58,972
+7% +$805K
VMC icon
677
Vulcan Materials
VMC
$36.8B
$12.9M 0.02%
135,980
+4,507
+3% +$437K
VR
678
DELISTED
Validus Hold Ltd
VR
$12.9M 0.02%
278,391
+27,371
+11% +$1.25M
PCL
679
DELISTED
PLUM CREEK TIMBER CO (REIT)
PCL
$12.9M 0.02%
269,653
+15,943
+6% +$723K
CXO
680
DELISTED
CONCHO RESOURCES INC.
CXO
$12.8M 0.02%
138,264
-54,965
-28% -$5.88M
SVC
681
Service Properties Trust
SVC
$1.05B
$12.8M 0.02%
98,050
+22,814
+30% +$3.07M
BLKB icon
682
Blackbaud
BLKB
$1.94B
$12.8M 0.02%
194,584
+20,296
+12% +$1.27M
OKS
683
DELISTED
Oneok Partners LP
OKS
$12.8M 0.02%
425,140
-105,640
-20% -$3.21M
HYT icon
684
BlackRock Corporate High Yield Fund
HYT
$1.35B
$12.8M 0.02%
1,309,094
+214,405
+20% +$2.16M
WTM icon
685
White Mountains Insurance
WTM
$5.33B
$12.8M 0.02%
17,613
-1,533
-8% -$1.17M
IFF icon
686
International Flavors & Fragrances
IFF
$20.3B
$12.8M 0.02%
106,739
+21,073
+25% +$2.44M
PPS
687
DELISTED
Post Properties
PPS
$12.8M 0.02%
215,570
+17,706
+9% +$1.05M
RAD
688
DELISTED
Rite Aid Corporation
RAD
$12.7M 0.02%
81,243
+4,757
+6% +$704K
EEP
689
DELISTED
Enbridge Energy Partners
EEP
$12.7M 0.02%
550,674
-131,328
-19% -$3.29M
JBLU icon
690
JetBlue
JBLU
$2.13B
$12.6M 0.02%
557,078
+5,257
+1% +$131K
TMUS icon
691
T-Mobile US
TMUS
$195B
$12.6M 0.02%
321,197
-9,646
-3% -$373K
AHL
692
DELISTED
ASPEN Insurance Holding Limited
AHL
$12.6M 0.02%
259,948
+94,358
+57% +$4.64M
MBLY
693
DELISTED
Mobileye N.V.
MBLY
$12.5M 0.02%
296,432
+161,747
+120% +$7.23M
ITC
694
DELISTED
ITC HOLDINGS CORP
ITC
$12.5M 0.02%
319,098
+13,533
+4% +$470K
ETY icon
695
Eaton Vance Tax-Managed Diversified Equity Income Fund
ETY
$2.24B
$12.5M 0.02%
1,117,117
-304,616
-21% -$3.41M
BBVA icon
696
Banco Bilbao Vizcaya Argentaria
BBVA
$142B
$12.5M 0.02%
1,770,835
-236,436
-12% -$1.89M
IT icon
697
Gartner
IT
$11.1B
$12.4M 0.02%
136,497
+25,820
+23% +$2.29M
DPZ icon
698
Domino's
DPZ
$11.9B
$12.4M 0.02%
111,264
+56,141
+102% +$6.01M
SON icon
699
Sonoco
SON
$5.83B
$12.4M 0.02%
302,611
+85,597
+39% +$3.56M
EXPD icon
700
Expeditors International
EXPD
$22.3B
$12.4M 0.02%
274,040
+8,392
+3% +$407K
26 27
28
29 30

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AF
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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.