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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
WAB icon
726
Wabtec
WAB
$49.3B
$11.5M 0.02%
162,390
+41,519
+34% +$3.32M
KT icon
727
KT
KT
$8.74B
$11.5M 0.02%
967,322
+253,215
+35% +$3.26M
TW
728
DELISTED
TOWERS WATSON & CO COM STK CL A (DE)
TW
$11.5M 0.02%
89,681
+1,895
+2% +$242K
EMD
729
DELISTED
Western Asset Emerging Markets
EMD
$11.4M 0.02%
1,174,632
-10,062
-0.8% -$99.3K
CHE icon
730
Chemed
CHE
$7.16B
$11.4M 0.02%
76,290
-8,828
-10% -$1.3M
CHK
731
DELISTED
Chesapeake Energy Corporation
CHK
$11.4M 0.02%
12,691
+1,206
+11% +$1.5M
SBNY
732
DELISTED
Signature Bank
SBNY
$11.4M 0.02%
74,292
+17,994
+32% +$2.72M
MHK icon
733
Mohawk Industries
MHK
$6.91B
$11.4M 0.02%
60,089
+2,862
+5% +$549K
SWN
734
DELISTED
Southwestern Energy Company
SWN
$11.3M 0.02%
1,593,265
+1,260,310
+379% +$12.3M
VCSH icon
735
Vanguard Short-Term Corporate Bond ETF
VCSH
$44.7B
$11.3M 0.02%
142,873
– –
IGD
736
Voya Global Equity Dividend and Premium Opportunity Fund
IGD
$509M
$11.3M 0.02%
1,608,297
-152,208
-9% -$1.11M
STLA icon
737
Stellantis
STLA
$17.4B
$11.2M 0.02%
1,230,398
+110,509
+10% +$1.04M
ERC
738
Allspring Multi-Sector Income Fund
ERC
$251M
$11.2M 0.02%
991,168
+115,027
+13% +$1.33M
BIG
739
DELISTED
Big Lots, Inc.
BIG
$11.2M 0.02%
290,781
-13,856
-5% -$615K
LAMR icon
740
Lamar Advertising Co
LAMR
$16.7B
$11.1M 0.02%
185,576
+44,075
+31% +$2.53M
DRE
741
DELISTED
Duke Realty Corp.
DRE
$11.1M 0.02%
529,254
+82,502
+18% +$1.69M
FHN icon
742
First Horizon
FHN
$12.2B
$11.1M 0.02%
764,493
+98,540
+15% +$1.43M
PNR icon
743
Pentair
PNR
$10.8B
$11.1M 0.02%
332,330
-41,014
-11% -$1.5M
DLR icon
744
Digital Realty Trust
DLR
$69.6B
$11M 0.02%
145,532
+9,848
+7% +$710K
O icon
745
Realty Income
O
$61.1B
$11M 0.02%
219,855
+22,889
+12% +$1.09M
DASTY
746
DELISTED
DASSAULT SYSTEMES SA ADR
DASTY
$10.9M 0.02%
+135,962
New +$10.9M
FLEX icon
747
Flex
FLEX
$37.7B
$10.8M 0.02%
1,284,317
-6,950
-0.5% -$58.7K
KUB
748
DELISTED
KUBOTA CORPORATION (ONE ADS REP 5 SHS COM)
KUB
$10.8M 0.02%
+140,015
New +$10.8M
ETP
749
DELISTED
Energy Transfer Partners, L.P.
ETP
$10.8M 0.02%
421,054
-135,608
-24% -$3.75M
HIW icon
750
Highwoods Properties
HIW
$3.79B
$10.8M 0.02%
248,061
+60,001
+32% +$2.56M
28 29
30
31 32

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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.