We are live on ! Find out more
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
MAR icon
301
Marriott International
MAR
$100B
$38.6M 0.07%
575,075
+13,654
+2% +$988K
ES icon
302
Eversource Energy
ES
$28.3B
$38.5M 0.07%
754,179
+58,378
+8% +$2.97M
GSK icon
303
GSK
GSK
$106B
$38.5M 0.07%
762,845
+29,293
+4% +$1.49M
SRE icon
304
Sempra
SRE
$59.1B
$38.4M 0.07%
817,378
+32,790
+4% +$1.62M
XRX icon
305
Xerox
XRX
$361M
$38.2M 0.07%
1,362,666
-139,121
-9% -$3.74M
LRCX icon
306
Lam Research
LRCX
$322B
$38.1M 0.07%
4,800,220
-430,230
-8% -$3.24M
ILMN icon
307
Illumina
ILMN
$29.1B
$38M 0.06%
203,292
+68,634
+51% +$11.1M
CYH icon
308
Community Health Systems
CYH
$388M
$37.8M 0.06%
1,723,839
+884,464
+105% +$22.8M
NBIS
309
Nebius Group N.V.
NBIS
$39.3B
$37.3M 0.06%
2,375,907
-62,465
-3% -$935K
VFC icon
310
VF Corp
VFC
$5.92B
$37.3M 0.06%
637,121
-26,782
-4% -$1.67M
RWR icon
311
State Street SPDR Dow Jones REIT ETF
RWR
$1.9B
$36.9M 0.06%
402,457
-63,878
-14% -$5.78M
GEN icon
312
Gen Digital
GEN
$16.7B
$36.7M 0.06%
1,747,197
+4,253
+0.2% +$86.5K
BCR
313
DELISTED
CR Bard Inc.
BCR
$36.3M 0.06%
191,835
+34,348
+22% +$6.43M
PBF icon
314
PBF Energy
PBF
$7.43B
$36.2M 0.06%
982,388
+145,408
+17% +$5.13M
LNKD
315
DELISTED
LinkedIn Corporation
LNKD
$36M 0.06%
160,166
-13,295
-8% -$3.02M
ZBH icon
316
Zimmer Biomet
ZBH
$18.7B
$36M 0.06%
361,813
+4,453
+1% +$436K
HRL icon
317
Hormel Foods
HRL
$14.4B
$35.9M 0.06%
908,624
-61,226
-6% -$2.18M
MU icon
318
Micron Technology
MU
$885B
$35.7M 0.06%
2,521,183
-1,161,746
-32% -$18.6M
LBTYA icon
319
Liberty Global Class A
LBTYA
$3.55B
$35.5M 0.06%
959,584
+147,230
+18% +$5.56M
BSX icon
320
Boston Scientific
BSX
$68.1B
$35.5M 0.06%
1,922,446
+85,272
+5% +$1.53M
CMS icon
321
CMS Energy
CMS
$23.1B
$35.3M 0.06%
979,209
+37,184
+4% +$1.33M
UBS icon
322
UBS Group
UBS
$172B
$35.2M 0.06%
1,817,859
+85,274
+5% +$1.66M
APA icon
323
APA Corp
APA
$12.8B
$35.2M 0.06%
791,750
-28,290
-3% -$1.32M
ROP icon
324
Roper Technologies
ROP
$39.9B
$35.1M 0.06%
184,970
+10,000
+6% +$1.83M
BG icon
325
Bunge Global
BG
$21B
$35M 0.06%
512,879
+8,302
+2% +$585K
11 12
13
14 15

Similar funds

NIPH
NN Investment Partners Holdings The Hague, Netherlands $18.6B AUM 18.31% 1-Year Est. Return
AF
Amalgamated Financial New York $12.6B AUM
MCM
Melvin Capital Management New York $9.86B AUM 16.31% 1-Year Est. Return
PSUF
People's United Financial Bridgeport, Connecticut $3.51B AUM 12.24% 1-Year Est. Return
IA
IndexIQ Advisors New York $2.82B AUM 12.48% 1-Year Est. Return
SCC
Spring Creek Capital Wichita, Kansas $2.53B AUM 19.59% 1-Year Est. Return
BAM
Barrett Asset Management New York $2.39B AUM 14.06% 1-Year Est. Return
ACI
AMP Capital Investors Sydney, Australia $2.37B AUM 23.59% 1-Year Est. Return

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.