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
AVB icon
351
AvalonBay Communities
AVB
$27.4B
$30.8M 0.05%
167,155
+5,381
+3% +$963K
MOS icon
352
The Mosaic Company
MOS
$7.19B
$30.7M 0.05%
1,113,876
-94,586
-8% -$3.02M
XEC
353
DELISTED
CIMAREX ENERGY CO
XEC
$30.7M 0.05%
343,542
-76,011
-18% -$8.45M
CPA icon
354
Copa Holdings
CPA
$5.61B
$30.6M 0.05%
634,343
-84,225
-12% -$4.38M
PGR icon
355
Progressive
PGR
$129B
$30.6M 0.05%
962,371
-107,771
-10% -$3.42M
MKC icon
356
McCormick & Company Non-Voting
MKC
$14.2B
$30.5M 0.05%
713,734
+18,408
+3% +$776K
PH icon
357
Parker-Hannifin
PH
$120B
$30.4M 0.05%
313,469
-31,273
-9% -$3.17M
ANSS
358
DELISTED
Ansys
ANSS
$30.3M 0.05%
327,463
+2,164
+0.7% +$200K
STX icon
359
Seagate
STX
$175B
$30M 0.05%
817,675
+152,041
+23% +$5.79M
AEE icon
360
Ameren
AEE
$30.8B
$29.9M 0.05%
692,521
-21,763
-3% -$944K
ETJ
361
Eaton Vance Risk-Managed Diversified Equity Income Fund
ETJ
$557M
$29.9M 0.05%
2,946,695
-97,723
-3% -$990K
HII icon
362
Huntington Ingalls Industries
HII
$11.3B
$29.8M 0.05%
235,118
+46,040
+24% +$5.63M
HBAN icon
363
Huntington Bancshares
HBAN
$34.3B
$29.8M 0.05%
2,695,874
+52,223
+2% +$584K
XEL icon
364
Xcel Energy
XEL
$49.5B
$29.6M 0.05%
823,742
+38,198
+5% +$1.36M
VOD icon
365
Vodafone
VOD
$37.2B
$29.5M 0.05%
915,891
+7,993
+0.9% +$261K
EXPE icon
366
Expedia Group
EXPE
$36.7B
$29.5M 0.05%
237,196
+24,701
+12% +$3.13M
IM
367
DELISTED
Ingram Micro
IM
$29.2M 0.05%
962,722
+144,321
+18% +$4.37M
TCOM icon
368
Trip.com Group
TCOM
$29.1B
$29.2M 0.05%
630,126
-153,692
-20% -$7.03M
DLTR icon
369
Dollar Tree
DLTR
$24.7B
$29.1M 0.05%
377,446
+2,475
+0.7% +$173K
PUK icon
370
Prudential
PUK
$36.4B
$29.1M 0.05%
666,005
+57,460
+9% +$2.56M
CAM
371
DELISTED
CAMERON INTERNATIONAL CORPORATION
CAM
$29.1M 0.05%
460,115
+45,959
+11% +$3.04M
BT
372
DELISTED
BT Group plc (ADR)
BT
$29.1M 0.05%
839,541
+59,249
+8% +$2.08M
IPG
373
DELISTED
Interpublic Group of Companies
IPG
$28.9M 0.05%
1,241,515
+144,637
+13% +$3.25M
ETP
374
DELISTED
Energy Transfer Partners L.p.
ETP
$28.9M 0.05%
855,785
-257,689
-23% -$10.1M
VTRS icon
375
Viatris
VTRS
$20.7B
$28.8M 0.05%
533,391
+299,303
+128% +$14.4M
13 14
15
16 17

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.