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
FTR
426
DELISTED
Frontier Communications Corp.
FTR
$24.3M 0.04%
347,432
-10,943
-3% -$813K
TNL icon
427
Travel + Leisure Co
TNL
$4.78B
$24.2M 0.04%
738,107
+7,757
+1% +$268K
UAA icon
428
Under Armour
UAA
$3.04B
$24M 0.04%
600,887
+12,530
+2% +$567K
CF icon
429
CF Industries
CF
$19.5B
$24M 0.04%
588,027
-71,441
-11% -$3.37M
FE icon
430
FirstEnergy
FE
$28.6B
$24M 0.04%
755,797
+48,474
+7% +$1.52M
DOC icon
431
Healthpeak Properties
DOC
$15.5B
$24M 0.04%
688,131
-112,767
-14% -$3.77M
EFX icon
432
Equifax
EFX
$22B
$23.8M 0.04%
213,902
+3,457
+2% +$373K
DOV icon
433
Dover
DOV
$26.8B
$23.8M 0.04%
480,793
+74,427
+18% +$3.77M
BALL icon
434
Ball Corp
BALL
$17.5B
$23.7M 0.04%
651,692
-11,894
-2% -$406K
CBRE icon
435
CBRE Group
CBRE
$43.8B
$23.6M 0.04%
682,697
+58,244
+9% +$2.05M
BPL
436
DELISTED
Buckeye Partners, L.P.
BPL
$23.6M 0.04%
357,731
-90,631
-20% -$5.93M
CPB icon
437
Campbell Soup
CPB
$6.74B
$23.6M 0.04%
448,695
+48,160
+12% +$2.47M
FMX icon
438
Fomento Económico Mexicano
FMX
$41.6B
$23.6M 0.04%
255,092
-9,363
-4% -$900K
BCS icon
439
Barclays
BCS
$88.9B
$23.5M 0.04%
1,933,653
-270,199
-12% -$3.58M
MTD icon
440
Mettler-Toledo International
MTD
$28.2B
$23.4M 0.04%
68,999
-14,530
-17% -$4.66M
PAA icon
441
Plains All American Pipeline
PAA
$17.5B
$23.2M 0.04%
1,004,431
-270,485
-21% -$7.28M
CX icon
442
Cemex
CX
$17.1B
$23.1M 0.04%
4,491,290
-274,399
-6% -$1.6M
TXT icon
443
Textron
TXT
$15.1B
$23M 0.04%
546,402
+31,262
+6% +$1.29M
POM
444
DELISTED
PEPCO HOLDINGS, INC.
POM
$22.9M 0.04%
881,944
+61,142
+7% +$1.6M
CBOE icon
445
Cboe Global Markets
CBOE
$32.1B
$22.9M 0.04%
353,069
+15,336
+5% +$1.04M
ING icon
446
ING
ING
$93.8B
$22.9M 0.04%
1,699,519
-22,494
-1% -$318K
HES
447
DELISTED
Hess
HES
$22.8M 0.04%
470,849
-147,928
-24% -$8.4M
NGG icon
448
National Grid
NGG
$79.6B
$22.8M 0.04%
339,338
+25,313
+8% +$1.71M
NWL icon
449
Newell Brands
NWL
$2.22B
$22.7M 0.04%
515,328
-47,461
-8% -$2.08M
SHY icon
450
iShares 1-3 Year Treasury Bond ETF
SHY
$25.5B
$22.6M 0.04%
268,389
-535
-0.2% -$45.3K
16 17
18
19 20

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.