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
IWV icon
551
iShares Russell 3000 ETF
IWV
$19.2B
$17.1M 0.03%
142,010
-6,898
-5% -$839K
PCEF icon
552
Invesco CEF Income Composite ETF
PCEF
$788M
$17M 0.03%
798,538
+320,488
+67% +$6.88M
NI icon
553
NiSource
NI
$21.5B
$17M 0.03%
871,272
+38,424
+5% +$739K
SKM icon
554
SK Telecom
SKM
$11.4B
$16.9M 0.03%
509,918
+40,960
+9% +$1.54M
G icon
555
Genpact
G
$6.22B
$16.9M 0.03%
677,364
-5,422
-0.8% -$134K
AAP icon
556
Advance Auto Parts
AAP
$3.53B
$16.9M 0.03%
112,320
-7,733
-6% -$1.34M
CNP icon
557
CenterPoint Energy
CNP
$28.3B
$16.9M 0.03%
920,402
+19,229
+2% +$341K
TDG icon
558
TransDigm Group
TDG
$70.7B
$16.9M 0.03%
73,891
+3,961
+6% +$892K
CTAS icon
559
Cintas
CTAS
$86.6B
$16.9M 0.03%
741,476
-10,560
-1% -$240K
RHI icon
560
Robert Half
RHI
$4.11B
$16.9M 0.03%
357,844
-5,227
-1% -$264K
TYC
561
DELISTED
TYCO INTL PLC COM SHS (IRL)
TYC
$16.9M 0.03%
504,648
-55,229
-10% -$2.02M
FCX icon
562
Freeport-McMoran
FCX
$86.2B
$16.8M 0.03%
2,487,689
+409,576
+20% +$3.9M
KLAC icon
563
KLA
KLAC
$222B
$16.8M 0.03%
2,427,470
+147,810
+6% +$946K
ADT
564
DELISTED
ADT Corp
ADT
$16.8M 0.03%
510,347
+69,015
+16% +$2.32M
ABEV icon
565
Ambev
ABEV
$47.9B
$16.8M 0.03%
3,766,767
-120,084
-3% -$587K
L icon
566
Loews
L
$24.5B
$16.7M 0.03%
435,402
-1,129
-0.3% -$42K
VAR
567
DELISTED
Varian Medical Systems, Inc.
VAR
$16.7M 0.03%
235,288
-17,617
-7% -$1.22M
TSLA icon
568
Tesla
TSLA
$1.18T
$16.6M 0.03%
1,034,520
-69,570
-6% -$1.04M
AYI icon
569
Acuity Brands
AYI
$9.99B
$16.5M 0.03%
70,781
+1,428
+2% +$310K
GGP
570
DELISTED
GGP Inc.
GGP
$16.5M 0.03%
608,107
+50,770
+9% +$1.37M
WPP icon
571
WPP
WPP
$4.67B
$16.5M 0.03%
144,108
+24,810
+21% +$2.79M
XLNX
572
DELISTED
Xilinx Inc
XLNX
$16.5M 0.03%
352,017
+6,528
+2% +$308K
LEN icon
573
Lennar Class A
LEN
$20.4B
$16.5M 0.03%
354,410
+9,969
+3% +$475K
DDS icon
574
Dillards
DDS
$9.2B
$16.5M 0.03%
250,412
-1,699
-0.7% -$137K
SIRO
575
DELISTED
SIRONA DENTAL SYSTEMS INC COM STK
SIRO
$16.4M 0.03%
150,019
+105,284
+235% +$11.3M
21 22
23
24 25

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.