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
PBH icon
776
Prestige Consumer Healthcare
PBH
$2.47B
$10.3M 0.02%
199,641
+61,931
+45% +$3.08M
CE icon
777
Celanese
CE
$4.82B
$10.3M 0.02%
152,440
-52
-0% -$3.53K
TFSL icon
778
TFS Financial
TFSL
$5.11B
$10.3M 0.02%
545,078
-12,863
-2% -$236K
LVS icon
779
Las Vegas Sands
LVS
$31.4B
$10.3M 0.02%
234,005
+36,176
+18% +$1.65M
MUSA icon
780
Murphy USA
MUSA
$11.4B
$10.2M 0.02%
168,445
+9,484
+6% +$567K
SBH icon
781
Sally Beauty Holdings
SBH
$1.47B
$10.2M 0.02%
365,064
-2,836
-0.8% -$71.2K
VIV icon
782
Telefônica Brasil
VIV
$20.4B
$10.2M 0.02%
1,124,524
+123,383
+12% +$1.22M
CAJ
783
DELISTED
Canon, Inc.
CAJ
$10.1M 0.02%
336,062
+18,567
+6% +$565K
WR
784
DELISTED
Westar Energy Inc
WR
$10.1M 0.02%
238,754
+11,937
+5% +$488K
TECD
785
DELISTED
Tech Data Corp
TECD
$10.1M 0.02%
152,051
-46,410
-23% -$3.31M
HDB icon
786
HDFC Bank
HDB
$123B
$10.1M 0.02%
654,848
-104,252
-14% -$1.58M
CSC
787
DELISTED
Computer Sciences
CSC
$10.1M 0.02%
308,122
-381,655
-55% -$11.2M
CP icon
788
Canadian Pacific Kansas City
CP
$81B
$10.1M 0.02%
394,475
-335,600
-46% -$9.42M
VEON icon
789
VEON
VEON
$3.5B
$10.1M 0.02%
122,768
-7,102
-5% -$642K
DXCM icon
790
DexCom
DXCM
$29B
$10.1M 0.02%
491,020
-112,748
-19% -$2.35M
CEO
791
DELISTED
CNOOC Limited
CEO
$10M 0.02%
96,134
+3,229
+3% +$357K
PAM icon
792
Pampa Energía
PAM
$4.57B
$9.96M 0.02%
484,580
-224,595
-32% -$4.7M
SPR
793
DELISTED
Spirit AeroSystems
SPR
$9.96M 0.02%
198,844
+21,645
+12% +$1.11M
ICLR icon
794
Icon
ICLR
$13.7B
$9.92M 0.02%
127,613
+775
+0.6% +$55.3K
MIDD icon
795
Middleby
MIDD
$6.01B
$9.92M 0.02%
91,930
+7,392
+9% +$823K
CIT
796
DELISTED
CIT Group Inc.
CIT
$9.91M 0.02%
249,669
-3,837
-2% -$161K
HOG icon
797
Harley-Davidson
HOG
$2.61B
$9.86M 0.02%
217,299
-83,879
-28% -$4.13M
BABA icon
798
Alibaba
BABA
$276B
$9.85M 0.02%
121,154
+40,490
+50% +$3.18M
ST icon
799
Sensata Technologies
ST
$6.69B
$9.83M 0.02%
213,436
+68,070
+47% +$3.13M
MR
800
DELISTED
MINDRAY MED INTL LTD SPONSORED ADR REPSTG CL A
MR
$9.76M 0.02%
360,026
-4,760
-1% -$123K
30 31
32
33 34

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.