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
NOW icon
951
ServiceNow
NOW
$120B
$7.18M 0.01%
414,960
+107,425
+35% +$1.77M
SPB icon
952
Spectrum Brands
SPB
$2.03B
$7.18M 0.01%
70,547
-12,764
-15% -$1.22M
FCE.A
953
DELISTED
Forest City Realty Trust, Inc.
FCE.A
$7.17M 0.01%
327,074
+1,776
+0.5% +$38.7K
CIG icon
954
CEMIG Preferred Shares
CIG
$6.06B
$7.17M 0.01%
9,374,149
+2,716,235
+41% +$2.51M
IMKTA icon
955
Ingles Markets
IMKTA
$1.72B
$7.16M 0.01%
162,420
+33,004
+26% +$1.65M
TLS
956
DELISTED
TELSTRA CRP LTD ADS(RP 5 ORD)
TLS
$7.16M 0.01%
+352,325
New +$7.16M
PUB
957
DELISTED
PUBLICIS SA ADS (1 ADS = 1C0M)
PUB
$7.16M 0.01%
+427,828
New +$7.16M
CLR
958
DELISTED
CONTINENTAL RESOURCES INC.
CLR
$7.15M 0.01%
311,160
-101,685
-25% -$3.25M
EDE
959
DELISTED
Empire District Electric
EDE
$7.15M 0.01%
254,678
+6,746
+3% +$160K
TTM
960
DELISTED
Tata Motors Limited
TTM
$7.14M 0.01%
242,219
-17,524
-7% -$509K
ALE
961
DELISTED
Allete
ALE
$7.12M 0.01%
140,083
+9,165
+7% +$465K
UMPQ
962
DELISTED
Umpqua Holdings Corp
UMPQ
$7.11M 0.01%
447,176
+111,483
+33% +$1.88M
IDCC icon
963
InterDigital
IDCC
$6.75B
$7.11M 0.01%
144,911
-17
-0% -$863
OSIS icon
964
OSI Systems
OSIS
$3.53B
$7.1M 0.01%
80,096
+12,718
+19% +$1.11M
ACHC icon
965
Acadia Healthcare
ACHC
$2.55B
$7.08M 0.01%
113,337
-7,545
-6% -$492K
NEA icon
966
Nuveen AMT-Free Quality Municipal Income Fund
NEA
$3.36B
$7.04M 0.01%
508,634
+115,718
+29% +$1.53M
EQNR icon
967
Equinor
EQNR
$97.3B
$7.04M 0.01%
504,611
+90,507
+22% +$1.41M
NGLS
968
DELISTED
TARGA RESOURCES PARTNERS LP COM UTS REPTG LTD PARTERSHIP INT
NGLS
$7.04M 0.01%
426,082
-99,824
-19% -$2.47M
SKT icon
969
Tanger
SKT
$4.78B
$7.04M 0.01%
215,294
+8,289
+4% +$281K
SCO
970
DELISTED
SCOR ADS (ORD 1/10 SH FRF 25 P.V.)
SCO
$7.03M 0.01%
+1,853,023
New +$7.03M
DST
971
DELISTED
DST Systems Inc.
DST
$7.01M 0.01%
122,988
-37,278
-23% -$2.19M
MKTAY
972
DELISTED
MAKITA CORP SPONS ADR
MKTAY
$7M 0.01%
+120,702
New +$7M
VER
973
DELISTED
VEREIT, Inc.
VER
$7M 0.01%
176,633
+49,883
+39% +$2.05M
NWN icon
974
Northwest Natural Holdings
NWN
$2.15B
$6.98M 0.01%
137,902
-861
-0.6% -$41.4K
AER icon
975
AerCap
AER
$23.4B
$6.97M 0.01%
161,547
+64,233
+66% +$2.69M
37 38
39
40 41

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.