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
CVG
1051
DELISTED
Convergys
CVG
$6.18M 0.01%
248,282
+22,626
+10% +$570K
ON icon
1052
ON Semiconductor
ON
$30.7B
$6.18M 0.01%
630,414
+96,738
+18% +$1.02M
JBTM
1053
JBT Marel
JBTM
$7.35B
$6.16M 0.01%
123,699
-5,296
-4% -$241K
COLM icon
1054
Columbia Sportswear
COLM
$3.25B
$6.14M 0.01%
125,937
+18,774
+18% +$961K
CRUS icon
1055
Cirrus Logic
CRUS
$6.76B
$6.14M 0.01%
207,959
+17,753
+9% +$552K
WP
1056
DELISTED
Worldpay, Inc.
WP
$6.13M 0.01%
129,365
+24,071
+23% +$1.19M
ERIE icon
1057
Erie Indemnity
ERIE
$13B
$6.13M 0.01%
64,110
-4,627
-7% -$420K
DEI icon
1058
Douglas Emmett
DEI
$2.05B
$6.13M 0.01%
196,489
+8,421
+4% +$257K
BIT icon
1059
BlackRock Multi-Sector Income Trust
BIT
$692M
$6.13M 0.01%
387,485
+70,103
+22% +$1.11M
INVX
1060
Innovex International
INVX
$1.8B
$6.12M 0.01%
103,325
+7,870
+8% +$488K
LVNTA
1061
DELISTED
Liberty Interactive Corporation Series A Liberty Ventures
LVNTA
$6.12M 0.01%
135,643
-101,484
-43% -$4.35M
IGR
1062
CBRE Global Real Estate Income Fund
IGR
$719M
$6.12M 0.01%
800,721
-78,578
-9% -$603K
LNG icon
1063
Cheniere Energy
LNG
$54.2B
$6.11M 0.01%
164,116
+18,116
+12% +$825K
MSGS icon
1064
Madison Square Garden
MSGS
$9.59B
$6.1M 0.01%
+52,827
New +$6.36M
GDO
1065
Western Asset Global Corporate Defined Opportunity Fund
GDO
$76.7M
$6.07M 0.01%
384,238
+19,554
+5% +$322K
GRFS
1066
Grifois
GRFS
$5.55B
$6.06M 0.01%
374,144
+85,384
+30% +$1.44M
TD icon
1067
Toronto Dominion Bank
TD
$193B
$6.05M 0.01%
154,566
+22,918
+17% +$928K
DMC
1068
Del Monte Corp
DMC
$1.42B
$6.03M 0.01%
155,052
+10,892
+8% +$462K
IEFA icon
1069
iShares Core MSCI EAFE ETF
IEFA
$186B
$6.02M 0.01%
110,655
+63,205
+133% +$3.51M
KYO
1070
DELISTED
Kyocera Adr
KYO
$6.01M 0.01%
130,407
-4,525
-3% -$214K
TMH
1071
DELISTED
Team Health Holdings Inc
TMH
$6M 0.01%
136,770
-21,395
-14% -$1.13M
VVC
1072
DELISTED
Vectren Corporation
VVC
$6M 0.01%
141,493
+8,124
+6% +$349K
SITC icon
1073
SITE Centers
SITC
$236M
$6M 0.01%
276,537
+9,483
+4% +$204K
SVU
1074
DELISTED
SUPERVALU Inc.
SVU
$6M 0.01%
126,396
+59,095
+88% +$2.82M
SGI
1075
Somnigroup International
SGI
$14.4B
$5.99M 0.01%
340,140
+20,280
+6% +$386K
41 42
43
44 45

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.