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
ICE icon
101
Intercontinental Exchange
ICE
$86.4B
$109M 0.19%
2,132,680
-89,365
-4% -$4.49M
RAI
102
DELISTED
Reynolds American Inc
RAI
$108M 0.18%
2,336,961
-14,432
-0.6% -$668K
TRIP icon
103
TripAdvisor
TRIP
$1.74B
$107M 0.18%
1,252,156
+29,911
+2% +$2.41M
TMO icon
104
Thermo Fisher Scientific
TMO
$214B
$106M 0.18%
750,282
+67,880
+10% +$9.05M
UPS icon
105
United Parcel Service
UPS
$89.7B
$104M 0.18%
1,081,011
+86,237
+9% +$8.81M
INTU icon
106
Intuit
INTU
$85.6B
$104M 0.18%
1,075,148
+155,538
+17% +$15M
CTSH icon
107
Cognizant
CTSH
$23.8B
$104M 0.18%
1,724,551
-20,839
-1% -$1.34M
TWX
108
DELISTED
Time Warner Inc
TWX
$103M 0.18%
1,599,540
-42,247
-3% -$2.95M
HPE icon
109
Hewlett Packard
HPE
$60.4B
$102M 0.17%
+11,597,037
New +$97.1M
EMC
110
DELISTED
EMC CORPORATION
EMC
$102M 0.17%
3,979,040
-151,810
-4% -$3.94M
AET
111
DELISTED
Aetna Inc
AET
$101M 0.17%
933,708
-1,320
-0.1% -$143K
NFLX icon
112
Netflix
NFLX
$301B
$100M 0.17%
8,785,890
+589,370
+7% +$6.73M
AXP icon
113
American Express
AXP
$227B
$100M 0.17%
1,438,929
-95,695
-6% -$6.96M
SPG icon
114
Simon Property Group
SPG
$76.8B
$99.7M 0.17%
512,719
-16,463
-3% -$3.19M
TEVA icon
115
Teva Pharmaceuticals
TEVA
$36.9B
$99.7M 0.17%
1,518,773
+27,364
+2% +$1.69M
DD
116
DELISTED
Du Pont De Nemours E I
DD
$99.5M 0.17%
1,493,928
+145,438
+11% +$9.24M
TJX icon
117
TJX Companies
TJX
$178B
$99.1M 0.17%
2,796,242
+237,878
+9% +$8.47M
OMC icon
118
Omnicom Group
OMC
$24.6B
$98.3M 0.17%
1,299,068
+93,518
+8% +$6.87M
USB icon
119
US Bancorp
USB
$100B
$97.2M 0.17%
2,277,706
+54,754
+2% +$2.34M
ECL icon
120
Ecolab
ECL
$79.6B
$96.8M 0.17%
846,036
-4,758
-0.6% -$560K
COF icon
121
Capital One
COF
$130B
$96.7M 0.17%
1,340,251
-98,515
-7% -$7.55M
ADBE icon
122
Adobe
ADBE
$99B
$95.9M 0.16%
1,021,173
+25,439
+3% +$2.29M
RTN
123
DELISTED
Raytheon Company
RTN
$95.3M 0.16%
765,667
+10,849
+1% +$1.3M
QVCGA
124
DELISTED
QVC Group Inc Series A
QVCGA
$94.9M 0.16%
71,541
+4,453
+7% +$5.84M
SHW icon
125
Sherwin-Williams
SHW
$87.4B
$91.1M 0.16%
1,052,628
+129,822
+14% +$11.2M
3 4
5
6 7

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.