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
ODFL icon
1376
Old Dominion Freight Line
ODFL
$46.3B
$4.02M 0.01%
204,375
-705
-0.3% -$14.6K
EIG icon
1377
Employers Holdings
EIG
$907M
$4.01M 0.01%
147,012
+5,996
+4% +$155K
IOSP icon
1378
Innospec
IOSP
$2.09B
$4.01M 0.01%
73,824
+882
+1% +$48.7K
HNP
1379
DELISTED
Huaneng Power Intl, Inc.
HNP
$4M 0.01%
116,673
-24,587
-17% -$997K
MSCI icon
1380
MSCI
MSCI
$42.4B
$4M 0.01%
55,463
-4,518
-8% -$302K
SPTN
1381
DELISTED
SpartanNash
SPTN
$4M 0.01%
184,718
-22,545
-11% -$558K
PKX icon
1382
POSCO
PKX
$14.7B
$3.99M 0.01%
112,783
+34,541
+44% +$1.3M
COKE icon
1383
Coca-Cola Consolidated
COKE
$12.8B
$3.98M 0.01%
218,280
+9,510
+5% +$185K
ANAT
1384
DELISTED
American National Group, Inc. Common Stock
ANAT
$3.98M 0.01%
38,954
+984
+3% +$102K
WRI
1385
DELISTED
Weingarten Realty Investors
WRI
$3.98M 0.01%
115,105
+11,250
+11% +$388K
WPG
1386
DELISTED
Washington Prime Group Inc.
WPG
$3.98M 0.01%
41,628
+3,902
+10% +$396K
WCC
1387
WESCO International
WCC
$15.1B
$3.97M 0.01%
90,968
+34,368
+61% +$1.6M
GLO
1388
Clough Global Opportunities Fund
GLO
$244M
$3.97M 0.01%
380,400
+6,463
+2% +$70.6K
SFM icon
1389
Sprouts Farmers Market
SFM
$7.44B
$3.97M 0.01%
149,335
+96,511
+183% +$2.28M
MCY icon
1390
Mercury Insurance
MCY
$6B
$3.97M 0.01%
85,173
-5,345
-6% -$271K
HOUS
1391
DELISTED
Anywhere Real Estate
HOUS
$3.97M 0.01%
108,141
+758
+0.7% +$29.9K
BLMN icon
1392
Bloomin' Brands
BLMN
$754M
$3.96M 0.01%
234,525
+41,319
+21% +$717K
AKR icon
1393
Acadia Realty Trust
AKR
$3.11B
$3.95M 0.01%
119,194
+13,820
+13% +$451K
BKH icon
1394
Black Hills Corp
BKH
$5.55B
$3.95M 0.01%
85,102
+1,051
+1% +$46.2K
LHO
1395
DELISTED
LaSalle Hotel Properties
LHO
$3.95M 0.01%
156,846
-18,253
-10% -$519K
MZTI
1396
The Marzetti Company
MZTI
$3.05B
$3.94M 0.01%
34,159
+260
+0.8% +$28.5K
QIWI
1397
DELISTED
QIWI PLC
QIWI
$3.94M 0.01%
219,613
-3,133
-1% -$57.4K
FCF icon
1398
First Commonwealth Financial
FCF
$2.2B
$3.94M 0.01%
434,255
+68,042
+19% +$636K
ZBRA icon
1399
Zebra Technologies
ZBRA
$13.5B
$3.94M 0.01%
56,491
-11,554
-17% -$866K
BGG
1400
DELISTED
Briggs & Stratton Corp.
BGG
$3.92M 0.01%
226,473
-86,673
-28% -$1.62M
54 55
56
57 58

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.