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
FOLD
2901
DELISTED
Amicus Therapeutics
FOLD
$482K ﹤0.01%
49,676
+11,844
+31% +$107K
BHR
2902
Braemar Hotels & Resorts
BHR
$163M
$481K ﹤0.01%
33,512
+6,708
+25% +$96.2K
ECPG icon
2903
Encore Capital Group
ECPG
$2.01B
$480K ﹤0.01%
16,513
+3,071
+23% +$106K
ARII
2904
DELISTED
American Railcar Industries, Inc.
ARII
$479K ﹤0.01%
10,341
+1,739
+20% +$86.6K
DTSI
2905
DELISTED
DTS, Inc.
DTSI
$478K ﹤0.01%
21,150
-123
-0.6% -$3.27K
FTF
2906
Franklin Limited Duration Income Trust
FTF
$231M
$477K ﹤0.01%
+44,511
New +$489K
VICR icon
2907
Vicor
VICR
$8.33B
$477K ﹤0.01%
52,324
+974
+2% +$9.38K
WGO icon
2908
Winnebago Industries
WGO
$900M
$474K ﹤0.01%
23,812
+2,183
+10% +$45.3K
BZH icon
2909
Beazer Homes USA
BZH
$888M
$472K ﹤0.01%
41,122
+7,137
+21% +$97.7K
BELFB
2910
Bel Fuse Inc Class B
BELFB
$3.45B
$471K ﹤0.01%
27,241
+1,807
+7% +$34.6K
MBVT
2911
DELISTED
Merchants Bancshares Inc
MBVT
$471K ﹤0.01%
14,957
+487
+3% +$15.2K
OKSB
2912
DELISTED
Southwest Bancorp Inc/OK
OKSB
$471K ﹤0.01%
26,971
+1,320
+5% +$23.3K
JPM.PRB.CL
2913
DELISTED
JPMorgan Chase & Co.
JPM.PRB.CL
$470K ﹤0.01%
+17,104
New +$463K
VV icon
2914
Vanguard Morningstar Large-Cap ETF
VV
$51.2B
$468K ﹤0.01%
+5,000
New +$471K
CBK
2915
DELISTED
Christopher & Banks Corporation
CBK
$468K ﹤0.01%
283,899
+150,090
+112% +$203K
CHU
2916
DELISTED
China Unicom (HONG KONG) Limited
CHU
$468K ﹤0.01%
38,805
-103,228
-73% -$1.3M
JGV
2917
DELISTED
NUVEEN GLOBAL EQUITY INCOME FUND
JGV
$467K ﹤0.01%
42,754
-355
-0.8% -$3.85K
CAMP
2918
DELISTED
CalAmp Corp.
CAMP
$466K ﹤0.01%
+1,018
New +$449K
GLNG icon
2919
Golar LNG
GLNG
$4.82B
$465K ﹤0.01%
29,423
-16,031
-35% -$409K
MR
2920
DELISTED
Montage Resources Corporation Common Stock
MR
$465K ﹤0.01%
17,023
+9,837
+137% +$348K
PEBO icon
2921
Peoples Bancorp
PEBO
$1.51B
$462K ﹤0.01%
24,545
-142
-0.6% -$2.86K
PSTB
2922
DELISTED
Park Sterling Corp.
PSTB
$462K ﹤0.01%
63,169
+1,292
+2% +$9.53K
SPNT icon
2923
SiriusPoint
SPNT
$3.03B
$461K ﹤0.01%
34,395
-1,379
-4% -$18.9K
MDXG icon
2924
MiMedx Group
MDXG
$630M
$459K ﹤0.01%
48,996
+16,639
+51% +$144K
NHS
2925
Neuberger High Yield Strategies Fund Inc
NHS
$250M
$459K ﹤0.01%
45,501
+24,441
+116% +$251K
115 116
117
118 119

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.