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
MINI
1476
DELISTED
Mobile Mini Inc
MINI
$3.58M 0.01%
115,006
+495
+0.4% +$16.7K
VISN
1477
Vistance Networks Inc
VISN
$2.64B
$3.57M 0.01%
137,894
-39,558
-22% -$1.14M
PRXL
1478
DELISTED
Parexel International Corp
PRXL
$3.57M 0.01%
52,412
+3,004
+6% +$195K
NSR
1479
DELISTED
Neustar Inc
NSR
$3.57M 0.01%
148,933
-12,298
-8% -$318K
CUBE icon
1480
CubeSmart
CUBE
$9.34B
$3.56M 0.01%
116,433
+890
+0.8% +$25.5K
PNK
1481
DELISTED
Pinnacle Entertainment Inc.
PNK
$3.56M 0.01%
114,475
-30,729
-21% -$1.03M
VSTO
1482
DELISTED
Vista Outdoor Inc.
VSTO
$3.55M 0.01%
79,846
+11,012
+16% +$483K
SABR icon
1483
Sabre
SABR
$739M
$3.55M 0.01%
127,034
+13,029
+11% +$377K
CWT icon
1484
California Water Service
CWT
$3.02B
$3.55M 0.01%
152,460
+2,000
+1% +$45.4K
FMBI
1485
DELISTED
First Midwest Bancorp Inc/IL
FMBI
$3.54M 0.01%
192,267
+19,825
+11% +$366K
NPO icon
1486
Enpro
NPO
$6.61B
$3.54M 0.01%
80,707
+10,057
+14% +$473K
EGN
1487
DELISTED
Energen
EGN
$3.54M 0.01%
86,314
+2,851
+3% +$156K
BRFS
1488
DELISTED
BRF SA
BRFS
$3.54M 0.01%
255,763
-34,990
-12% -$548K
LTM
1489
DELISTED
LATAM Airlines Group S.A American Depositary Shares (Each representing 1 Common Share)
LTM
$3.53M 0.01%
655,605
+27,530
+4% +$151K
SAFM
1490
DELISTED
Sanderson Farms Inc
SAFM
$3.53M 0.01%
45,570
+31,980
+235% +$2.3M
INOV
1491
DELISTED
Inovalon Holdings, Inc. Class A Common Stock
INOV
$3.53M 0.01%
+207,631
New +$4.12M
DATA
1492
DELISTED
Tableau Software, Inc.
DATA
$3.53M 0.01%
37,464
+3,340
+10% +$300K
ANW
1493
DELISTED
Aegean Marine Petroleum Network
ANW
$3.53M 0.01%
421,849
-10,390
-2% -$85K
XPRO icon
1494
Expro Ltd
XPRO
$1.71B
$3.51M 0.01%
35,094
+21,180
+152% +$2.13M
TMIC
1495
DELISTED
TREND MICRO INC SPONS ADR-NEW
TMIC
$3.51M 0.01%
+86,786
New +$3.51M
AIR icon
1496
AAR Corp
AIR
$5.56B
$3.5M 0.01%
133,243
+2,248
+2% +$52.5K
KMPR icon
1497
Kemper
KMPR
$1.71B
$3.5M 0.01%
93,904
+7,606
+9% +$292K
OXM icon
1498
Oxford Industries
OXM
$571M
$3.5M 0.01%
54,818
+4,769
+10% +$329K
CPLA
1499
DELISTED
Capella Education Company
CPLA
$3.49M 0.01%
75,551
-24,068
-24% -$1.16M
NJR icon
1500
New Jersey Resources
NJR
$5.91B
$3.49M 0.01%
105,798
-58,237
-36% -$1.78M
58 59
60
61 62

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.