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
TPH
2201
DELISTED
Tri Pointe Homes
TPH
$1.42M ﹤0.01%
112,084
-19,729
-15% -$264K
WLK icon
2202
Westlake Corp
WLK
$9.19B
$1.42M ﹤0.01%
26,146
+2,009
+8% +$116K
CIVI
2203
DELISTED
Civitas Solutions, Inc.
CIVI
$1.42M ﹤0.01%
49,241
+9,053
+23% +$236K
NVRO
2204
DELISTED
NEVRO CORP.
NVRO
$1.42M ﹤0.01%
20,991
+6,617
+46% +$354K
CTBI icon
2205
Community Trust Bancorp
CTBI
$1.42B
$1.41M ﹤0.01%
40,320
-11,033
-21% -$389K
ITG
2206
DELISTED
Investment Technology Group Inc
ITG
$1.41M ﹤0.01%
82,648
-7,209
-8% -$125K
TESO
2207
DELISTED
Tesco Corp
TESO
$1.4M ﹤0.01%
193,885
+26,047
+16% +$204K
COBZ
2208
DELISTED
CoBiz Financial,Inc
COBZ
$1.4M ﹤0.01%
104,617
-7
-0% -$92
STBZ
2209
DELISTED
State Bank Financial Corporation. Common Stock
STBZ
$1.4M ﹤0.01%
66,700
-1,023
-2% -$22.2K
PFN
2210
PIMCO Income Strategy Fund II
PFN
$696M
$1.4M ﹤0.01%
+159,366
New +$1.44M
WFC.PRR
2211
DELISTED
WELLS FARGO & COMPANY Depositary Shares, each representing a 1/1,000th interest in a share of 6.625% Fixed-to-Floating Rate Non-Cumulative Perpetual Class A Preferred Stock, Series R
WFC.PRR
$1.4M ﹤0.01%
+48,602
New +$1.37M
NBR icon
2212
Nabors Industries
NBR
$1.22B
$1.39M ﹤0.01%
3,276
-32
-1% -$15.7K
VIA
2213
DELISTED
Via Renewables, Inc. Class A Common Stock
VIA
$1.39M ﹤0.01%
26,920
+6,164
+30% +$275K
ACAT
2214
DELISTED
Arctic Cat Inc
ACAT
$1.39M ﹤0.01%
85,062
+19,205
+29% +$396K
PGRE
2215
DELISTED
Paramount Group
PGRE
$1.39M ﹤0.01%
76,548
+19,913
+35% +$356K
CTCT
2216
DELISTED
CONSTANT CONTACT, INC COM
CTCT
$1.38M ﹤0.01%
47,167
+680
+1% +$19.6K
IBOC icon
2217
International Bancshares
IBOC
$4.75B
$1.38M ﹤0.01%
53,503
+13,556
+34% +$372K
MW
2218
DELISTED
THE MENS WAREHOUSE INC
MW
$1.37M ﹤0.01%
93,361
-3,582
-4% -$98.8K
MESG
2219
DELISTED
XURA INC COM (DE)
MESG
$1.37M ﹤0.01%
55,717
+13,231
+31% +$329K
FM
2220
DELISTED
iShares Frontier and Select EM ETF
FM
$1.37M ﹤0.01%
55,044
+37,369
+211% +$959K
HMIN
2221
DELISTED
HOMEINNS HOTEL GROUP SPONSORED ADR
HMIN
$1.37M ﹤0.01%
40,066
-11,955
-23% -$372K
WSBC icon
2222
WesBanco
WSBC
$3.99B
$1.37M ﹤0.01%
45,562
-15,600
-26% -$502K
SNCR
2223
DELISTED
Synchronoss Technologies
SNCR
$1.37M ﹤0.01%
4,312
+557
+15% +$185K
FCFS icon
2224
FirstCash
FCFS
$8.76B
$1.37M ﹤0.01%
36,502
+2,496
+7% +$97.4K
KTWO
2225
DELISTED
K2M Group Holdings, Inc
KTWO
$1.36M ﹤0.01%
+68,914
New +$1.34M
87 88
89
90 91

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.