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
SBY
2301
DELISTED
Silver Bay Realty Trust Corp.
SBY
$1.23M ﹤0.01%
78,560
-6,833
-8% -$109K
PBPB
2302
DELISTED
Potbelly
PBPB
$1.23M ﹤0.01%
104,853
+54,109
+107% +$632K
MOD icon
2303
Modine Manufacturing
MOD
$10.3B
$1.23M ﹤0.01%
135,565
+9,666
+8% +$84.7K
AXLL
2304
DELISTED
AXIALL CORP COM STK (DE)
AXLL
$1.23M ﹤0.01%
79,704
+31,676
+66% +$584K
CZZ
2305
DELISTED
Cosan Limited
CZZ
$1.23M ﹤0.01%
332,086
+128,710
+63% +$465K
MENT
2306
DELISTED
Mentor Graphics Corp
MENT
$1.22M ﹤0.01%
66,429
+194
+0.3% +$4.44K
IPGP icon
2307
IPG Photonics
IPGP
$3.6B
$1.22M ﹤0.01%
13,710
+4,108
+43% +$352K
MLCO icon
2308
Melco Resorts & Entertainment
MLCO
$2.24B
$1.22M ﹤0.01%
72,727
+17,264
+31% +$294K
FNSR
2309
DELISTED
Finisar Corp
FNSR
$1.22M ﹤0.01%
84,033
+15,629
+23% +$193K
TWOU
2310
DELISTED
2U Inc
TWOU
$1.22M ﹤0.01%
1,451
+1,047
+259% +$784K
INSY
2311
DELISTED
Insys Therapeutics, Inc.
INSY
$1.22M ﹤0.01%
+42,466
New +$1.18M
EFA icon
2312
PUT
iShares MSCI EAFE ETF
EFA
$78.5B
$1.22M ﹤0.01%
+5,932
New +$357K
CSS
2313
DELISTED
CSS Industries, Inc.
CSS
$1.21M ﹤0.01%
42,774
-1,796
-4% -$49.8K
MRTN icon
2314
Marten Transport
MRTN
$1.21B
$1.21M ﹤0.01%
171,388
+8,920
+5% +$61K
BUSE icon
2315
First Busey Corp
BUSE
$2.6B
$1.21M ﹤0.01%
58,751
+455
+0.8% +$9.55K
SWBI icon
2316
Smith & Wesson
SWBI
$669M
$1.21M ﹤0.01%
71,627
+6,832
+11% +$101K
HTH icon
2317
Hilltop Holdings
HTH
$2.26B
$1.21M ﹤0.01%
62,766
+10,481
+20% +$219K
DOC
2318
DELISTED
PHYSICIANS REALTY TRUST
DOC
$1.21M ﹤0.01%
71,454
+19,680
+38% +$313K
AMSF icon
2319
AMERISAFE
AMSF
$549M
$1.2M ﹤0.01%
23,661
-793
-3% -$41.6K
BBT.PRE.CL
2320
DELISTED
BB&T Corporation Depositary Shares each representing 1/1,000th interest in a share of Series E Non-C
BBT.PRE.CL
$1.2M ﹤0.01%
+45,926
New +$1.18M
LNN icon
2321
Lindsay Corp
LNN
$1.12B
$1.2M ﹤0.01%
16,537
+2,414
+17% +$167K
MS.PRG.CL
2322
DELISTED
MORGAN STANLEY 6.625% Called for Redemption
MS.PRG.CL
$1.19M ﹤0.01%
+44,286
New +$1.18M
ILG
2323
DELISTED
ILG, Inc Common Stock
ILG
$1.19M ﹤0.01%
76,407
-2,416
-3% -$41.1K
MFLX
2324
DELISTED
MULTI-FINELINE ELECTRONIX INC
MFLX
$1.19M ﹤0.01%
57,701
+22,161
+62% +$463K
EPIQ
2325
DELISTED
EPIQ SYSTEMS INC
EPIQ
$1.19M ﹤0.01%
91,175
+12,158
+15% +$164K
91 92
93
94 95

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.