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
PRDO icon
2401
Perdoceo Education
PRDO
$2.04B
$1.06M ﹤0.01%
292,375
+23,448
+9% +$90.6K
ECHO
2402
DELISTED
Echo Global Logistics, Inc.
ECHO
$1.06M ﹤0.01%
51,792
+7,743
+18% +$171K
NC icon
2403
NACCO Industries
NC
$356M
$1.05M ﹤0.01%
109,241
-3,839
-3% -$39.1K
CPHD
2404
DELISTED
Cepheid Inc
CPHD
$1.05M ﹤0.01%
28,682
-61,830
-68% -$2.2M
CBR
2405
DELISTED
CIBER Inc.
CBR
$1.04M ﹤0.01%
297,234
+12,890
+5% +$45.5K
RYAM icon
2406
Rayonier Advanced Materials
RYAM
$604M
$1.04M ﹤0.01%
106,315
+56,734
+114% +$529K
ZVO
2407
DELISTED
Zovio Inc. Common Stock
ZVO
$1.04M ﹤0.01%
136,474
-4,664
-3% -$37.2K
AEH.CL
2408
DELISTED
Aegon NV 6.375% Perpetual Capital Securities Called for Redemption
AEH.CL
$1.04M ﹤0.01%
+40,258
New +$1.03M
STT.PRE.CL
2409
DELISTED
State Street Corporation Depository Shares, each representing a 1/4,000th ownership interest in a sh
STT.PRE.CL
$1.04M ﹤0.01%
+38,983
New +$1.01M
WFC.PRJ.CL
2410
DELISTED
Wells Fargo & Company
WFC.PRJ.CL
$1.03M ﹤0.01%
+36,852
New +$1.03M
DOOR
2411
DELISTED
MASONITE INTERNATIONAL CORP
DOOR
$1.03M ﹤0.01%
16,887
-837
-5% -$52.1K
SFL icon
2412
SFL Corp
SFL
$1.64B
$1.03M ﹤0.01%
62,291
-1,772
-3% -$29.7K
CVE icon
2413
Cenovus Energy
CVE
$56.5B
$1.03M ﹤0.01%
81,658
-30,128
-27% -$444K
PAYC icon
2414
Paycom
PAYC
$7.53B
$1.03M ﹤0.01%
27,401
+412
+2% +$16.5K
CHFN
2415
DELISTED
Charter Financial Corp
CHFN
$1.03M ﹤0.01%
77,959
+9,061
+13% +$119K
RARE icon
2416
Ultragenyx Pharmaceutical
RARE
$2.56B
$1.03M ﹤0.01%
9,177
-196
-2% -$19.6K
GLQ
2417
Clough Global Equity Fund
GLQ
$152M
$1.03M ﹤0.01%
81,937
-1,345
-2% -$17.1K
MTL
2418
DELISTED
Mechel PAO American Depository Shares, each representing two ordinary shares (ADSs)
MTL
$1.03M ﹤0.01%
627,680
+87,124
+16% +$154K
IAU icon
2419
iShares Gold Trust
IAU
$63.8B
$1.02M ﹤0.01%
50,050
-10,950
-18% -$234K
TGS icon
2420
Transportadora de Gas del Sur
TGS
$4.73B
$1.02M ﹤0.01%
174,519
-136,983
-44% -$742K
MCRN
2421
DELISTED
Milacron Holdings Corp.
MCRN
$1.02M ﹤0.01%
81,606
+38,115
+88% +$583K
TOWN icon
2422
Towne Bank
TOWN
$3.49B
$1.02M ﹤0.01%
48,875
+5,062
+12% +$107K
WASH icon
2423
Washington Trust Bancorp
WASH
$748M
$1.02M ﹤0.01%
25,821
-144
-0.6% -$5.7K
KBAL
2424
DELISTED
Kimball International
KBAL
$1.02M ﹤0.01%
104,408
+1,513
+1% +$16.8K
MG icon
2425
Mistras Group
MG
$483M
$1.02M ﹤0.01%
53,311
+3,638
+7% +$70.3K
95 96
97
98 99

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.