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
WEB
2426
DELISTED
Web.com Group, Inc.
WEB
$1.02M ﹤0.01%
50,754
-253
-0.5% -$5.83K
CCG
2427
DELISTED
CAMPUS CREST COMMUNITIES INC COM STK (MD)
CCG
$1.02M ﹤0.01%
149,444
+69,791
+88% +$451K
KBH icon
2428
KB Home
KBH
$3.45B
$1.01M ﹤0.01%
82,040
+12,753
+18% +$172K
NXTM
2429
DELISTED
NxStage Medical Inc.
NXTM
$1.01M ﹤0.01%
46,157
+5,362
+13% +$99.9K
SPWH icon
2430
Sportsman's Warehouse
SPWH
$45.3M
$1.01M ﹤0.01%
78,203
+36,032
+85% +$419K
VONG icon
2431
Vanguard Russell 1000 Growth ETF
VONG
$42.5B
$1.01M ﹤0.01%
+39,588
New +$1.01M
XPO icon
2432
XPO
XPO
$23.4B
$1.01M ﹤0.01%
107,097
-19,925
-16% -$198K
C.PRK
2433
DELISTED
Citigroup Inc. Depositary Shares, Each Representing a 1/1,000th Interest in a Share of 6.875% Fixed Rate/Floating Rate Noncumulative Preferred Stock, Series K
C.PRK
$1.01M ﹤0.01%
+36,199
New +$984K
AUD
2434
DELISTED
Audacy, Inc.
AUD
$1M ﹤0.01%
89,530
-2,096
-2% -$23.5K
CSOD
2435
DELISTED
Cornerstone OnDemand, Inc.
CSOD
$1M ﹤0.01%
29,040
-6,278
-18% -$216K
REGI
2436
DELISTED
Renewable Energy Group, Inc.
REGI
$1M ﹤0.01%
107,939
+30,503
+39% +$256K
ACP
2437
abrdn Income Credit Strategies Fund
ACP
$636M
$1M ﹤0.01%
91,205
+39,503
+76% +$472K
UNFI icon
2438
United Natural Foods
UNFI
$3.01B
$998K ﹤0.01%
25,344
-11,526
-31% -$540K
FFIN icon
2439
First Financial Bankshares
FFIN
$5B
$995K ﹤0.01%
65,972
+1,704
+3% +$28.2K
MODV
2440
DELISTED
ModivCare
MODV
$994K ﹤0.01%
21,183
+1,026
+5% +$49.2K
CIE
2441
DELISTED
Cobalt International Energy, Inc
CIE
$994K ﹤0.01%
12,267
-9,990
-45% -$1.1M
ANET icon
2442
Arista Networks
ANET
$215B
$989K ﹤0.01%
203,360
+34,048
+20% +$148K
XHR
2443
Xenia Hotels & Resorts
XHR
$1.85B
$988K ﹤0.01%
+64,419
New +$1.1M
SRI icon
2444
Stoneridge
SRI
$200M
$987K ﹤0.01%
66,712
-511
-0.8% -$6.87K
SRDX
2445
DELISTED
Surmodics
SRDX
$981K ﹤0.01%
48,399
+4,288
+10% +$91K
ARTNA icon
2446
Artesian Resources
ARTNA
$355M
$980K ﹤0.01%
35,396
+4,532
+15% +$116K
RSPP
2447
DELISTED
RSP Permian, Inc.
RSPP
$980K ﹤0.01%
40,181
+18,647
+87% +$496K
WAC
2448
DELISTED
Walter Investment Mgt Corp
WAC
$980K ﹤0.01%
68,945
+28,026
+68% +$383K
AAON icon
2449
Aaon
AAON
$7.17B
$979K ﹤0.01%
63,234
+5,067
+9% +$76.8K
EXEL icon
2450
Exelixis
EXEL
$14.1B
$978K ﹤0.01%
173,387
-28,204
-14% -$158K
96 97
98
99 100

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.