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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
TGTX icon
3326
TG Therapeutics
TGTX
$8.19B
$166K ﹤0.01%
13,955
-1,663
-11% -$21K
PRMW
3327
DELISTED
Primo Water Corporation
PRMW
$164K ﹤0.01%
14,880
-1,906
-11% -$20.1K
I
3328
DELISTED
INTELSAT S. A.
I
$164K ﹤0.01%
39,532
+18,948
+92% +$105K
SZMK
3329
DELISTED
SIZMEK INC COM STK (DE)
SZMK
$164K ﹤0.01%
44,829
-8,716
-16% -$44.5K
ZAGG
3330
DELISTED
ZAGG Inc Common Stock (Delaware)
ZAGG
$162K ﹤0.01%
14,792
-48,018
-76% -$457K
FBIO icon
3331
Fortress Biotech
FBIO
$111M
$161K ﹤0.01%
3,852
-76
-2% -$3.19K
CTRE icon
3332
CareTrust REIT
CTRE
$10B
$159K ﹤0.01%
14,477
-8,870
-38% -$98K
IMUX icon
3333
Immunic
IMUX
$178M
$159K ﹤0.01%
34
+4
+13% +$13.1K
FUR
3334
DELISTED
WINTHROP REALTY TRUST SHS BENE INT (NEW)
FUR
$159K ﹤0.01%
12,292
-617
-5% -$8.6K
MY
3335
DELISTED
CHINA MING YANG WIND PWR GRP LTD ADS RSPTG 1 ORD SHS (CHINA)
MY
$159K ﹤0.01%
68,410
– –
UONEK icon
3336
Urban One Class D
UONEK
$22.4M
$158K ﹤0.01%
9,199
-236
-3% -$4.65K
RPT
3337
Rithm Property Trust
RPT
$94.4M
$157K ﹤0.01%
+2,241
New +$163K
CMRX
3338
DELISTED
Chimerix, Inc.
CMRX
$157K ﹤0.01%
17,491
-4,134
-19% -$149K
PWE
3339
DELISTED
Penn West Energy Petroleum Ltd
PWE
$157K ﹤0.01%
+187,889
New +$199K
SSE
3340
DELISTED
SEVENTY SEVEN ENERGY INC COM
SSE
$156K ﹤0.01%
148,849
-139,306
-48% -$171K
AORT icon
3341
Artivion
AORT
$1.34B
$155K ﹤0.01%
14,416
+1,633
+13% +$17.1K
CRCM
3342
DELISTED
CARE.COM, INC.
CRCM
$155K ﹤0.01%
21,658
-625
-3% -$3.94K
FRO icon
3343
Frontline
FRO
$8.71B
$153K ﹤0.01%
10,234
+1,687
+20% +$25.7K
VSTM icon
3344
Verastem
VSTM
$528M
$153K ﹤0.01%
+6,861
New +$163K
OSBC icon
3345
Old Second Bancorp
OSBC
$1.29B
$152K ﹤0.01%
+19,383
New +$140K
FFNW
3346
DELISTED
First Financial Northwest, Inc
FFNW
$152K ﹤0.01%
+10,873
New +$142K
AT
3347
DELISTED
Atlantic Power Corporation
AT
$151K ﹤0.01%
76,458
-301,299
-80% -$599K
CMT icon
3348
Core Molding Technologies
CMT
$201M
$150K ﹤0.01%
+11,664
New +$186K
HTBK
3349
DELISTED
Heritage Commerce
HTBK
$150K ﹤0.01%
+12,545
New +$138K
CGI
3350
DELISTED
Celadon Group Inc
CGI
$150K ﹤0.01%
+15,169
New +$205K
132 133
134
135 136

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NIPH
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AF
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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
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ACI
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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.