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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
AIFU
3401
AIFU Inc
AIFU
$193M
$98K ﹤0.01%
26
-62
-70% -$224K
ZINC
3402
DELISTED
HORSEHEAD HLDG CORP COM STK (DE)
ZINC
$97K ﹤0.01%
47,433
+25,392
+115% +$70.5K
BCOV
3403
DELISTED
Brightcove, Inc.
BCOV
$95K ﹤0.01%
15,342
-4,945
-24% -$30.3K
ALSK
3404
DELISTED
Alaska Communications Systems
ALSK
$95K ﹤0.01%
54,079
-2,396
-4% -$5.01K
CIA icon
3405
Citizens
CIA
$248M
$93K ﹤0.01%
12,565
+853
+7% +$7.14K
EGO icon
3406
Eldorado Gold
EGO
$8.33B
$91K ﹤0.01%
6,114
-3,414
-36% -$57.4K
GLUU
3407
DELISTED
Glu Mobile Inc.
GLUU
$89K ﹤0.01%
36,456
+4,335
+13% +$14.9K
CCXI
3408
DELISTED
ChemoCentryx, Inc.
CCXI
$88K ﹤0.01%
10,809
-249
-2% -$1.76K
VIVS
3409
VivoSim Labs
VIVS
$1.21M
$87K ﹤0.01%
146
+22
+18% +$16K
PTX
3410
DELISTED
Pernix Therapeutics Holdings, Inc.
PTX
$85K ﹤0.01%
2,874
+70
+2% +$2.12K
DS
3411
DELISTED
Drive Shack Inc.
DS
$84K ﹤0.01%
20,644
-4,538
-18% -$20.2K
MFIN icon
3412
Medallion Financial
MFIN
$229M
$82K ﹤0.01%
11,658
-1,314
-10% -$10.3K
SREV
3413
DELISTED
ServiceSource International, Inc.
SREV
$82K ﹤0.01%
17,705
-25
-0.1% -$118
HEOP
3414
DELISTED
Heritage Oaks Bancorp
HEOP
$82K ﹤0.01%
10,246
-2,374
-19% -$19.9K
III icon
3415
Information Services Group
III
$204M
$81K ﹤0.01%
22,426
-24,851
-53% -$91.8K
STV
3416
DELISTED
China Digital Tv Hldgs Co Ltd
STV
$81K ﹤0.01%
52,348
-24,870
-32% -$41.2K
EXAR
3417
DELISTED
Exar Corporation
EXAR
$80K ﹤0.01%
13,110
+718
+6% +$4.4K
BDSI
3418
DELISTED
BioDelivery Sciences International, Inc.
BDSI
$78K ﹤0.01%
16,184
-22,913
-59% -$130K
CETV
3419
DELISTED
Central European Media Enterprises Ltd
CETV
$77K ﹤0.01%
28,583
+1,112
+4% +$2.49K
POZN
3420
DELISTED
POZEN INC
POZN
$76K ﹤0.01%
11,141
-1,035
-9% -$6.92K
CGG
3421
DELISTED
CGG
CGG
$75K ﹤0.01%
838
+260
+45% +$30.1K
KOPN icon
3422
Kopin
KOPN
$586M
$74K ﹤0.01%
27,322
-8,471
-24% -$24.8K
MPX
3423
DELISTED
Marine Products Corp
MPX
$74K ﹤0.01%
12,328
+319
+3% +$2.17K
EMG
3424
DELISTED
Emergent Capital, Inc.
EMG
$74K ﹤0.01%
20,121
-1,476
-7% -$6.47K
ORIG
3425
DELISTED
Ocean Rig UDW Inc. Class A Common Shares
ORIG
$74K ﹤0.01%
5
-2
-29% -$35.7K
135 136
137
138 139

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MCM
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PSUF
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SCC
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BAM
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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.