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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
REXI
3426
DELISTED
RESOURCE AMERICA INC CL-A
REXI
$73K ﹤0.01%
11,843
+827
+8% +$5.07K
COVS
3427
DELISTED
Covisint Corporation
COVS
$72K ﹤0.01%
28,683
-12,504
-30% -$28.3K
OREX
3428
DELISTED
Orexigen Therapeutics, Inc.
OREX
$72K ﹤0.01%
4,183
-4,841
-54% -$115K
MTSN
3429
DELISTED
MATTSON TECHNOLOGY INC
MTSN
$70K ﹤0.01%
+19,737
New +$55.3K
VANI icon
3430
Vivani Medical
VANI
$109M
$68K ﹤0.01%
+484
New +$70.9K
ALTO icon
3431
Alto Ingredients
ALTO
$337M
$67K ﹤0.01%
14,001
-651
-4% -$3.4K
ASTC icon
3432
Astrotech Corp
ASTC
$12.1M
$67K ﹤0.01%
+294
New +$79.4K
GERN icon
3433
Geron
GERN
$911M
$64K ﹤0.01%
13,179
-37,551
-74% -$151K
GSAT icon
3434
Globalstar
GSAT
$10.1B
$63K ﹤0.01%
2,907
+688
+31% +$19K
EMKR
3435
DELISTED
Emcore Corp
EMKR
$63K ﹤0.01%
+1,029
New +$71.3K
TAT
3436
DELISTED
TransAtlantic Petroleum LTD.
TAT
$59K ﹤0.01%
42,389
-42,496
-50% -$84K
NWBO
3437
DELISTED
Northwest Biotherapeutics, Inc. Common stock
NWBO
$59K ﹤0.01%
+18,393
New +$88.4K
CORT icon
3438
Corcept Therapeutics
CORT
$9.98B
$57K ﹤0.01%
11,427
+301
+3% +$1.36K
IMMU
3439
DELISTED
Immunomedics Inc
IMMU
$57K ﹤0.01%
18,672
+6,937
+59% +$19.4K
AMBR
3440
DELISTED
Amber Road Inc
AMBR
$57K ﹤0.01%
+11,258
New +$51K
PSUN
3441
DELISTED
PACIFIC SUNWEAR OF CAL. INC
PSUN
$56K ﹤0.01%
231,307
-416
-0.2% -$123
PHLT
3442
DELISTED
Performant Healthcare Inc
PHLT
$55K ﹤0.01%
30,774
-11,061
-26% -$25.2K
SYUT
3443
DELISTED
Synutra International, Inc.
SYUT
$55K ﹤0.01%
+11,778
New +$60.3K
XNPT
3444
DELISTED
XENOPORT, INC.
XNPT
$55K ﹤0.01%
+10,045
New +$56.3K
OCLR
3445
DELISTED
Oclaro Inc.
OCLR
$54K ﹤0.01%
15,592
-1,446
-8% -$4.52K
CMLS
3446
DELISTED
Cumulus Media Inc. Class A Common Stock
CMLS
$51K ﹤0.01%
19,467
-521
-3% -$1.86K
ALIM
3447
DELISTED
Alimera Sciences
ALIM
$49K ﹤0.01%
+1,362
New +$59.1K
ENFY
3448
DELISTED
Enlightify Inc
ENFY
$47K ﹤0.01%
2,583
+282
+12% +$5.83K
BONT
3449
DELISTED
Bon-Ton Stores Inc/The
BONT
$45K ﹤0.01%
21,361
-73,409
-77% -$194K
IRG
3450
DELISTED
Ignite Restaurant Group, Inc.
IRG
$44K ﹤0.01%
10,360
-10,790
-51% -$45.1K
136 137
138
139 140

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MCM
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PSUF
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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.