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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
ACW
3451
DELISTED
Accuride Corp
ACW
$42K ﹤0.01%
25,015
-118,362
-83% -$295K
MRIN
3452
DELISTED
Marin Software
MRIN
$41K ﹤0.01%
+270
New +$42.2K
ENPH icon
3453
Enphase Energy
ENPH
$4.79B
$40K ﹤0.01%
11,273
+1,011
+10% +$3.16K
PVA
3454
DELISTED
PENN VIRGINIA CORP
PVA
$40K ﹤0.01%
131,782
-45,442
-26% -$26.6K
SD
3455
DELISTED
SANDRIDGE ENERGY, INC.
SD
$39K ﹤0.01%
195,434
-20,320
-9% -$6.76K
ASXC
3456
DELISTED
Asensus Surgical, Inc.
ASXC
$36K ﹤0.01%
1,114
-1,191
-52% -$38.4K
GOGL
3457
DELISTED
Golden Ocean Group
GOGL
$35K ﹤0.01%
6,608
-169
-2% -$1.53K
TPLM
3458
DELISTED
Triangle Petroleum Corporation
TPLM
$35K ﹤0.01%
45,398
-69,871
-61% -$74.8K
SHYF
3459
DELISTED
The Shyft Group
SHYF
$34K ﹤0.01%
+10,882
New +$42.2K
CYTR
3460
DELISTED
CytRx Corp
CYTR
$34K ﹤0.01%
2,153
+305
+17% +$5.23K
CASC
3461
DELISTED
Cascadian Therapeutics, Inc.
CASC
$33K ﹤0.01%
2,475
-4,024
-62% -$69.3K
MPO
3462
DELISTED
MIDSTATES PETE CO INC COM NEW
MPO
$32K ﹤0.01%
+16,075
New +$58.9K
LTS
3463
DELISTED
Ladenburg Thalmann Financial Services Inc
LTS
$30K ﹤0.01%
+11,043
New +$30.6K
WMGIZ
3464
DELISTED
Wright Medical Group, Inc. Contingent Value Right
WMGIZ
$30K ﹤0.01%
+29,797
New +$30.3K
SBLK icon
3465
Star Bulk Carriers
SBLK
$3.1B
$25K ﹤0.01%
+8,297
New +$55.6K
PLUG icon
3466
Plug Power
PLUG
$2.68B
$23K ﹤0.01%
+10,708
New +$23.5K
GST
3467
DELISTED
Gastar Exploration Inc.
GST
$23K ﹤0.01%
17,580
-42,834
-71% -$60.7K
NES
3468
DELISTED
NUVERRA ENVIRONMENTAL INC NEW COM STK (DE)
NES
$20K ﹤0.01%
38,246
-1,246
-3% -$1.43K
CAS
3469
DELISTED
A M Castle & Co
CAS
$19K ﹤0.01%
+11,735
New +$28.6K
FLNA
3470
Filana Therapeutics
FLNA
$42M
$18K ﹤0.01%
1,504
– –
ARO
3471
DELISTED
Aeropostale Inc
ARO
$17K ﹤0.01%
62,343
-262
-0.4% -$144
VMEM
3472
DELISTED
VIOLIN MEMORY, INC.
VMEM
$15K ﹤0.01%
+4,112
New +$21.7K
ISH
3473
DELISTED
INTL SHIPHOLDING CORP
ISH
$15K ﹤0.01%
+10,227
New +$24K
AAOI icon
3474
Applied Optoelectronics
AAOI
$6.5B
– –
-12,931
Closed -$243K
YDKG
3475
Yueda Digital Holding
YDKG
$5.36M
– –
-12
Closed -$130K
137 138
139
140 141

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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.