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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
SPPI
2576
DELISTED
Spectrum Pharmaceuticals Inc
SPPI
$835K ﹤0.01%
138,547
+31,679
+30% +$181K
IXYS
2577
DELISTED
IXYS Corp
IXYS
$834K ﹤0.01%
66,071
-2,254
-3% -$28.1K
BBW icon
2578
Build-A-Bear
BBW
$445M
$833K ﹤0.01%
68,019
+635
+0.9% +$9.33K
HOS
2579
DELISTED
Hornbeck Offshore Services, Inc.
HOS
$833K ﹤0.01%
83,848
-5,750
-6% -$73.6K
FN icon
2580
Fabrinet
FN
$14.9B
$828K ﹤0.01%
34,780
-493
-1% -$11K
ACWI icon
2581
iShares MSCI ACWI ETF
ACWI
$32B
$827K ﹤0.01%
14,813
+2,048
+16% +$117K
BLX icon
2582
Bladex Inc
BLX
$2.15B
$826K ﹤0.01%
+31,865
New +$849K
PFL
2583
PIMCO Income Strategy Fund
PFL
$382M
$824K ﹤0.01%
+84,574
New +$846K
MGI
2584
DELISTED
MoneyGram International, Inc. New
MGI
$823K ﹤0.01%
131,248
+12,447
+10% +$108K
FXCB
2585
DELISTED
FOX CHASE BANCORP INC COM STK (MD)
FXCB
$822K ﹤0.01%
40,489
+5,728
+16% +$105K
RM icon
2586
Regional Management Corp
RM
$390M
$821K ﹤0.01%
53,088
+16,334
+44% +$257K
GIB icon
2587
CGI
GIB
$15.4B
$820K ﹤0.01%
20,478
+2,815
+16% +$112K
JGBD
2588
DELISTED
DB 3X INVERSE JAPANESE GOVT BD FUT NT 11/30/2021
JGBD
$819K ﹤0.01%
56,378
-9,426
-14% -$137K
WFC.PRQ
2589
DELISTED
Wells Fargo & Co.
WFC.PRQ
$818K ﹤0.01%
+31,325
New +$806K
FARO
2590
DELISTED
Faro Technologies
FARO
$816K ﹤0.01%
27,636
+599
+2% +$18.9K
HAYN
2591
DELISTED
Haynes International, Inc.
HAYN
$816K ﹤0.01%
22,236
+1,281
+6% +$49.8K
FMSA
2592
DELISTED
Fairmount Santrol Holdings Inc.
FMSA
$815K ﹤0.01%
346,771
+215,016
+163% +$566K
IIP
2593
DELISTED
INTERNAP NETWORK SERVICES CORPORATION
IIP
$814K ﹤0.01%
127,238
+9,102
+8% +$58.2K
GBDC icon
2594
Golub Capital BDC
GBDC
$3.33B
$813K ﹤0.01%
49,942
-104
-0.2% -$1.71K
ISEE
2595
DELISTED
IVERIC bio, Inc. Common Stock
ISEE
$813K ﹤0.01%
+10,350
New +$598K
PEN icon
2596
Penumbra
PEN
$12.6B
$811K ﹤0.01%
+15,074
New +$683K
FEIC
2597
DELISTED
FEI COMPANY
FEIC
$809K ﹤0.01%
10,142
-42
-0.4% -$3.24K
ASR icon
2598
Grupo Aeroportuario del Sureste
ASR
$8.16B
$808K ﹤0.01%
5,746
+2,470
+75% +$378K
MCHB
2599
Mechanics Bancorp
MCHB
$3.65B
$808K ﹤0.01%
37,209
+4,266
+13% +$93.3K
PEGI
2600
DELISTED
Pattern Energy Group Inc. Class A
PEGI
$808K ﹤0.01%
38,661
+5,137
+15% +$106K
102 103
104
105 106

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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.