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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
GMCR
601
DELISTED
KEURIG GREEN MTN INC
GMCR
$15.4M 0.03%
170,924
+45,296
+36% +$2.81M
CBI
602
DELISTED
Chicago Bridge & Iron Nv
CBI
$15.3M 0.03%
393,378
-521,288
-57% -$21.7M
NTES icon
603
NetEase
NTES
$83B
$15.2M 0.03%
420,260
-83,320
-17% -$2.59M
ZNGA
604
DELISTED
ZYNGA INC. CL A COMMON
ZNGA
$15.2M 0.03%
+5,675,310
New +$14.3M
IWB icon
605
iShares Russell 1000 ETF
IWB
$47.1B
$15.2M 0.03%
134,004
+75,794
+130% +$8.67M
EMD
606
Western Asset Emerging Markets Debt Fund
EMD
$606M
$15.2M 0.03%
1,104,228
-33,340
-3% -$468K
SLG icon
607
SL Green Realty
SLG
$3.83B
$15.1M 0.03%
138,285
+3,304
+2% +$370K
LEG icon
608
Leggett & Platt
LEG
$1.4B
$15.1M 0.03%
359,652
+15,619
+5% +$693K
TUP
609
DELISTED
Tupperware Brands Corporation
TUP
$15.1M 0.03%
271,167
-52,603
-16% -$2.96M
MGA icon
610
Magna International
MGA
$18.8B
$15M 0.03%
370,558
-77,401
-17% -$3.6M
CUK
611
DELISTED
Carnival PLC
CUK
$15M 0.03%
263,858
+119
+0% +$6.37K
CCK icon
612
Crown Holdings
CCK
$13B
$14.9M 0.03%
294,819
+71,324
+32% +$3.63M
CSL icon
613
Carlisle Companies
CSL
$13.5B
$14.9M 0.03%
168,485
-2,944
-2% -$260K
HAS icon
614
Hasbro
HAS
$13.5B
$14.9M 0.03%
221,788
+4,597
+2% +$337K
PACW
615
DELISTED
PacWest Bancorp
PACW
$14.9M 0.03%
346,519
+38,309
+12% +$1.72M
BMRN icon
616
BioMarin Pharmaceuticals
BMRN
$11.9B
$14.9M 0.03%
141,940
-5,704
-4% -$596K
FSLR icon
617
First Solar
FSLR
$21.4B
$14.9M 0.03%
225,292
+41,507
+23% +$2.33M
MXIM
618
DELISTED
Maxim Integrated Products
MXIM
$14.8M 0.03%
390,135
+15,636
+4% +$598K
BBD icon
619
Banco Bradesco
BBD
$37.4B
$14.8M 0.03%
6,535,489
-700,233
-10% -$1.84M
JAZZ icon
620
Jazz Pharmaceuticals
JAZZ
$16.1B
$14.8M 0.03%
104,947
+39,869
+61% +$5.52M
EVV
621
Eaton Vance Limited Duration Income Fund
EVV
$1.05B
$14.7M 0.03%
1,151,270
+388,800
+51% +$4.98M
ARMH
622
DELISTED
ARM HOLDINGS PLC ADS
ARMH
$14.6M 0.03%
323,781
+33,100
+11% +$1.56M
BIO icon
623
Bio-Rad Laboratories Class A
BIO
$8.76B
$14.6M 0.02%
105,260
+10,812
+11% +$1.5M
SEIC icon
624
SEI Investments
SEIC
$12.3B
$14.6M 0.02%
278,217
-10,352
-4% -$539K
DIAX
625
DELISTED
Nuveen Dow 30SM Dynamic Overwrite Fund
DIAX
$14.5M 0.02%
1,007,762
+200
+0% +$2.85K
23 24
25
26 27

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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.