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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
SEE
576
DELISTED
Sealed Air
SEE
$16.4M 0.03%
368,261
+696
+0.2% +$32.2K
AME icon
577
Ametek
AME
$53.9B
$16.3M 0.03%
304,626
+7,725
+3% +$424K
OSK icon
578
Oshkosh
OSK
$8.91B
$16.3M 0.03%
417,674
+13,173
+3% +$536K
ADSK icon
579
Autodesk
ADSK
$51.8B
$16.3M 0.03%
266,907
+34,755
+15% +$2.02M
CIB icon
580
Grupo Cibest SA
CIB
$21.2B
$16.2M 0.03%
605,703
-22,427
-4% -$707K
EDU icon
581
New Oriental
EDU
$9.32B
$16.2M 0.03%
516,360
-354,749
-41% -$9.99M
MAN icon
582
ManpowerGroup
MAN
$2.6B
$16.2M 0.03%
192,100
+15,263
+9% +$1.33M
ORAN
583
DELISTED
Orange
ORAN
$16.2M 0.03%
973,441
+118,171
+14% +$1.98M
GPN icon
584
Global Payments
GPN
$24.1B
$16.2M 0.03%
250,752
-26,330
-10% -$1.78M
NSANY
585
DELISTED
NISSAN MOTOR CO LTD SPONS ADR
NSANY
$16.2M 0.03%
+769,969
New +$16.2M
HMC icon
586
Honda
HMC
$39.8B
$16.1M 0.03%
504,923
+33,961
+7% +$1.1M
TIF
587
DELISTED
Tiffany & Co.
TIF
$16.1M 0.03%
211,308
+23,130
+12% +$1.81M
ESS icon
588
Essex Property Trust
ESS
$19.1B
$16.1M 0.03%
67,255
+4,745
+8% +$1.09M
SNPS icon
589
Synopsys
SNPS
$71.6B
$16M 0.03%
351,488
-8,793
-2% -$425K
PBCT
590
DELISTED
People's United Financial Inc
PBCT
$15.9M 0.03%
985,959
+114,625
+13% +$1.87M
WAT icon
591
Waters Corp
WAT
$37.3B
$15.9M 0.03%
118,038
+4,518
+4% +$581K
DHI icon
592
D.R. Horton
DHI
$41.2B
$15.8M 0.03%
494,440
+19,512
+4% +$609K
MAC icon
593
Macerich
MAC
$7.4B
$15.8M 0.03%
196,136
-2,253
-1% -$181K
NMR icon
594
Nomura Holdings
NMR
$28.3B
$15.8M 0.03%
2,846,239
-179,405
-6% -$1.09M
CMA
595
DELISTED
Comerica
CMA
$15.7M 0.03%
376,450
+35,394
+10% +$1.55M
ITY
596
DELISTED
IMPERIAL TOBACCO GRP ADS(RP 2
ITY
$15.7M 0.03%
+148,829
New +$15.7M
EVT icon
597
Eaton Vance Tax-Advantaged Dividend Income Fund
EVT
$2.06B
$15.7M 0.03%
811,383
-45,733
-5% -$893K
PMO
598
Franklin Municipal Opportunities Trust
PMO
$282M
$15.6M 0.03%
1,271,826
+73,613
+6% +$884K
NDAQ icon
599
Nasdaq
NDAQ
$53.4B
$15.6M 0.03%
803,835
+40,851
+5% +$778K
BOE icon
600
BlackRock Enhanced Global Dividend Trust
BOE
$659M
$15.5M 0.03%
1,218,439
-27,221
-2% -$347K
22 23
24
25 26

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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.