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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
GILD icon
26
Gilead Sciences
GILD
$167B
$340M 0.58%
3,358,932
+57,541
+2% +$5.99M
CSCO icon
27
Cisco
CSCO
$456B
$323M 0.55%
11,907,804
-211,303
-2% -$5.83M
IBM icon
28
IBM
IBM
$214B
$316M 0.54%
2,401,056
+174,972
+8% +$23.5M
CELG
29
DELISTED
Celgene Corp
CELG
$296M 0.51%
2,474,152
-46,112
-2% -$5.33M
MRK icon
30
Merck
MRK
$326B
$294M 0.5%
5,842,083
+172,747
+3% +$8.71M
CVS icon
31
CVS Health
CVS
$140B
$292M 0.5%
2,987,433
-38,175
-1% -$3.74M
UNH icon
32
UnitedHealth
UNH
$389B
$291M 0.5%
2,472,963
-35,221
-1% -$4.12M
KO icon
33
Coca-Cola
KO
$380B
$287M 0.49%
6,686,245
+360,388
+6% +$15.3M
AMGN icon
34
Amgen
AMGN
$212B
$287M 0.49%
1,768,754
+47,267
+3% +$7.43M
DIS icon
35
Walt Disney
DIS
$172B
$287M 0.49%
2,726,630
+109,338
+4% +$12.2M
PEP icon
36
PepsiCo
PEP
$195B
$286M 0.49%
2,861,737
+110,006
+4% +$11M
NKE icon
37
Nike
NKE
$63.9B
$273M 0.47%
4,367,288
+59,976
+1% +$3.87M
MA icon
38
Mastercard
MA
$497B
$269M 0.46%
2,761,249
+28,923
+1% +$2.83M
CMCSA icon
39
Comcast
CMCSA
$85.8B
$268M 0.46%
9,488,246
+671,476
+8% +$20.2M
BIIB icon
40
Biogen
BIIB
$30.4B
$265M 0.45%
863,672
+204,268
+31% +$58.7M
AGN
41
DELISTED
Allergan plc
AGN
$263M 0.45%
840,900
+66,908
+9% +$19.9M
ORCL icon
42
Oracle
ORCL
$346B
$249M 0.43%
6,829,104
+193,420
+3% +$7.39M
QCOM icon
43
Qualcomm
QCOM
$172B
$241M 0.41%
4,818,916
-98,903
-2% -$5.28M
MCD icon
44
McDonald's
MCD
$194B
$232M 0.4%
1,966,528
+17,220
+0.9% +$1.93M
BMY icon
45
Bristol-Myers Squibb
BMY
$130B
$231M 0.39%
3,357,631
+179,722
+6% +$11.9M
MO icon
46
Altria Group
MO
$125B
$231M 0.39%
3,963,579
+93,309
+2% +$5.41M
WMT icon
47
Walmart Inc
WMT
$900B
$226M 0.39%
11,042,628
-92,679
-0.8% -$1.86M
COST icon
48
Costco
COST
$429B
$205M 0.35%
1,267,590
-198,447
-14% -$31.4M
IWF icon
49
iShares Russell 1000 Growth ETF
IWF
$119B
$204M 0.35%
8,191,836
-1,444,008
-15% -$36M
MMM icon
50
3M
MMM
$94.1B
$190M 0.32%
1,510,493
+26,908
+2% +$3.46M
1
2
3 4 5

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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.