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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
-6.57%
1 Year Est. Return
+18.52%
3 Year Est. Return
+86.84%
5 Year Est. Return
+137.89%
10 Year Est. Return
–
AUM
$51.3B
AUM Growth
+$107M
Cap. Flow
+$4.42B
Cap. Flow %
8.61%
Top 10 Hldgs %
13.91%
Holding
4,094
New
122
Increased
1,836
Reduced
1,289
Closed
833

Top Buys

Rank Stock Value
1
VOO icon
Vanguard S&P 500 ETF
VOO
+$555M
2
GOOG icon
Alphabet (Google) Class C
GOOG
+$148M
3
META icon
Meta Platforms (Facebook)
META
+$114M
4
PYPL icon
PayPal
PYPL
+$111M
5
JPM icon
JPMorgan Chase
JPM
+$104M

Top Sells

Rank Stock Value
1
DTV
DIRECTV COM STK (DE)
DTV
+$131M
2
KRFT
KRAFT FOODS GROUP INC COM STK (VA)
KRFT
+$91.1M
3
VNQ icon
Vanguard Real Estate ETF
VNQ
+$77.8M
4
IWF icon
iShares Russell 1000 Growth ETF
IWF
+$66.5M
5
MDT icon
Medtronic
MDT
+$49.5M

Sector Composition

Rank Sector Weight
1 Financials 14.87%
2 Healthcare 13.45%
3 Technology 12.87%
4 Consumer Discretionary 9.33%
5 Industrials 8.86%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
VYX icon
276
NCR Voyix
VYX
$1.06B
$40M 0.08%
2,863,670
+2,469,241
+626% +$41.1M
KSS icon
277
Kohl's
KSS
$2.03B
$40M 0.08%
862,863
+244,992
+40% +$13.8M
PPL
278
PPL Corp
PPL
$27.3B
$39.8M 0.08%
1,209,580
+210,451
+21% +$6.59M
NXPI icon
279
NXP Semiconductors
NXPI
$68B
$39.4M 0.08%
452,384
-142,753
-24% -$12.9M
VRTX icon
280
Vertex Pharmaceuticals
VRTX
$121B
$39.4M 0.08%
377,870
+64,863
+21% +$8.33M
CCL icon
281
Carnival Corporation Ltd
CCL
$36.1B
$39M 0.08%
784,330
+100,933
+15% +$5.14M
LUMN icon
282
Lumen
LUMN
$6.53B
$38.9M 0.08%
1,549,438
+194,542
+14% +$5.39M
PAA icon
283
Plains All American Pipeline
PAA
$17.4B
$38.7M 0.08%
1,274,916
-50,026
-4% -$1.83M
CAG icon
284
Conagra Brands
CAG
$7.07B
$38.5M 0.08%
1,222,329
+23,563
+2% +$791K
XRX icon
285
Xerox
XRX
$337M
$38.5M 0.08%
1,501,787
+393,638
+36% +$10.9M
MAR icon
286
Marriott International
MAR
$98.7B
$38.3M 0.07%
561,421
+118,580
+27% +$8.57M
KDP icon
287
Keurig Dr Pepper
KDP
$40.4B
$38.2M 0.07%
483,835
+119,268
+33% +$9.35M
FISV
288
Fiserv Inc
FISV
$27.2B
$38M 0.07%
877,918
+51,806
+6% +$2.24M
SRE icon
289
Sempra
SRE
$60.8B
$37.9M 0.07%
784,588
-12,352
-2% -$608K
VRSN icon
290
VeriSign
VRSN
$25.3B
$37.9M 0.07%
537,302
+70,309
+15% +$4.79M
PARA
291
DELISTED
Paramount Global Class B
PARA
$37.7M 0.07%
945,695
-431,630
-31% -$20.9M
MOS icon
292
The Mosaic Company
MOS
$7.09B
$37.6M 0.07%
1,208,462
+766,121
+173% +$31.6M
BXLT
293
DELISTED
BAXALTA INC COM STK (DE)
BXLT
$37.6M 0.07%
+1,191,727
New +$41.1M
REGN icon
294
Regeneron Pharmaceuticals
REGN
$68.8B
$37M 0.07%
79,542
+3,848
+5% +$2.07M
BG icon
295
Bunge Global
BG
$23.6B
$37M 0.07%
504,577
+109,047
+28% +$8.44M
JCI icon
296
Johnson Controls International
JCI
$87.5B
$37M 0.07%
853,891
-75,673
-8% -$3.49M
AVGO icon
297
Broadcom
AVGO
$1.82T
$36.4M 0.07%
2,908,710
+502,990
+21% +$6.35M
CBI
298
DELISTED
Chicago Bridge & Iron Nv
CBI
$36.3M 0.07%
914,666
+705,850
+338% +$32.7M
OPPJ
299
WisdomTree Trust WisdomTree Japan Opportunities Fund
OPPJ
$280M
$36M 0.07%
2,168,672
+405,644
+23% +$7.08M
HSY icon
300
Hershey
HSY
$35.4B
$35.4M 0.07%
385,099
+12,099
+3% +$1.1M
10 11
12
13 14

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AF
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MCM
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PSUF
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IA
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SCC
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BAM
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ACI
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Parametric Portfolio Associates's Q3 2015 Portfolio in Review

As of Q3 2015, Parametric Portfolio Associates held 4,094 positions worth $51.3B, up 0.21% from $51.2B the previous quarter. Its ten largest holdings account for 14% of the portfolio.

Parametric Portfolio Associates deployed $4.42B of net new capital in Q3 2015, opening 122 new positions and adding to 1,836 existing holdings. Its largest new stake was PayPal: 3,096,686 shares worth $96.1M.

By sector, the portfolio is most concentrated in Financials at 15% of assets, up from 14% a quarter earlier, followed by Healthcare and Technology.

On the sell side, the largest reduction was Vanguard Real Estate ETF, an estimated $77.8M trimmed.

  • Parametric Portfolio Associates's largest Q3 2015 buy was PayPal: 3,096,686 shares worth $96.1M.
  • Parametric Portfolio Associates added most to Vanguard S&P 500 ETF in Q3 2015, an estimated $555M increase.
  • Parametric Portfolio Associates's biggest Q3 2015 reduction was Vanguard Real Estate ETF, cutting an estimated $77.8M.
  • Parametric Portfolio Associates fully exited DIRECTV COM STK (DE) in Q3 2015, selling an estimated $131M.
  • Parametric Portfolio Associates's ten largest holdings make up 14% of its $51.3B portfolio in Q3 2015.
  • Parametric Portfolio Associates opened 122 new positions and closed 833 in Q3 2015.
  • Parametric Portfolio Associates's portfolio value rose 0.21% quarter-over-quarter to $51.3B.

Based on Parametric Portfolio Associates's 13F filing for Q3 2015, filed 16 Nov 2015.