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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
MORN icon
451
Morningstar
MORN
$6.56B
$21.2M 0.04%
263,987
+3,693
+1% +$302K
RCL icon
452
Royal Caribbean
RCL
$78.7B
$21.1M 0.04%
237,393
+34,623
+17% +$3.04M
MUFG icon
453
Mitsubishi UFJ Financial
MUFG
$258B
$21.1M 0.04%
3,471,708
+171,092
+5% +$1.16M
CFR icon
454
Cullen/Frost Bankers
CFR
$10.3B
$21.1M 0.04%
332,311
+130,408
+65% +$8.89M
NGG icon
455
National Grid
NGG
$82.7B
$21.1M 0.04%
314,025
+40,251
+15% +$2.58M
WRK
456
DELISTED
WestRock Company
WRK
$21.1M 0.04%
+454,977
New +$24.4M
RENX
457
DELISTED
RELX N.V.
RENX
$21.1M 0.04%
1,280,028
+153,576
+14% +$2.44M
IPG
458
DELISTED
Interpublic Group of Companies
IPG
$21M 0.04%
1,096,878
+54,712
+5% +$1.09M
CP icon
459
Canadian Pacific Kansas City
CP
$82B
$21M 0.04%
730,075
-251,340
-26% -$7.58M
HST icon
460
Host Hotels & Resorts
HST
$16.8B
$20.8M 0.04%
1,317,679
-85,035
-6% -$1.59M
BALL icon
461
Ball Corp
BALL
$17B
$20.6M 0.04%
663,586
+212,064
+47% +$7.18M
GL icon
462
Globe Life
GL
$13.5B
$20.6M 0.04%
365,206
-10,678
-3% -$634K
EFX icon
463
Equifax
EFX
$20.3B
$20.5M 0.04%
210,445
-8,069
-4% -$802K
TRCO
464
DELISTED
TRIBUNE MEDIA COMPANY CLASS A
TRCO
$20.4M 0.04%
572,464
+471,780
+469% +$21M
CPB icon
465
Campbell Soup
CPB
$6.51B
$20.3M 0.04%
400,535
+49,438
+14% +$2.43M
HII icon
466
Huntington Ingalls Industries
HII
$11.3B
$20.3M 0.04%
189,078
+67,895
+56% +$7.74M
NFX
467
DELISTED
Newfield Exploration
NFX
$20.3M 0.04%
615,659
+25,464
+4% +$855K
XRAY icon
468
Dentsply Sirona
XRAY
$2.59B
$20.2M 0.04%
400,295
+101,614
+34% +$5.41M
ALV icon
469
Autoliv
ALV
$8.6B
$20.2M 0.04%
257,652
+80,542
+45% +$6.09M
CIB icon
470
Grupo Cibest SA
CIB
$20.4B
$20.2M 0.04%
628,130
-1,904
-0.3% -$68.5K
INGR icon
471
Ingredion
INGR
$6.38B
$20.2M 0.04%
231,554
+66,269
+40% +$5.68M
SIG icon
472
Signet Jewelers
SIG
$3.55B
$20.2M 0.04%
148,182
+11,255
+8% +$1.44M
WDAY icon
473
Workday
WDAY
$33.4B
$20.2M 0.04%
292,810
+226,881
+344% +$17.5M
ROK icon
474
Rockwell Automation
ROK
$51.4B
$20.1M 0.04%
198,499
+13,374
+7% +$1.51M
FCX icon
475
Freeport-McMoran
FCX
$90B
$20.1M 0.04%
2,078,113
+10,033
+0.5% +$120K
17 18
19
20 21

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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.