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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
IBM icon
26
IBM
IBM
$203B
$309M 0.6%
2,226,084
+366,745
+20% +$54.2M
CVS icon
27
CVS Health
CVS
$137B
$292M 0.57%
3,025,608
+487,098
+19% +$51.2M
UNH icon
28
UnitedHealth
UNH
$383B
$291M 0.57%
2,508,184
+715,106
+40% +$85.6M
PM icon
29
Philip Morris
PM
$301B
$277M 0.54%
3,489,696
+664,946
+24% +$54.7M
CELG
30
DELISTED
Celgene Corp
CELG
$273M 0.53%
2,520,264
+644,158
+34% +$79.9M
DIS icon
31
Walt Disney
DIS
$166B
$267M 0.52%
2,617,292
+7,424
+0.3% +$808K
MRK icon
32
Merck
MRK
$324B
$267M 0.52%
5,669,336
+436,716
+8% +$23.2M
NKE icon
33
Nike
NKE
$62B
$265M 0.52%
4,307,312
+1,108,168
+35% +$62.7M
QCOM icon
34
Qualcomm
QCOM
$178B
$264M 0.52%
4,917,819
+1,314,149
+36% +$78.1M
PEP icon
35
PepsiCo
PEP
$186B
$259M 0.51%
2,751,731
+75,540
+3% +$7.19M
KO icon
36
Coca-Cola
KO
$352B
$254M 0.49%
6,325,857
+65,196
+1% +$2.61M
CMCSA icon
37
Comcast
CMCSA
$79.3B
$251M 0.49%
8,816,770
+82,388
+0.9% +$2.45M
MA icon
38
Mastercard
MA
$473B
$246M 0.48%
2,732,326
+645,438
+31% +$60.6M
WMT icon
39
Walmart Inc
WMT
$868B
$241M 0.47%
11,135,307
+2,377,281
+27% +$54.5M
ORCL icon
40
Oracle
ORCL
$342B
$240M 0.47%
6,635,684
-124,454
-2% -$4.78M
AMGN icon
41
Amgen
AMGN
$203B
$238M 0.46%
1,721,487
+244,274
+17% +$38.5M
IWF icon
42
iShares Russell 1000 Growth ETF
IWF
$122B
$224M 0.44%
9,635,844
-2,703,944
-22% -$66.5M
COST icon
43
Costco
COST
$414B
$212M 0.41%
1,466,037
+356,407
+32% +$50.9M
MO icon
44
Altria Group
MO
$121B
$211M 0.41%
3,870,270
+94,541
+3% +$5.07M
AGN
45
DELISTED
Allergan plc
AGN
$210M 0.41%
773,992
+218,628
+39% +$67.2M
BIIB icon
46
Biogen
BIIB
$29.9B
$192M 0.38%
659,404
+208,610
+46% +$68.9M
MCD icon
47
McDonald's
MCD
$189B
$192M 0.37%
1,949,308
+129,668
+7% +$12.6M
HPQ icon
48
HP
HPQ
$23.6B
$189M 0.37%
16,247,829
+6,378,379
+65% +$82.8M
BMY icon
49
Bristol-Myers Squibb
BMY
$127B
$188M 0.37%
3,177,909
-266,593
-8% -$16.9M
MMM icon
50
3M
MMM
$88.1B
$176M 0.34%
1,483,585
+188,777
+15% +$23.2M
1
2
3 4 5

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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.