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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
ESRX
76
DELISTED
Express Scripts Holding Company
ESRX
$126M 0.25%
1,555,617
-314,418
-17% -$27.4M
KMB icon
77
Kimberly-Clark
KMB
$36.4B
$125M 0.24%
1,150,475
+350,480
+44% +$38.6M
RTX icon
78
RTX Corp
RTX
$287B
$122M 0.24%
2,184,648
-193,171
-8% -$11.9M
SPY icon
79
State Street SPDR S&P 500 ETF Trust
SPY
$778B
$119M 0.23%
620,811
+273,979
+79% +$55.6M
ABT icon
80
Abbott
ABT
$180B
$117M 0.23%
2,899,733
+143,772
+5% +$6.78M
AXP icon
81
American Express
AXP
$223B
$114M 0.22%
1,534,624
+5,618
+0.4% +$432K
TWX
82
DELISTED
Time Warner Inc
TWX
$113M 0.22%
1,641,787
+33,349
+2% +$2.62M
AFL icon
83
Aflac
AFL
$63.9B
$113M 0.22%
3,881,776
+2,030,688
+110% +$61.4M
DHR icon
84
Danaher
DHR
$135B
$111M 0.22%
1,940,450
+129,830
+7% +$7.67M
VLO icon
85
Valero Energy
VLO
$89.8B
$110M 0.21%
1,830,917
+329,735
+22% +$20.9M
CRM icon
86
Salesforce
CRM
$134B
$110M 0.21%
1,584,542
+372,944
+31% +$26.4M
EFA icon
87
iShares MSCI EAFE ETF
EFA
$76.4B
$110M 0.21%
1,910,676
+618,844
+48% +$38.2M
MCK icon
88
McKesson
MCK
$98.5B
$109M 0.21%
591,006
+115,592
+24% +$24.5M
CTSH icon
89
Cognizant
CTSH
$21.5B
$109M 0.21%
1,745,390
-140,520
-7% -$8.82M
PNC icon
90
PNC Financial Services
PNC
$100B
$109M 0.21%
1,219,488
+124,424
+11% +$11.7M
TWC
91
DELISTED
TIME WARNER CABLE INC NEW COM STK
TWC
$107M 0.21%
598,564
+13,306
+2% +$2.49M
BBWI icon
92
Bath & Body Works
BBWI
$4.01B
$107M 0.21%
1,471,313
+684,999
+87% +$47.3M
BKNG icon
93
Booking.com
BKNG
$138B
$106M 0.21%
2,149,550
+66,500
+3% +$3.3M
ACN icon
94
Accenture
ACN
$89.9B
$105M 0.21%
1,072,692
+61,704
+6% +$6.12M
ICE icon
95
Intercontinental Exchange
ICE
$82.4B
$104M 0.2%
2,222,045
+960,385
+76% +$44.4M
COF icon
96
Capital One
COF
$124B
$104M 0.2%
1,438,766
+258,704
+22% +$20.8M
ADP icon
97
Automatic Data Processing
ADP
$100B
$104M 0.2%
1,297,961
+238,975
+23% +$19.1M
RAI
98
DELISTED
Reynolds American Inc
RAI
$104M 0.2%
2,351,393
-191,471
-8% -$7.94M
PSX icon
99
Phillips 66
PSX
$82.9B
$102M 0.2%
1,331,731
-14,246
-1% -$1.13M
AET
100
DELISTED
Aetna Inc
AET
$102M 0.2%
935,028
+137,042
+17% +$15.8M
2 3
4
5 6

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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.