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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
EMC
101
DELISTED
EMC CORPORATION
EMC
$99.8M 0.19%
4,130,850
+95,187
+2% +$2.41M
CL icon
102
Colgate-Palmolive
CL
$72.6B
$98.3M 0.19%
1,548,273
+2,919
+0.2% +$191K
UPS icon
103
United Parcel Service
UPS
$97.6B
$98.2M 0.19%
994,774
+67,448
+7% +$6.66M
SPG icon
104
Simon Property Group
SPG
$74.5B
$97.2M 0.19%
529,182
+19,736
+4% +$3.62M
MDT icon
105
Medtronic
MDT
$107B
$96.8M 0.19%
1,446,453
-672,603
-32% -$49.5M
NVS icon
106
Novartis
NVS
$295B
$96.2M 0.19%
1,167,684
+58,364
+5% +$5.19M
PYPL icon
107
PayPal
PYPL
$49.5B
$96.1M 0.19%
+3,096,686
New +$111M
EA icon
108
Electronic Arts
EA
$52.4B
$94.6M 0.18%
1,396,775
+566,438
+68% +$39.7M
EOG icon
109
EOG Resources
EOG
$78B
$94.4M 0.18%
1,297,266
+47,279
+4% +$3.67M
DD icon
110
DuPont de Nemours
DD
$18.6B
$93.5M 0.18%
870,469
+20,384
+2% +$2.36M
COR icon
111
Cencora
COR
$60.3B
$93.4M 0.18%
983,558
+224,479
+30% +$23.6M
ECL icon
112
Ecolab
ECL
$75.6B
$93.3M 0.18%
850,794
+200,551
+31% +$22.4M
TJX icon
113
TJX Companies
TJX
$170B
$91.4M 0.18%
2,558,364
+362,504
+17% +$12.7M
USB icon
114
US Bancorp
USB
$99.6B
$91.2M 0.18%
2,222,952
+22,302
+1% +$966K
DUK icon
115
Duke Energy
DUK
$102B
$89.9M 0.18%
1,249,835
+113,057
+10% +$8.19M
GD icon
116
General Dynamics
GD
$105B
$89.9M 0.18%
651,528
+158,172
+32% +$22.9M
MPC icon
117
Marathon Petroleum
MPC
$90.3B
$88.5M 0.17%
1,911,123
+333,143
+21% +$17.1M
AEP icon
118
American Electric Power
AEP
$73.7B
$87M 0.17%
1,530,589
+450,909
+42% +$25M
FDX icon
119
FedEx
FDX
$74.5B
$86.1M 0.17%
598,337
+19,311
+3% +$3.08M
KHC icon
120
Kraft Heinz
KHC
$30.4B
$85.7M 0.17%
+1,214,656
New +$91.7M
QVCGA
121
DELISTED
QVC Group Inc Series A
QVCGA
$85.4M 0.17%
67,088
+38,852
+138% +$53.2M
NFLX icon
122
Netflix
NFLX
$292B
$84.6M 0.17%
8,196,520
+2,249,460
+38% +$24.2M
TEVA icon
123
Teva Pharmaceuticals
TEVA
$35.9B
$84.2M 0.16%
1,491,409
+311,563
+26% +$20.2M
M icon
124
Macy's
M
$6.15B
$83.8M 0.16%
1,633,780
+667,584
+69% +$41.9M
PEG icon
125
Public Service Enterprise Group
PEG
$39.8B
$83.8M 0.16%
1,988,362
+613,938
+45% +$25M
3 4
5
6 7

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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.