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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
DG icon
126
Dollar General
DG
$25.9B
$83.5M 0.16%
1,152,973
+538,557
+88% +$41.1M
TMO icon
127
Thermo Fisher Scientific
TMO
$211B
$83.4M 0.16%
682,402
+36,776
+6% +$4.79M
EBAY icon
128
eBay
EBAY
$48.6B
$83.1M 0.16%
3,402,112
-1,549,453
-31% -$41.7M
RTN
129
DELISTED
Raytheon Company
RTN
$82.5M 0.16%
754,818
+54,706
+8% +$5.72M
ADM icon
130
Archer Daniels Midland
ADM
$41.4B
$82M 0.16%
1,978,992
+731,929
+59% +$33.4M
ADBE icon
131
Adobe
ADBE
$89.5B
$81.9M 0.16%
995,734
-316,536
-24% -$25.7M
GIS icon
132
General Mills
GIS
$19.2B
$81.8M 0.16%
1,458,100
+144,536
+11% +$8.28M
INTU icon
133
Intuit
INTU
$81.1B
$81.6M 0.16%
919,610
+320,596
+54% +$31.1M
EQIX icon
134
Equinix
EQIX
$107B
$81.5M 0.16%
298,062
+162,843
+120% +$44.6M
HUM icon
135
Humana
HUM
$46.7B
$81.5M 0.16%
455,248
+6,530
+1% +$1.21M
BHC icon
136
Bausch Health
BHC
$1.65B
$81.5M 0.16%
456,727
+296,632
+185% +$69.2M
TM icon
137
Toyota
TM
$210B
$80.9M 0.16%
690,025
+192,675
+39% +$24.2M
SO icon
138
Southern Company
SO
$110B
$80.3M 0.16%
1,796,684
+182,712
+11% +$8.02M
OMC icon
139
Omnicom Group
OMC
$22.7B
$79.4M 0.15%
1,205,550
+608,905
+102% +$42.7M
STT icon
140
State Street
STT
$50.9B
$78.8M 0.15%
1,172,992
+306,054
+35% +$22.8M
NEE icon
141
NextEra Energy
NEE
$187B
$77.3M 0.15%
3,169,936
-102,008
-3% -$2.59M
TRIP icon
142
TripAdvisor
TRIP
$1.59B
$77M 0.15%
1,222,245
+733,792
+150% +$55.5M
CI icon
143
Cigna
CI
$76.6B
$76.9M 0.15%
569,814
-10,033
-2% -$1.46M
NVO
144
Novo Nordisk
NVO
$216B
$76.5M 0.15%
2,820,612
+496,180
+21% +$14M
ALL icon
145
Allstate
ALL
$66.9B
$76.4M 0.15%
1,311,925
+374,657
+40% +$23.4M
CB
146
DELISTED
CHUBB CORPORATION
CB
$75.8M 0.15%
617,677
+5,384
+0.9% +$659K
HAL icon
147
Halliburton
HAL
$27.9B
$73.6M 0.14%
2,082,113
+360,049
+21% +$14.2M
DFS
148
DELISTED
Discover Financial Services
DFS
$73.3M 0.14%
1,409,533
+201,646
+17% +$11.1M
CAT icon
149
Caterpillar
CAT
$409B
$72.4M 0.14%
1,108,152
+104,482
+10% +$7.99M
CAH icon
150
Cardinal Health
CAH
$53.4B
$72.4M 0.14%
942,214
+261,611
+38% +$21.9M
4 5
6
7 8

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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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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.