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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
MCO icon
151
Moody's
MCO
$81.7B
$72.1M 0.14%
734,471
+422,569
+135% +$45M
UTHR icon
152
United Therapeutics
UTHR
$26.3B
$72M 0.14%
548,414
+371,428
+210% +$59.6M
LYB icon
153
LyondellBasell Industries
LYB
$19.5B
$71.8M 0.14%
861,773
+228,288
+36% +$20.3M
EIX icon
154
Edison International
EIX
$30.7B
$70.8M 0.14%
1,122,114
+155,667
+16% +$9.24M
VIAB
155
DELISTED
Viacom Inc. Class B
VIAB
$70.5M 0.14%
1,634,315
+749,605
+85% +$37.1M
LUV icon
156
Southwest Airlines
LUV
$22.1B
$70.5M 0.14%
1,852,464
+443,581
+31% +$16.4M
ITW icon
157
Illinois Tool Works
ITW
$81.4B
$69.9M 0.14%
849,794
+184,183
+28% +$16.1M
SHW icon
158
Sherwin-Williams
SHW
$78.3B
$68.5M 0.13%
922,806
+553,266
+150% +$48.5M
F icon
159
Ford
F
$57.3B
$67.6M 0.13%
4,980,637
-549,563
-10% -$7.85M
GWW icon
160
W.W. Grainger
GWW
$65.3B
$67.3M 0.13%
312,819
+214,137
+217% +$48.1M
BFH icon
161
Bread Financial
BFH
$4.21B
$66M 0.13%
319,089
+176,405
+124% +$38.1M
CLX icon
162
Clorox
CLX
$11.6B
$65.2M 0.13%
564,292
+162,406
+40% +$18.2M
DD
163
DELISTED
Du Pont De Nemours E I
DD
$65M 0.13%
1,348,490
-82,476
-6% -$4.4M
BAP icon
164
Credicorp
BAP
$30.9B
$64.2M 0.13%
603,305
+14,365
+2% +$1.74M
HCA icon
165
HCA Healthcare
HCA
$84.8B
$64.1M 0.12%
828,077
+51,820
+7% +$4.59M
BNY
166
Bank of New York Mellon
BNY
$108B
$63.6M 0.12%
1,624,727
-27,619
-2% -$1.15M
AGG icon
167
iShares Core US Aggregate Bond ETF
AGG
$138B
$63.6M 0.12%
580,454
+79,314
+16% +$8.65M
BDX icon
168
Becton Dickinson
BDX
$43.1B
$63.5M 0.12%
490,828
+96,301
+24% +$13.4M
HIG icon
169
Hartford Financial Services
HIG
$38.5B
$63.4M 0.12%
1,384,499
+159,147
+13% +$7.35M
APD icon
170
Air Products & Chemicals
APD
$66.3B
$62.4M 0.12%
528,891
+34,782
+7% +$4.43M
SJM icon
171
J.M. Smucker
SJM
$12.6B
$62.3M 0.12%
545,895
+273,058
+100% +$30.4M
AMX icon
172
America Movil
AMX
$78.1B
$61.6M 0.12%
3,723,935
-175,492
-5% -$3.29M
PRU icon
173
Prudential Financial
PRU
$41.7B
$60.2M 0.12%
789,384
+52,686
+7% +$4.42M
VOYA icon
174
Voya Financial
VOYA
$8.94B
$60.1M 0.12%
1,550,931
+1,096,074
+241% +$48.2M
MON
175
DELISTED
Monsanto Co
MON
$60.1M 0.12%
704,467
-159,879
-18% -$15.8M
5 6
7
8 9

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MCM
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PSUF
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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.