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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
VOO icon
1
Vanguard S&P 500 ETF
VOO
$973B
$1.39B 2.7%
7,889,515
+2,984,526
+61% +$555M
AAPL icon
2
Apple
AAPL
$4.8T
$1.14B 2.23%
41,391,868
+2,589,648
+7% +$75.9M
GOOG icon
3
Alphabet (Google) Class C
GOOG
$4.29T
$769M 1.5%
24,615,580
+4,827,280
+24% +$148M
MSFT icon
4
Microsoft
MSFT
$2.99T
$709M 1.38%
16,020,156
+944,776
+6% +$42.4M
IVV icon
5
iShares Core S&P 500 ETF
IVV
$879B
$662M 1.29%
3,434,888
-109,211
-3% -$22.3M
XOM icon
6
ExxonMobil
XOM
$615B
$564M 1.1%
7,579,718
+280,221
+4% +$21.6M
JPM icon
7
JPMorgan Chase
JPM
$901B
$542M 1.06%
8,895,425
+1,589,328
+22% +$104M
JNJ icon
8
Johnson & Johnson
JNJ
$599B
$504M 0.98%
5,396,261
+813,313
+18% +$78.7M
T icon
9
AT&T
T
$153B
$439M 0.86%
17,830,082
+3,281,761
+23% +$83.7M
WFC icon
10
Wells Fargo
WFC
$261B
$417M 0.81%
8,125,997
+238,630
+3% +$13.1M
PFE icon
11
Pfizer
PFE
$141B
$410M 0.8%
13,742,859
+1,570,804
+13% +$50.4M
AMZN icon
12
Amazon
AMZN
$2.69T
$392M 0.76%
15,321,840
+1,743,120
+13% +$44.1M
V icon
13
Visa
V
$686B
$378M 0.74%
5,422,360
+1,438,037
+36% +$103M
GE icon
14
GE Aerospace
GE
$354B
$377M 0.73%
3,118,506
+93,662
+3% +$11.5M
INTC icon
15
Intel
INTC
$488B
$368M 0.72%
12,214,890
+1,338,610
+12% +$38.7M
VZ icon
16
Verizon
VZ
$182B
$365M 0.71%
8,397,410
+1,774,803
+27% +$81.9M
META icon
17
Meta Platforms (Facebook)
META
$1.64T
$365M 0.71%
4,059,303
+1,239,254
+44% +$114M
CVX icon
18
Chevron
CVX
$378B
$352M 0.69%
4,468,546
+693,348
+18% +$58.4M
PG icon
19
Procter & Gamble
PG
$347B
$346M 0.67%
4,810,552
+533,469
+12% +$40M
BAC icon
20
Bank of America
BAC
$424B
$333M 0.65%
21,355,657
+5,698,179
+36% +$95.9M
C icon
21
Citigroup
C
$216B
$329M 0.64%
6,631,072
+1,293,016
+24% +$70.6M
BRK.B icon
22
Berkshire Hathaway Class B
BRK.B
$1.06T
$329M 0.64%
2,522,007
+517,199
+26% +$70.9M
GILD icon
23
Gilead Sciences
GILD
$165B
$324M 0.63%
3,301,391
+566,541
+21% +$62.9M
HD icon
24
Home Depot
HD
$332B
$322M 0.63%
2,785,075
+279,567
+11% +$32.3M
CSCO icon
25
Cisco
CSCO
$436B
$318M 0.62%
12,119,107
+2,017,690
+20% +$54.5M
1
2 3 4 5

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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.