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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
GSK icon
301
GSK
GSK
$103B
$35.3M 0.07%
733,552
+38,360
+6% +$2M
ES icon
302
Eversource Energy
ES
$28.2B
$35.2M 0.07%
695,801
+62,176
+10% +$3M
DXJ icon
303
WisdomTree Japan Hedged Equity Fund
DXJ
$7.23B
$35.2M 0.07%
723,464
-890,749
-55% -$48.2M
ETN icon
304
Eaton
ETN
$157B
$34.9M 0.07%
679,996
+33,207
+5% +$1.96M
RGA icon
305
Reinsurance Group of America
RGA
$15.7B
$34.8M 0.07%
384,159
+169,199
+79% +$15.9M
TGI
306
DELISTED
Triumph Group
TGI
$34.8M 0.07%
826,867
+720,923
+680% +$38.6M
SIAL
307
DELISTED
SIGMA - ALDRICH CORP
SIAL
$34.8M 0.07%
250,392
+2,802
+1% +$391K
RIO icon
308
Rio Tinto
RIO
$148B
$34.2M 0.07%
1,010,575
+581,392
+135% +$21.8M
LRCX icon
309
Lam Research
LRCX
$382B
$34.2M 0.07%
5,230,450
+2,347,050
+81% +$17.2M
SWK icon
310
Stanley Black & Decker
SWK
$14.2B
$34.2M 0.07%
352,349
+10,383
+3% +$1.07M
ADI icon
311
Analog Devices
ADI
$181B
$34.1M 0.07%
604,442
-53,650
-8% -$3.12M
ZTS icon
312
Zoetis
ZTS
$31.6B
$34M 0.07%
825,171
+266,474
+48% +$12.4M
GEN icon
313
Gen Digital
GEN
$15.6B
$33.9M 0.07%
1,742,944
+535,658
+44% +$11.5M
PCG icon
314
PG&E
PCG
$47.8B
$33.9M 0.07%
642,533
-85,750
-12% -$4.38M
TSM icon
315
TSMC
TSM
$2.09T
$33.8M 0.07%
1,630,360
-65,469
-4% -$1.37M
PLD icon
316
Prologis
PLD
$138B
$33.7M 0.07%
865,698
+40,351
+5% +$1.58M
ALK icon
317
Alaska Air
ALK
$5.15B
$33.6M 0.07%
423,058
+22,379
+6% +$1.71M
EW icon
318
Edwards Lifesciences
EW
$47.6B
$33.6M 0.07%
1,416,420
+535,488
+61% +$12.9M
PH icon
319
Parker-Hannifin
PH
$125B
$33.5M 0.07%
344,742
+6,720
+2% +$730K
ROST icon
320
Ross Stores
ROST
$76.6B
$33.5M 0.07%
690,167
+53,688
+8% +$2.74M
GT icon
321
Goodyear
GT
$2.07B
$33.4M 0.07%
1,139,973
+592,737
+108% +$17.8M
WELL icon
322
Welltower
WELL
$178B
$33.3M 0.07%
492,347
+63,908
+15% +$4.27M
CMS icon
323
CMS Energy
CMS
$23.1B
$33.3M 0.06%
942,025
+18,625
+2% +$628K
DTE icon
324
DTE Energy
DTE
$31.1B
$33.2M 0.06%
484,730
+58,335
+14% +$3.9M
ANDV
325
DELISTED
Andeavor
ANDV
$33M 0.06%
339,638
+45,346
+15% +$4.4M
11 12
13
14 15

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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.