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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
CHE icon
701
Chemed
CHE
$6.78B
$11.4M 0.02%
85,118
+2,596
+3% +$363K
EMD
702
DELISTED
Western Asset Emerging Markets
EMD
$11.3M 0.02%
1,184,694
+66,747
+6% +$678K
VR
703
DELISTED
Validus Hold Ltd
VR
$11.3M 0.02%
251,020
+41,541
+20% +$1.88M
WX
704
DELISTED
WUXI PHARMATECH, CAYMAN INC REPSTG 8 ORD SHS
WX
$11.3M 0.02%
260,502
-355
-0.1% -$15K
WSM icon
705
Williams-Sonoma
WSM
$26.7B
$11.2M 0.02%
293,786
+16,100
+6% +$655K
TEF
706
DELISTED
Telefonica
TEF
$11.2M 0.02%
1,230,393
-95,468
-7% -$1.02M
AMSG
707
DELISTED
Amsurg Corp
AMSG
$11.1M 0.02%
142,201
-2,662
-2% -$205K
RIG icon
708
Transocean
RIG
$5.92B
$11M 0.02%
855,118
+162,777
+24% +$2.26M
ALLY icon
709
Ally Financial
ALLY
$13.1B
$11M 0.02%
538,988
+155,990
+41% +$3.39M
CRL icon
710
Charles River Laboratories
CRL
$10.9B
$11M 0.02%
172,491
+58,693
+52% +$4.21M
PZE
711
DELISTED
Petrobras Argentina S A
PZE
$10.9M 0.02%
2,137,879
-6,052
-0.3% -$37.1K
POR icon
712
Portland General Electric
POR
$6.02B
$10.9M 0.02%
293,515
+5,428
+2% +$191K
PAM icon
713
Pampa Energía
PAM
$4.64B
$10.8M 0.02%
709,175
+20,395
+3% +$324K
ARG
714
DELISTED
Airgas Inc
ARG
$10.8M 0.02%
121,045
+13,832
+13% +$1.37M
HYT icon
715
BlackRock Corporate High Yield Fund
HYT
$1.36B
$10.8M 0.02%
1,094,689
-36,708
-3% -$379K
JPS
716
DELISTED
Nuveen Preferred & Income Securities Fund
JPS
$10.7M 0.02%
1,224,073
-657,614
-35% -$5.92M
RLY icon
717
State Street Multi-Asset Real Return ETF
RLY
$1.26B
$10.7M 0.02%
469,943
-81,826
-15% -$1.97M
TSS
718
DELISTED
Total System Services, Inc.
TSS
$10.7M 0.02%
234,480
-7,801
-3% -$355K
WAB icon
719
Wabtec
WAB
$51.1B
$10.6M 0.02%
120,871
+3,378
+3% +$322K
LNT icon
720
Alliant Energy
LNT
$19.4B
$10.6M 0.02%
363,574
-3,588
-1% -$106K
RRC icon
721
Range Resources
RRC
$9.11B
$10.6M 0.02%
330,624
+99,214
+43% +$3.87M
EC icon
722
Ecopetrol
EC
$32.9B
$10.5M 0.02%
1,225,226
+27,941
+2% +$290K
ENIA
723
DELISTED
Enel Amricas S.A. American Depositary Shares (Each representing 50 shares of Common Stock)
ENIA
$10.5M 0.02%
1,539,864
+2,041
+0.1% +$15.6K
CMCSK
724
DELISTED
COMCAST CORP SPL A (NEW)
CMCSK
$10.5M 0.02%
183,316
+26,555
+17% +$1.52M
R icon
725
Ryder
R
$10.3B
$10.4M 0.02%
140,773
-5,878
-4% -$502K
27 28
29
30 31

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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.