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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
IT icon
776
Gartner
IT
$9.41B
$9.29M 0.02%
110,677
+18,163
+20% +$1.58M
RAD
777
DELISTED
Rite Aid Corporation
RAD
$9.29M 0.02%
76,486
-455
-0.6% -$75.8K
RL icon
778
Ralph Lauren
RL
$22.2B
$9.28M 0.02%
78,492
+12,453
+19% +$1.48M
CLB icon
779
Core Laboratories
CLB
$538M
$9.22M 0.02%
92,374
-16,761
-15% -$1.82M
DISH
780
DELISTED
DISH Network Corp.
DISH
$9.22M 0.02%
158,012
-25,367
-14% -$1.61M
SONY icon
781
Sony
SONY
$123B
$9.21M 0.02%
1,878,570
-54,180
-3% -$289K
CAJ
782
DELISTED
Canon, Inc.
CAJ
$9.2M 0.02%
317,495
+67,219
+27% +$2.1M
VIV icon
783
Telefônica Brasil
VIV
$22.4B
$9.14M 0.02%
1,001,141
+120,736
+14% +$1.42M
CNC icon
784
Centene
CNC
$31.3B
$9.06M 0.02%
334,094
-22,406
-6% -$750K
ALLE icon
785
Allegion
ALLE
$13B
$9.06M 0.02%
157,078
+4,372
+3% +$267K
O icon
786
Realty Income
O
$61.2B
$9.04M 0.02%
196,966
+15,875
+9% +$717K
TRI icon
787
Thomson Reuters
TRI
$39.4B
$9.04M 0.02%
193,522
+36,351
+23% +$1.66M
AEO icon
788
American Eagle Outfitters
AEO
$2.85B
$9.03M 0.02%
577,406
+46,088
+9% +$788K
CE icon
789
Celanese
CE
$5.09B
$9.02M 0.02%
152,492
+20,227
+15% +$1.28M
ICLR icon
790
Icon
ICLR
$12.8B
$9M 0.02%
126,838
-15,564
-11% -$1.17M
SQM icon
791
Sociedad Química y Minera de Chile
SQM
$19.6B
$8.99M 0.02%
634,860
-436
-0.1% -$6.29K
ABB
792
DELISTED
ABB Ltd
ABB
$8.97M 0.02%
507,555
-16,998
-3% -$331K
CY
793
DELISTED
Cypress Semiconductor
CY
$8.97M 0.02%
1,052,378
-119,198
-10% -$1.25M
MFA
794
MFA Financial
MFA
$929M
$8.96M 0.02%
329,110
-11,076
-3% -$325K
OGE icon
795
OGE Energy
OGE
$10.3B
$8.96M 0.02%
327,404
+24,280
+8% +$692K
UDR icon
796
UDR
UDR
$12.9B
$8.92M 0.02%
258,650
-622
-0.2% -$20.7K
MIDD icon
797
Middleby
MIDD
$6.05B
$8.89M 0.02%
84,538
+18,175
+27% +$2.09M
Y
798
DELISTED
Alleghany Corp
Y
$8.89M 0.02%
18,997
+2,705
+17% +$1.3M
BYD icon
799
Boyd Gaming
BYD
$6.47B
$8.89M 0.02%
545,272
+93,208
+21% +$1.54M
LPX icon
800
Louisiana-Pacific
LPX
$5.2B
$8.89M 0.02%
624,153
+495,463
+385% +$7.86M
30 31
32
33 34

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AF
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MCM
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PSUF
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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.