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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
THO icon
1326
Thor Industries
THO
$4.22B
$3.92M 0.01%
75,642
-12,729
-14% -$697K
VSH icon
1327
Vishay Intertechnology
VSH
$5.13B
$3.92M 0.01%
404,326
-10,282
-2% -$109K
CNW
1328
DELISTED
CON-WAY INC.
CNW
$3.91M 0.01%
82,473
+17,836
+28% +$699K
FNB icon
1329
FNB Corp
FNB
$6.8B
$3.9M 0.01%
301,515
-59,076
-16% -$787K
ADEA icon
1330
Adeia
ADEA
$2.74B
$3.9M 0.01%
455,278
+25,099
+6% +$230K
VALE.P
1331
DELISTED
Vale S A
VALE.P
$3.9M 0.01%
1,163,440
+242
+0% +$1K
WPX
1332
DELISTED
WPX Energy, Inc.
WPX
$3.87M 0.01%
585,088
+44,303
+8% +$371K
CPL
1333
DELISTED
CPFL Energia S.A.
CPL
$3.87M 0.01%
529,382
+82,754
+19% +$794K
CYS
1334
DELISTED
CYS Investments Inc.
CYS
$3.87M 0.01%
532,990
-94,879
-15% -$733K
NMA
1335
DELISTED
NUVEEN MUNI ADVANTAGE FUND
NMA
$3.86M 0.01%
290,335
+18,789
+7% +$248K
TK icon
1336
Teekay
TK
$976M
$3.85M 0.01%
129,986
+84,901
+188% +$3.04M
KND
1337
DELISTED
Kindred Healthcare
KND
$3.84M 0.01%
243,992
-9,436
-4% -$191K
SBW
1338
DELISTED
Western Asset Worldwide Income
SBW
$3.84M 0.01%
390,370
+45
+0% +$463
LECO icon
1339
Lincoln Electric
LECO
$14.5B
$3.83M 0.01%
72,992
-7,693
-10% -$451K
S
1340
DELISTED
Sprint Corporation
S
$3.83M 0.01%
995,978
-613,028
-38% -$2.58M
NPBC
1341
DELISTED
NATL PENN BANCSHARES INC
NPBC
$3.82M 0.01%
325,096
+33,514
+11% +$385K
ENR icon
1342
Energizer
ENR
$1.51B
$3.82M 0.01%
+98,664
New +$3.95M
ABM icon
1343
ABM Industries
ABM
$2.88B
$3.81M 0.01%
139,460
-10,770
-7% -$340K
JCP
1344
DELISTED
J.C. Penney Company, Inc.
JCP
$3.81M 0.01%
409,665
-66,521
-14% -$589K
MATX icon
1345
Matsons
MATX
$6.12B
$3.79M 0.01%
98,548
+26,175
+36% +$1.03M
TCO
1346
DELISTED
Taubman Centers Inc.
TCO
$3.79M 0.01%
54,860
-4,460
-8% -$316K
PLCM
1347
DELISTED
POLYCOM INC
PLCM
$3.79M 0.01%
361,319
+43,065
+14% +$467K
FWONA icon
1348
Liberty Media Series A
FWONA
$23.4B
$3.79M 0.01%
157,630
+49,572
+46% +$1.23M
UTL icon
1349
Unitil
UTL
$1.02B
$3.78M 0.01%
102,388
+15,561
+18% +$549K
ADTN icon
1350
Adtran
ADTN
$708M
$3.77M 0.01%
258,058
+87,430
+51% +$1.38M
52 53
54
55 56

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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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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.