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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
BIDU icon
176
Baidu
BIDU
$35.8B
$59.8M 0.12%
434,876
+117,761
+37% +$19.4M
EL icon
177
Estee Lauder
EL
$29B
$59.5M 0.12%
737,525
-60,013
-8% -$5.03M
YUM icon
178
Yum! Brands
YUM
$41B
$59.3M 0.12%
1,030,881
-12,038
-1% -$729K
AZO icon
179
AutoZone
AZO
$48.3B
$59.1M 0.12%
81,677
+26,452
+48% +$18.7M
SYY icon
180
Sysco
SYY
$39.7B
$59.1M 0.12%
1,515,417
+288,217
+23% +$11M
CB icon
181
Chubb
CB
$140B
$58.9M 0.11%
570,013
+27,687
+5% +$2.9M
DVN icon
182
Devon Energy
DVN
$51.9B
$58.9M 0.11%
1,588,193
+857,597
+117% +$39.4M
D icon
183
Dominion Energy
D
$62.5B
$58.7M 0.11%
834,722
+36,389
+5% +$2.56M
AMT icon
184
American Tower
AMT
$77.7B
$58.7M 0.11%
667,300
-29,042
-4% -$2.73M
PRGO icon
185
Perrigo
PRGO
$1.4B
$58.6M 0.11%
372,393
+187,020
+101% +$34.3M
SCCO icon
186
Southern Copper
SCCO
$141B
$57.8M 0.11%
2,335,098
+14,064
+0.6% +$358K
ETR icon
187
Entergy
ETR
$54.1B
$56.7M 0.11%
1,740,528
+517,480
+42% +$17.6M
SRCL
188
DELISTED
Stericycle Inc
SRCL
$56.6M 0.11%
406,393
-17,136
-4% -$2.39M
APTV icon
189
Aptiv
APTV
$12B
$56.6M 0.11%
744,227
+354,498
+91% +$27.2M
MS icon
190
Morgan Stanley
MS
$337B
$56.4M 0.11%
1,790,107
-65,891
-4% -$2.4M
SCHW
191
Charles Schwab
SCHW
$177B
$56.4M 0.11%
1,973,082
-517,972
-21% -$16.6M
WHR icon
192
Whirlpool
WHR
$2.42B
$56.2M 0.11%
381,419
+134,621
+55% +$22.8M
VWO icon
193
Vanguard FTSE Emerging Markets ETF
VWO
$119B
$55.9M 0.11%
1,690,675
-194,941
-10% -$7.08M
DE icon
194
Deere & Co
DE
$170B
$55.3M 0.11%
746,997
+3,500
+0.5% +$308K
MU icon
195
Micron Technology
MU
$1.04T
$55.2M 0.11%
3,682,929
+2,434,736
+195% +$41.9M
AMP icon
196
Ameriprise Financial
AMP
$46.8B
$54.6M 0.11%
500,141
+64,177
+15% +$7.57M
RDS.A
197
DELISTED
Royal Dutch Shell PLC ADS Class A
RDS.A
$54.3M 0.11%
1,146,792
+537,392
+88% +$28.8M
NTAP icon
198
NetApp
NTAP
$32.9B
$54.2M 0.11%
1,829,824
+1,399,152
+325% +$43.2M
WDC icon
199
Western Digital
WDC
$179B
$53.9M 0.11%
897,575
+104,504
+13% +$6.28M
MHFI
200
DELISTED
MCGRAW-HILL FINANCIAL INC COM
MHFI
$53.6M 0.1%
619,505
+19,343
+3% +$1.9M
6 7
8
9 10

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AF
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MCM
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PSUF
People's United Financial Bridgeport, Connecticut $3.51B AUM 12.24% 1-Year Est. Return
IA
IndexIQ Advisors New York $2.82B AUM 12.48% 1-Year Est. Return
SCC
Spring Creek Capital Wichita, Kansas $2.53B AUM 19.59% 1-Year Est. Return
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.