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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
MRSH
201
Marsh
MRSH
$86.3B
$53.5M 0.1%
1,023,938
+247,204
+32% +$13.8M
SNY icon
202
Sanofi
SNY
$104B
$53.4M 0.1%
1,125,132
+93,870
+9% +$4.78M
ED icon
203
Consolidated Edison
ED
$41.6B
$53.4M 0.1%
798,442
+40,471
+5% +$2.56M
ALXN
204
DELISTED
Alexion Pharmaceuticals
ALXN
$53.1M 0.1%
339,411
-19,439
-5% -$3.55M
TSN icon
205
Tyson Foods
TSN
$20.2B
$53M 0.1%
1,229,339
+288,014
+31% +$12.3M
PX
206
DELISTED
Praxair Inc
PX
$52.7M 0.1%
517,653
-29,281
-5% -$3.23M
SHPG
207
DELISTED
Shire pic
SHPG
$51.9M 0.1%
252,747
-19,535
-7% -$4.65M
TFCFA
208
DELISTED
Twenty-First Century Fox, Inc. Class A
TFCFA
$51.8M 0.1%
1,918,706
-386,115
-17% -$11.5M
STI
209
DELISTED
SunTrust Banks, Inc.
STI
$51.5M 0.1%
1,346,563
+5,374
+0.4% +$225K
LNC icon
210
Lincoln National
LNC
$7.91B
$51.4M 0.1%
1,084,006
+297,180
+38% +$15.9M
PPG icon
211
PPG Industries
PPG
$25.9B
$50.6M 0.1%
577,482
-59,607
-9% -$6.07M
IWM icon
212
iShares Russell 2000 ETF
IWM
$80.9B
$50.6M 0.1%
463,386
+426,392
+1,153% +$50.6M
BP icon
213
BP
BP
$113B
$50.5M 0.1%
1,964,399
+769,017
+64% +$22.5M
CME icon
214
CME Group
CME
$92.2B
$50.5M 0.1%
544,369
+57,783
+12% +$5.49M
APH icon
215
Amphenol
APH
$188B
$50.1M 0.1%
3,931,824
+12,724
+0.3% +$171K
SYK icon
216
Stryker
SYK
$127B
$49.6M 0.1%
527,202
+8,074
+2% +$800K
PCP
217
DELISTED
PRECISION CASTPARTS CORP
PCP
$49.3M 0.1%
214,814
+24,538
+13% +$5.27M
EMR icon
218
Emerson Electric
EMR
$82.9B
$49.3M 0.1%
1,116,590
-44,481
-4% -$2.19M
EPD icon
219
Enterprise Products Partners
EPD
$83.8B
$48.7M 0.1%
1,957,294
-19,348
-1% -$537K
K
220
DELISTED
Kellanova
K
$48.7M 0.09%
778,924
+285,086
+58% +$17.8M
CPRI icon
221
Capri Holdings
CPRI
$1.77B
$48.7M 0.09%
1,151,919
+936,488
+435% +$39.6M
BBY icon
222
Best Buy
BBY
$18B
$48.5M 0.09%
1,307,385
+553,591
+73% +$19M
EG icon
223
Everest Group
EG
$15.2B
$48.5M 0.09%
279,909
+107,863
+63% +$19.5M
WM icon
224
Waste Management
WM
$95.9B
$48.2M 0.09%
967,907
+126,113
+15% +$6.28M
AAL icon
225
American Airlines Group
AAL
$9.58B
$47.8M 0.09%
1,231,650
+620,327
+101% +$25.5M
7 8
9
10 11

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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.