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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
UNM icon
251
Unum
UNM
$13.8B
$43.7M 0.09%
1,362,345
+399,312
+41% +$13.8M
FITB
252
Fifth Third Bancorp
FITB
$52B
$43.5M 0.08%
2,299,687
+161,922
+8% +$3.29M
WMB icon
253
Williams Companies
WMB
$90.5B
$43.1M 0.08%
1,170,392
-267,414
-19% -$13.3M
XEC
254
DELISTED
CIMAREX ENERGY CO
XEC
$43M 0.08%
419,553
+280,244
+201% +$29.8M
WEC icon
255
WEC Energy
WEC
$37.7B
$43M 0.08%
823,343
+53,234
+7% +$2.59M
ORLY icon
256
O'Reilly Automotive
ORLY
$72.4B
$42.7M 0.08%
2,561,400
+267,120
+12% +$4.31M
VFC icon
257
VF Corp
VFC
$6.68B
$42.6M 0.08%
663,903
+22,099
+3% +$1.51M
BRCM
258
DELISTED
BROADCOM CORP CL-A
BRCM
$42.6M 0.08%
828,396
+87,095
+12% +$4.48M
BUD icon
259
AB InBev
BUD
$158B
$42.4M 0.08%
399,215
-53,655
-12% -$6.23M
BAX icon
260
Baxter International
BAX
$11.6B
$42.2M 0.08%
1,284,519
-428,246
-25% -$16.2M
APC
261
DELISTED
Anadarko Petroleum
APC
$42.1M 0.08%
697,321
-107,570
-13% -$7.64M
CXT icon
262
Crane NXT
CXT
$3.04B
$41.3M 0.08%
2,553,664
+2,266,043
+788% +$41.7M
RF icon
263
Regions Financial
RF
$26.3B
$41.3M 0.08%
4,582,778
+148,260
+3% +$1.47M
AIZ icon
264
Assurant
AIZ
$13.7B
$41.1M 0.08%
520,345
+150,612
+41% +$11.2M
DISCK
265
DELISTED
Discovery, Inc. Series C Common Stock
DISCK
$41M 0.08%
1,689,670
+1,134,134
+204% +$31.5M
BTI icon
266
British American Tobacco
BTI
$132B
$40.7M 0.08%
739,986
+62,940
+9% +$3.49M
TV icon
267
Televisa
TV
$1.45B
$40.6M 0.08%
1,559,522
+57,745
+4% +$1.85M
DOX icon
268
Amdocs
DOX
$5.53B
$40.5M 0.08%
712,770
+197,405
+38% +$11.3M
DVA icon
269
DaVita
DVA
$15.1B
$40.5M 0.08%
560,131
+55,538
+11% +$4.31M
MJN
270
DELISTED
Mead Johnson Nutrition Company
MJN
$40.5M 0.08%
575,240
-41,788
-7% -$3.44M
KMI icon
271
Kinder Morgan
KMI
$73.1B
$40.4M 0.08%
1,457,814
-371,062
-20% -$12.3M
EQR icon
272
Equity Residential
EQR
$25.4B
$40.3M 0.08%
536,916
+36,824
+7% +$2.71M
JWN
273
DELISTED
Nordstrom
JWN
$40.3M 0.08%
561,756
+62,630
+13% +$4.72M
RWR icon
274
State Street SPDR Dow Jones REIT ETF
RWR
$1.93B
$40.2M 0.08%
466,335
-225,946
-33% -$19.7M
TTE icon
275
TotalEnergies
TTE
$193B
$40.1M 0.08%
896,739
+99,236
+12% +$4.68M
9 10
11
12 13

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PSUF
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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.