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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
BBBY
326
DELISTED
Bed Bath & Beyond Inc
BBBY
$33M 0.06%
578,852
+133,321
+30% +$8.5M
LNKD
327
DELISTED
LinkedIn Corporation
LNKD
$33M 0.06%
173,461
+94,029
+118% +$18.7M
BHI
328
DELISTED
Baker Hughes
BHI
$33M 0.06%
633,256
-45,271
-7% -$2.53M
PGR icon
329
Progressive
PGR
$124B
$32.8M 0.06%
1,070,142
+48,828
+5% +$1.48M
ZBH icon
330
Zimmer Biomet
ZBH
$17.7B
$32.6M 0.06%
357,360
+20,257
+6% +$2.03M
CHL
331
DELISTED
China Mobile Limited
CHL
$32.3M 0.06%
543,439
+241,302
+80% +$14.9M
STJ
332
DELISTED
St Jude Medical
STJ
$32.2M 0.06%
509,687
+20,728
+4% +$1.48M
APA icon
333
APA Corp
APA
$12.8B
$32.1M 0.06%
820,040
+298,404
+57% +$13.6M
UBS icon
334
UBS Group
UBS
$170B
$32.1M 0.06%
1,732,585
+142,785
+9% +$3.03M
YHOO
335
DELISTED
Yahoo Inc
YHOO
$31.8M 0.06%
1,099,622
-225,654
-17% -$7.83M
HSIC icon
336
Henry Schein
HSIC
$9.74B
$31.7M 0.06%
609,460
+72,167
+13% +$4M
MTB icon
337
M&T Bank
MTB
$36.2B
$31.7M 0.06%
259,804
-13,038
-5% -$1.63M
MSI icon
338
Motorola Solutions
MSI
$69.4B
$31.7M 0.06%
462,872
+81,977
+22% +$5.17M
NOV icon
339
NOV
NOV
$7.45B
$31.6M 0.06%
839,270
+85,928
+11% +$3.51M
COL
340
DELISTED
Rockwell Collins
COL
$31.6M 0.06%
386,058
+82,959
+27% +$7.12M
PRE
341
DELISTED
PARTNERRE LTD
PRE
$31.5M 0.06%
226,652
-12,018
-5% -$1.64M
INFY icon
342
Infosys
INFY
$45B
$31.3M 0.06%
3,282,714
-193,854
-6% -$1.66M
HES
343
DELISTED
Hess
HES
$31M 0.06%
618,777
+17,257
+3% +$988K
DEO icon
344
Diageo
DEO
$46.2B
$30.8M 0.06%
285,830
+61,033
+27% +$6.78M
CMG icon
345
Chipotle Mexican Grill
CMG
$40.8B
$30.8M 0.06%
2,138,700
-44,450
-2% -$632K
CX icon
346
Cemex
CX
$17.4B
$30.8M 0.06%
4,765,689
+10,646
+0.2% +$79K
HRL icon
347
Hormel Foods
HRL
$13.9B
$30.7M 0.06%
969,850
+84,810
+10% +$2.54M
CHD icon
348
Church & Dwight Co
CHD
$23.1B
$30.5M 0.06%
726,678
+7,876
+1% +$338K
LBTYA icon
349
Liberty Global Class A
LBTYA
$3.31B
$30.4M 0.06%
812,354
+533,148
+191% +$23.2M
BCS icon
350
Barclays
BCS
$94.1B
$30.4M 0.06%
2,203,852
+166,311
+8% +$2.56M
12 13
14
15 16

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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
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SCC
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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.