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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
LHX icon
351
L3Harris
LHX
$55.9B
$30.3M 0.06%
414,428
+65,663
+19% +$5.14M
CCEP icon
352
Coca-Cola Europacific Partners
CCEP
$46.5B
$30.2M 0.06%
624,948
-21,221
-3% -$1.03M
AEE icon
353
Ameren
AEE
$31.5B
$30.2M 0.06%
714,284
+90,557
+15% +$3.65M
BSX icon
354
Boston Scientific
BSX
$65.8B
$30.1M 0.06%
1,837,174
-10,393
-0.6% -$178K
CPA icon
355
Copa Holdings
CPA
$5.56B
$30.1M 0.06%
718,568
+186,178
+35% +$11.7M
MWE
356
DELISTED
MARKWEST ENERGY PARTNERS, LP
MWE
$30.1M 0.06%
700,752
-97,061
-12% -$5.53M
STX icon
357
Seagate
STX
$193B
$29.8M 0.06%
665,634
+37,595
+6% +$1.82M
DGX icon
358
Quest Diagnostics
DGX
$25.1B
$29.7M 0.06%
482,935
+190,001
+65% +$13.3M
CYH icon
359
Community Health Systems
CYH
$385M
$29.7M 0.06%
839,375
+411,951
+96% +$18.9M
CF icon
360
CF Industries
CF
$19.2B
$29.6M 0.06%
659,468
-70,929
-10% -$4.13M
UAL icon
361
United Airlines
UAL
$38.4B
$29.6M 0.06%
557,538
+293,014
+111% +$16.5M
LLL
362
DELISTED
L3 Technologies, Inc.
LLL
$29.4M 0.06%
280,967
+28,998
+12% +$3.27M
BCR
363
DELISTED
CR Bard Inc.
BCR
$29.3M 0.06%
157,487
+47,193
+43% +$8.94M
ETJ
364
Eaton Vance Risk-Managed Diversified Equity Income Fund
ETJ
$563M
$29.2M 0.06%
3,044,418
+21,872
+0.7% +$229K
VOD icon
365
Vodafone
VOD
$34.9B
$28.8M 0.06%
907,898
+87,803
+11% +$3.12M
ATVI
366
DELISTED
Activision Blizzard
ATVI
$28.8M 0.06%
931,817
+170,373
+22% +$4.75M
ITUB icon
367
Itaú Unibanco
ITUB
$91.3B
$28.8M 0.06%
9,853,736
+422,452
+4% +$1.5M
IVZ icon
368
Invesco
IVZ
$13.3B
$28.8M 0.06%
920,688
+30,899
+3% +$1.1M
SE
369
DELISTED
Spectra Energy Corp Wi
SE
$28.7M 0.06%
1,091,728
+122,510
+13% +$3.57M
ANSS
370
DELISTED
Ansys
ANSS
$28.7M 0.06%
325,299
+1,115
+0.3% +$102K
MKC icon
371
McCormick & Company Non-Voting
MKC
$13.4B
$28.6M 0.06%
695,326
+111,502
+19% +$4.53M
LYG icon
372
Lloyds Banking Group
LYG
$87.4B
$28.4M 0.06%
6,176,650
+784,979
+15% +$3.93M
AVB icon
373
AvalonBay Communities
AVB
$27.1B
$28.3M 0.06%
161,774
+8,534
+6% +$1.45M
UAA icon
374
Under Armour
UAA
$3B
$28.3M 0.06%
588,357
+177,324
+43% +$8.37M
PCAR icon
375
PACCAR
PCAR
$69.6B
$28.1M 0.05%
807,377
+24,465
+3% +$991K
13 14
15
16 17

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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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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.