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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
RNR icon
401
RenaissanceRe
RNR
$13.7B
$24.9M 0.05%
233,912
+21,003
+10% +$2.2M
TCOM icon
402
Trip.com Group
TCOM
$27.5B
$24.8M 0.05%
783,818
+6,426
+0.8% +$223K
MNST icon
403
Monster Beverage
MNST
$91.4B
$24.8M 0.05%
1,099,014
+21,366
+2% +$501K
AVT icon
404
Avnet
AVT
$7.33B
$24.7M 0.05%
578,798
+170,064
+42% +$7.08M
WU icon
405
Western Union
WU
$2.57B
$24.7M 0.05%
1,344,643
+205,050
+18% +$3.9M
NLY icon
406
Annaly Capital Management
NLY
$16.9B
$24.7M 0.05%
625,312
+170,807
+38% +$6.83M
PAYX icon
407
Paychex
PAYX
$40.4B
$24.4M 0.05%
512,020
+33,186
+7% +$1.55M
ING icon
408
ING
ING
$93.8B
$24.3M 0.05%
1,722,013
+89,864
+6% +$1.42M
IGSB icon
409
iShares 1-5 Year Investment Grade Corporate Bond ETF
IGSB
$22.8B
$24.2M 0.05%
459,890
-97,736
-18% -$5.14M
CERN
410
DELISTED
Cerner Corp
CERN
$24.2M 0.05%
403,105
+974
+0.2% +$63.6K
CHKP icon
411
Check Point Software Technologies
CHKP
$13.3B
$24M 0.05%
302,954
+127,063
+72% +$10.2M
XLE icon
412
State Street Energy Select Sector SPDR ETF
XLE
$39.5B
$23.9M 0.05%
+782,688
New +$26.4M
MTD icon
413
Mettler-Toledo International
MTD
$26.8B
$23.8M 0.05%
83,529
+30,956
+59% +$9.78M
TNL icon
414
Travel + Leisure Co
TNL
$4.54B
$23.7M 0.05%
730,350
+50,992
+8% +$1.83M
SPLS
415
DELISTED
Staples Inc
SPLS
$23.7M 0.05%
2,017,639
+317,340
+19% +$4.47M
PBF icon
416
PBF Energy
PBF
$7.29B
$23.6M 0.05%
836,980
+691,723
+476% +$21M
FMX icon
417
Fomento Económico Mexicano
FMX
$43.3B
$23.6M 0.05%
264,455
-34,483
-12% -$3.07M
KSU
418
DELISTED
Kansas City Southern
KSU
$23.5M 0.05%
259,106
-10,550
-4% -$995K
RS icon
419
Reliance Steel & Aluminium
RS
$20.8B
$23.4M 0.05%
433,334
+298,285
+221% +$17.5M
MKL icon
420
Markel Group
MKL
$25B
$23.1M 0.05%
28,757
-1,012
-3% -$856K
ILMN icon
421
Illumina
ILMN
$29.4B
$23M 0.04%
134,658
+33,425
+33% +$6.76M
VTR icon
422
Ventas
VTR
$48.9B
$23M 0.04%
410,341
+116,597
+40% +$7.65M
AMG icon
423
Affiliated Managers Group
AMG
$9.46B
$23M 0.04%
134,374
-11,949
-8% -$2.35M
SHY icon
424
iShares 1-3 Year Treasury Bond ETF
SHY
$25.4B
$22.9M 0.04%
268,924
+261,774
+3,661% +$22.2M
AAP icon
425
Advance Auto Parts
AAP
$3.37B
$22.8M 0.04%
120,053
-2,469
-2% -$428K
15 16
17
18 19

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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.