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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
AA icon
476
Alcoa
AA
$11.7B
$20.1M 0.04%
864,146
+96,024
+13% +$2.25M
CBRE icon
477
CBRE Group
CBRE
$40.8B
$20M 0.04%
624,453
-22,055
-3% -$782K
PNRA
478
DELISTED
Panera Bread Co
PNRA
$19.9M 0.04%
103,027
+14,996
+17% +$2.8M
FAST icon
479
Fastenal
FAST
$54B
$19.9M 0.04%
2,173,496
-858,364
-28% -$8.51M
POM
480
DELISTED
PEPCO HOLDINGS, INC.
POM
$19.9M 0.04%
820,802
-86,387
-10% -$2.2M
TYC
481
DELISTED
TYCO INTL PLC COM SHS (IRL)
TYC
$19.6M 0.04%
559,877
-33,752
-6% -$1.3M
NVDA icon
482
NVIDIA
NVDA
$5.01T
$19.6M 0.04%
31,782,760
+2,433,200
+8% +$1.32M
HEZU icon
483
iShares Currency Hedged MSCI Eurozone ETF
HEZU
$565M
$19.6M 0.04%
+788,771
New +$21.2M
TXT icon
484
Textron
TXT
$16.6B
$19.4M 0.04%
515,140
+71,669
+16% +$2.97M
JNK icon
485
State Street SPDR Bloomberg High Yield Bond ETF
JNK
$7.24B
$19.3M 0.04%
180,734
-2,825
-2% -$316K
BRCD
486
DELISTED
Brocade Communications Systems, Inc. NEW
BRCD
$19.3M 0.04%
1,859,056
+498,613
+37% +$5.22M
AVY icon
487
Avery Dennison
AVY
$12.3B
$19.3M 0.04%
340,744
+13,878
+4% +$837K
AMLP icon
488
Alerian MLP ETF
AMLP
$13B
$19.2M 0.04%
+308,159
New +$22.4M
LBTYK icon
489
Liberty Global Class C
LBTYK
$3.27B
$19.2M 0.04%
538,663
+124,430
+30% +$5.03M
ABEV icon
490
Ambev
ABEV
$47.3B
$19M 0.04%
3,886,851
-97,931
-2% -$532K
CINF icon
491
Cincinnati Financial
CINF
$28.3B
$19M 0.04%
353,312
-9,410
-3% -$506K
CXO
492
DELISTED
CONCHO RESOURCES INC.
CXO
$19M 0.04%
193,229
+90,796
+89% +$9.52M
UL icon
493
Unilever
UL
$131B
$18.9M 0.04%
411,592
-11,968
-3% -$572K
IEX icon
494
IDEX
IEX
$16.5B
$18.9M 0.04%
264,621
+63,780
+32% +$4.7M
FDS icon
495
Factset
FDS
$9.05B
$18.9M 0.04%
118,051
+60,859
+106% +$9.96M
HNT
496
DELISTED
HEALTH NET INC
HNT
$18.9M 0.04%
313,229
-37,939
-11% -$2.51M
SKM icon
497
SK Telecom
SKM
$13.7B
$18.9M 0.04%
468,958
+21,472
+5% +$837K
SC
498
DELISTED
SANTANDER CONSUMER USA HOLDINGS INC
SC
$18.8M 0.04%
922,363
+459,975
+99% +$10.6M
DOV icon
499
Dover
DOV
$27.2B
$18.8M 0.04%
406,366
+19,194
+5% +$972K
RHI icon
500
Robert Half
RHI
$3.61B
$18.6M 0.04%
363,071
+7,441
+2% +$400K
18 19
20
21 22

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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.