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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
EQT icon
601
EQT Corp
EQT
$33.2B
$14.2M 0.03%
403,273
+70,750
+21% +$2.89M
LEG icon
602
Leggett & Platt
LEG
$1.52B
$14.2M 0.03%
344,033
-53,722
-14% -$2.51M
SPTI icon
603
State Street SPDR Portfolio Intermediate Term Treasury ETF
SPTI
$10.4B
$14.1M 0.03%
+466,238
New +$14M
SLG icon
604
SL Green Realty
SLG
$3.88B
$14.1M 0.03%
134,981
+9,867
+8% +$1.06M
PBI icon
605
Pitney Bowes
PBI
$2.42B
$14.1M 0.03%
711,440
-16,204
-2% -$333K
HMC icon
606
Honda
HMC
$36.5B
$14.1M 0.03%
470,962
+51,838
+12% +$1.66M
OI icon
607
O-I Glass
OI
$1.39B
$14.1M 0.03%
679,470
+344,388
+103% +$7.32M
MELI icon
608
Mercado Libre
MELI
$91.3B
$14.1M 0.03%
154,544
-331
-0.2% -$39K
CMA
609
DELISTED
Comerica
CMA
$14M 0.03%
341,056
-84,016
-20% -$3.82M
ESS icon
610
Essex Property Trust
ESS
$18.9B
$14M 0.03%
62,510
+644
+1% +$142K
JLL icon
611
Jones Lang LaSalle
JLL
$15.1B
$14M 0.03%
97,060
+5,095
+6% +$833K
SBAC icon
612
SBA Communications
SBAC
$18.4B
$13.9M 0.03%
133,161
-1,180
-0.9% -$138K
DHI icon
613
D.R. Horton
DHI
$41B
$13.9M 0.03%
474,928
+99,139
+26% +$2.92M
ASML icon
614
ASML
ASML
$675B
$13.9M 0.03%
158,248
-6,422
-4% -$608K
SEIC icon
615
SEI Investments
SEIC
$11.9B
$13.9M 0.03%
288,569
-2,589
-0.9% -$132K
CDNS icon
616
Cadence Design Systems
CDNS
$90B
$13.9M 0.03%
672,618
-90,152
-12% -$1.84M
PBCT
617
DELISTED
People's United Financial Inc
PBCT
$13.7M 0.03%
871,334
+16,993
+2% +$270K
CUK
618
DELISTED
Carnival PLC
CUK
$13.6M 0.03%
263,739
+15,778
+6% +$833K
TECD
619
DELISTED
Tech Data Corp
TECD
$13.6M 0.03%
198,461
+36,534
+23% +$2.24M
DIAX
620
DELISTED
Nuveen Dow 30SM Dynamic Overwrite Fund
DIAX
$13.6M 0.03%
1,007,562
+406,355
+68% +$5.82M
NDAQ icon
621
Nasdaq
NDAQ
$51.5B
$13.6M 0.03%
762,984
+26,397
+4% +$453K
IRM icon
622
Iron Mountain
IRM
$38.2B
$13.6M 0.03%
437,027
+101,998
+30% +$3.04M
UHS icon
623
Universal Health Services
UHS
$9.43B
$13.5M 0.03%
108,534
-10,293
-9% -$1.43M
RNP icon
624
Cohen & Steers REIT and Preferred and Income Fund
RNP
$991M
$13.5M 0.03%
777,798
-28,102
-3% -$495K
LLTC
625
DELISTED
Linear Technology Corp
LLTC
$13.5M 0.03%
334,039
-2,379
-0.7% -$97.5K
23 24
25
26 27

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NIPH
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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
IndexIQ Advisors New York $2.82B AUM 12.48% 1-Year Est. Return
SCC
Spring Creek Capital Wichita, Kansas $2.53B AUM 19.59% 1-Year Est. Return
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.