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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
SPLK
676
DELISTED
Splunk Inc
SPLK
$11.9M 0.02%
215,401
+93,752
+77% +$6.12M
QGENF
677
DELISTED
QIAGEN NV
QGENF
$11.9M 0.02%
462,090
+50,012
+12% +$1.29M
JBHT icon
678
JB Hunt Transport Services
JBHT
$27.1B
$11.9M 0.02%
166,954
+23,671
+17% +$1.87M
CPGX
679
DELISTED
COLUMBIA PIPELINE GROUP IN COM STK (DE)
CPGX
$11.9M 0.02%
+650,602
New +$17M
FFIV icon
680
F5
FFIV
$22.1B
$11.9M 0.02%
102,660
+5,283
+5% +$647K
VNQ icon
681
Vanguard Real Estate ETF
VNQ
$39.9B
$11.9M 0.02%
157,363
-1,012,782
-87% -$77.8M
IBN icon
682
ICICI Bank
IBN
$106B
$11.9M 0.02%
1,559,943
-196,749
-11% -$1.68M
ARRS
683
DELISTED
ARRIS International plc Ordinary Shares
ARRS
$11.9M 0.02%
457,111
+370,075
+425% +$10.5M
HCBK
684
DELISTED
HUDSON CITY BANCORP INC
HCBK
$11.9M 0.02%
1,166,384
-50,267
-4% -$496K
ACM icon
685
Aecom
ACM
$9.07B
$11.8M 0.02%
430,709
+225,985
+110% +$6.56M
BVN icon
686
Compañía de Minas Buenaventura
BVN
$7.85B
$11.8M 0.02%
1,974,484
+71,590
+4% +$512K
FLS icon
687
Flowserve
FLS
$9.25B
$11.8M 0.02%
286,009
+29,942
+12% +$1.37M
FCN icon
688
FTI Consulting
FCN
$4.82B
$11.7M 0.02%
282,637
+10,387
+4% +$427K
VMC icon
689
Vulcan Materials
VMC
$36.3B
$11.7M 0.02%
131,473
+16,368
+14% +$1.52M
HLF icon
690
Herbalife
HLF
$1.23B
$11.7M 0.02%
429,022
+54,856
+15% +$1.5M
OKE icon
691
Oneok
OKE
$58.7B
$11.6M 0.02%
360,693
+111,084
+45% +$4.06M
HDB icon
692
HDFC Bank
HDB
$119B
$11.6M 0.02%
759,100
-22,028
-3% -$332K
PPS
693
DELISTED
Post Properties
PPS
$11.5M 0.02%
197,864
+42,374
+27% +$2.43M
NPI
694
DELISTED
NUVEEN PREMIUN INC MUN FUND
NPI
$11.5M 0.02%
858,159
+10,581
+1% +$140K
SNA icon
695
Snap-on
SNA
$20.9B
$11.5M 0.02%
76,064
+5,615
+8% +$901K
LM
696
DELISTED
Legg Mason, Inc.
LM
$11.5M 0.02%
275,540
-792
-0.3% -$36.7K
NTT
697
DELISTED
Nippon Telegraph & Telephone
NTT
$11.5M 0.02%
324,366
+26,663
+9% +$998K
NVR icon
698
NVR
NVR
$17.2B
$11.4M 0.02%
7,477
+4,029
+117% +$6.02M
KLAC icon
699
KLA
KLAC
$275B
$11.4M 0.02%
2,279,660
+323,970
+17% +$1.67M
VCSH icon
700
Vanguard Short-Term Corporate Bond ETF
VCSH
$44.7B
$11.4M 0.02%
142,873
-47
-0% -$3.74K
26 27
28
29 30

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NIPH
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AF
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MCM
Melvin Capital Management New York $9.86B AUM 16.31% 1-Year Est. Return
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
Barrett Asset Management New York $2.39B AUM 14.06% 1-Year Est. Return
ACI
AMP Capital Investors Sydney, Australia $2.37B AUM 23.59% 1-Year Est. Return

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.