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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
MHK icon
726
Mohawk Industries
MHK
$6.9B
$10.4M 0.02%
57,227
+1,841
+3% +$365K
PLCE icon
727
Children's Place
PLCE
$53.6M
$10.4M 0.02%
180,251
+45,447
+34% +$2.73M
CDK
728
DELISTED
CDK Global, Inc.
CDK
$10.3M 0.02%
216,554
-8,152
-4% -$414K
ANF icon
729
Abercrombie & Fitch
ANF
$4.17B
$10.3M 0.02%
488,250
+53,836
+12% +$1.09M
TW
730
DELISTED
TOWERS WATSON & CO COM STK CL A (DE)
TW
$10.3M 0.02%
87,786
-8,657
-9% -$1.07M
PHM icon
731
Pultegroup
PHM
$24.5B
$10.3M 0.02%
545,914
+24,954
+5% +$508K
IART icon
732
Integra LifeSciences
IART
$1.54B
$10.3M 0.02%
345,676
+22,047
+7% +$689K
FLEX icon
733
Flex
FLEX
$43.4B
$10.3M 0.02%
1,291,267
+125,906
+11% +$1.02M
ADSK icon
734
Autodesk
ADSK
$44.3B
$10.2M 0.02%
232,152
-128,214
-36% -$6.43M
CCK icon
735
Crown Holdings
CCK
$12.8B
$10.2M 0.02%
223,495
+12,266
+6% +$621K
TFX icon
736
Teleflex
TFX
$5.85B
$10.2M 0.02%
82,140
+13,098
+19% +$1.75M
RVTY icon
737
Revvity
RVTY
$12.3B
$10.2M 0.02%
221,758
+11,433
+5% +$568K
ITC
738
DELISTED
ITC HOLDINGS CORP
ITC
$10.2M 0.02%
305,565
-9,812
-3% -$327K
DNB
739
DELISTED
Dun & Bradstreet
DNB
$10.2M 0.02%
96,904
-10,213
-10% -$1.17M
PENN icon
740
PENN Entertainment
PENN
$2.74B
$10.2M 0.02%
605,580
+171,458
+39% +$3.13M
UGI icon
741
UGI
UGI
$8B
$10.2M 0.02%
291,817
+3,680
+1% +$128K
CIT
742
DELISTED
CIT Group Inc.
CIT
$10.1M 0.02%
253,506
+27,442
+12% +$1.23M
BSAC icon
743
Banco Santander Chile
BSAC
$15.8B
$10.1M 0.02%
555,662
-112,142
-17% -$2.19M
URI icon
744
United Rentals
URI
$71.1B
$10.1M 0.02%
167,810
-15,486
-8% -$1.07M
PCEF icon
745
Invesco CEF Income Composite ETF
PCEF
$812M
$10M 0.02%
+478,050
New +$10.6M
PCL
746
DELISTED
PLUM CREEK TIMBER CO (REIT)
PCL
$10M 0.02%
253,710
-74,752
-23% -$3M
FLG
747
Flagstar Bank National Association
FLG
$5.77B
$10M 0.02%
184,958
+27,287
+17% +$1.48M
RELX icon
748
RELX
RELX
$60.1B
$9.99M 0.02%
574,397
+4,873
+0.9% +$81.4K
GXP
749
DELISTED
Great Plains Energy Incorporated
GXP
$9.95M 0.02%
368,385
+38,488
+12% +$984K
LSTR icon
750
Landstar System
LSTR
$6.8B
$9.95M 0.02%
156,785
+52,174
+50% +$3.56M
28 29
30
31 32

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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.