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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
BLK icon
226
Blackrock
BLK
$164B
$47.8M 0.09%
160,687
-14,485
-8% -$4.67M
STZ icon
227
Constellation Brands
STZ
$22.2B
$47.3M 0.09%
377,977
+123,884
+49% +$15.3M
LEA icon
228
Lear
LEA
$7.19B
$47.1M 0.09%
432,923
-28,808
-6% -$3M
AMAT icon
229
Applied Materials
AMAT
$426B
$47M 0.09%
3,200,269
+291,903
+10% +$4.88M
IP icon
230
International Paper
IP
$22.3B
$46.9M 0.09%
1,310,627
+489,753
+60% +$20.8M
MMP
231
DELISTED
Magellan Midstream Partners, L.P.
MMP
$46.7M 0.09%
776,696
-31,841
-4% -$2.17M
CSX icon
232
CSX Corp
CSX
$98.6B
$46.3M 0.09%
5,165,295
-311,949
-6% -$3.06M
AON icon
233
Aon
AON
$77.3B
$46.1M 0.09%
520,145
-4,991
-1% -$483K
GLW icon
234
Corning
GLW
$126B
$46M 0.09%
2,689,322
+135,611
+5% +$2.44M
GPC icon
235
Genuine Parts
GPC
$17.1B
$45.8M 0.09%
552,563
+157,845
+40% +$13.6M
ETP
236
DELISTED
Energy Transfer Partners L.p.
ETP
$45.7M 0.09%
1,113,474
-296,665
-21% -$14.4M
HSBC icon
237
HSBC
HSBC
$355B
$45.3M 0.09%
1,343,281
+93,690
+7% +$3.5M
TFC icon
238
Truist Financial
TFC
$63.2B
$44.9M 0.09%
1,262,086
+32,731
+3% +$1.26M
EMN icon
239
Eastman Chemical
EMN
$7.8B
$44.9M 0.09%
693,551
+369,950
+114% +$27.3M
ISRG icon
240
Intuitive Surgical
ISRG
$121B
$44.6M 0.09%
873,702
+6,102
+0.7% +$346K
FIS icon
241
Fidelity National Information Services
FIS
$21.5B
$44.6M 0.09%
664,727
+70,876
+12% +$4.72M
PSA icon
242
Public Storage
PSA
$60.2B
$44.6M 0.09%
210,684
-23,569
-10% -$4.8M
TROW icon
243
T. Rowe Price
TROW
$25B
$44.5M 0.09%
639,917
+232,685
+57% +$17.2M
NSC icon
244
Norfolk Southern
NSC
$78.8B
$44.4M 0.09%
580,633
+40,604
+8% +$3.3M
KEY icon
245
KeyCorp
KEY
$24.3B
$44.2M 0.09%
3,395,639
+70,250
+2% +$997K
CMI icon
246
Cummins
CMI
$91.7B
$44.1M 0.09%
406,606
+75,981
+23% +$9.38M
EXC icon
247
Exelon
EXC
$48.6B
$44.1M 0.09%
2,083,627
-308,816
-13% -$6.94M
VGK icon
248
Vanguard FTSE Europe ETF
VGK
$30B
$44.1M 0.09%
+897,410
New +$47.5M
VEA icon
249
Vanguard FTSE Developed Markets ETF
VEA
$226B
$43.9M 0.09%
1,230,424
+893,469
+265% +$34.3M
MCHP icon
250
Microchip Technology
MCHP
$42.8B
$43.8M 0.09%
2,033,314
+1,164,058
+134% +$25.1M
8 9
10
11 12

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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.