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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
IDXX icon
526
Idexx Laboratories
IDXX
$42.9B
$17.5M 0.03%
235,503
+7,008
+3% +$502K
AGCO icon
527
AGCO
AGCO
$8.78B
$17.5M 0.03%
374,578
+42,857
+13% +$2.19M
MAS icon
528
Masco
MAS
$16B
$17.4M 0.03%
692,874
+86,696
+14% +$2.22M
ENDP
529
DELISTED
Endo International plc
ENDP
$17.4M 0.03%
250,638
+113,538
+83% +$9.09M
WBK
530
DELISTED
Westpac Banking Corporation
WBK
$17.3M 0.03%
822,441
+67,110
+9% +$1.57M
DINO icon
531
HF Sinclair
DINO
$15.9B
$17.3M 0.03%
354,080
+51,201
+17% +$2.44M
KMX icon
532
CarMax
KMX
$8.27B
$17.3M 0.03%
291,293
+37,121
+15% +$2.33M
SEE
533
DELISTED
Sealed Air
SEE
$17.2M 0.03%
367,565
+6,383
+2% +$330K
HBI
534
DELISTED
Hanesbrands
HBI
$17.2M 0.03%
595,139
+79,739
+15% +$2.47M
PNW icon
535
Pinnacle West Capital
PNW
$12.9B
$17.2M 0.03%
267,904
+19,957
+8% +$1.22M
SCG
536
DELISTED
Scana
SCG
$17M 0.03%
301,686
+78,678
+35% +$4.22M
IWV icon
537
iShares Russell 3000 ETF
IWV
$19.5B
$17M 0.03%
+148,908
New +$18M
MAT icon
538
Mattel
MAT
$4.17B
$17M 0.03%
804,925
+176,316
+28% +$4.13M
EEP
539
DELISTED
Enbridge Energy Partners
EEP
$16.9M 0.03%
682,002
-66,203
-9% -$1.9M
CHK
540
DELISTED
Chesapeake Energy Corporation
CHK
$16.8M 0.03%
11,485
+6,265
+120% +$10.6M
BWA icon
541
BorgWarner
BWA
$13.2B
$16.8M 0.03%
459,085
-21,813
-5% -$907K
SNPS icon
542
Synopsys
SNPS
$71.5B
$16.6M 0.03%
360,281
+12,479
+4% +$613K
ACG
543
DELISTED
AllianceBernstein Income Fund Inc
ACG
$16.6M 0.03%
2,115,141
-1,249,660
-37% -$9.68M
HOG icon
544
Harley-Davidson
HOG
$2.68B
$16.5M 0.03%
301,178
-84,866
-22% -$4.79M
NPM
545
DELISTED
NUVEEN PREMIUM INCM MUNI FD II
NPM
$16.5M 0.03%
1,209,131
-5,980
-0.5% -$80.4K
AFG icon
546
American Financial Group
AFG
$11.9B
$16.5M 0.03%
238,764
+60,358
+34% +$4.17M
BTZ icon
547
BlackRock Credit Allocation Income Trust
BTZ
$927M
$16.4M 0.03%
1,345,019
-101,754
-7% -$1.26M
VAR
548
DELISTED
Varian Medical Systems, Inc.
VAR
$16.4M 0.03%
252,905
+4,340
+2% +$317K
AIV
549
Aimco
AIV
$380M
$16.3M 0.03%
3,308,234
-347,309
-10% -$1.76M
CNP icon
550
CenterPoint Energy
CNP
$29.1B
$16.3M 0.03%
901,173
+166,280
+23% +$3.11M
20 21
22
23 24

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AF
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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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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.