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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
OKS
576
DELISTED
Oneok Partners LP
OKS
$15.5M 0.03%
530,780
+18,566
+4% +$600K
RHT
577
DELISTED
Red Hat Inc
RHT
$15.5M 0.03%
215,634
+5,021
+2% +$378K
NI icon
578
NiSource
NI
$22.4B
$15.4M 0.03%
832,848
-1,192,397
-59% -$20.4M
ARW icon
579
Arrow Electronics
ARW
$10.9B
$15.3M 0.03%
276,321
+14,938
+6% +$829K
NGLS
580
DELISTED
TARGA RESOURCES PARTNERS LP COM UTS REPTG LTD PARTERSHIP INT
NGLS
$15.3M 0.03%
525,906
+268,026
+104% +$9.04M
MAC icon
581
Macerich
MAC
$7.32B
$15.2M 0.03%
198,389
-8,530
-4% -$660K
EMD
582
Western Asset Emerging Markets Debt Fund
EMD
$609M
$15.2M 0.03%
1,137,568
+4,212
+0.4% +$59.8K
BOE icon
583
BlackRock Enhanced Global Dividend Trust
BOE
$662M
$15.1M 0.03%
1,245,660
+30,841
+3% +$406K
HRB icon
584
H&R Block
HRB
$5.18B
$15M 0.03%
413,933
+669
+0.2% +$22.7K
CSL icon
585
Carlisle Companies
CSL
$13.6B
$15M 0.03%
171,429
+7,989
+5% +$799K
CHTR icon
586
Charter Communications
CHTR
$14.7B
$14.9M 0.03%
84,520
+16,187
+24% +$2.95M
TDG icon
587
TransDigm Group
TDG
$69.2B
$14.9M 0.03%
69,930
+19,172
+38% +$4.39M
NBL
588
DELISTED
Noble Energy, Inc.
NBL
$14.8M 0.03%
489,783
-157,868
-24% -$5.43M
MFG icon
589
Mizuho Financial
MFG
$129B
$14.7M 0.03%
3,964,951
+458,858
+13% +$1.88M
OSK icon
590
Oshkosh
OSK
$9.67B
$14.7M 0.03%
404,501
+125,022
+45% +$4.88M
XLNX
591
DELISTED
Xilinx Inc
XLNX
$14.6M 0.03%
345,489
+15,298
+5% +$644K
ETY icon
592
Eaton Vance Tax-Managed Diversified Equity Income Fund
ETY
$2.27B
$14.6M 0.03%
1,421,733
-95,114
-6% -$1.06M
BIG
593
DELISTED
Big Lots, Inc.
BIG
$14.6M 0.03%
304,637
+64,428
+27% +$2.87M
TIF
594
DELISTED
Tiffany & Co.
TIF
$14.5M 0.03%
188,178
-30,929
-14% -$2.71M
MAN icon
595
ManpowerGroup
MAN
$2.39B
$14.5M 0.03%
176,837
+1,409
+0.8% +$126K
GGP
596
DELISTED
GGP Inc.
GGP
$14.5M 0.03%
557,337
+10,006
+2% +$263K
PMO
597
Franklin Municipal Opportunities Trust
PMO
$282M
$14.3M 0.03%
1,198,213
+20,258
+2% +$239K
WTM icon
598
White Mountains Insurance
WTM
$5.47B
$14.3M 0.03%
19,146
+1,543
+9% +$1.11M
EMBJ
599
Embraer S.A. ADS
EMBJ
$11.6B
$14.2M 0.03%
556,903
+6,053
+1% +$165K
JBLU icon
600
JetBlue
JBLU
$1.96B
$14.2M 0.03%
551,821
+6,411
+1% +$151K
22 23
24
25 26

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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.