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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
AGNC icon
626
AGNC Investment
AGNC
$12.3B
$13.4M 0.03%
718,636
+159,868
+29% +$3.07M
WAT icon
627
Waters Corp
WAT
$36.8B
$13.4M 0.03%
113,520
-2,499
-2% -$316K
VEON icon
628
VEON
VEON
$3.53B
$13.4M 0.03%
129,870
-141
-0.1% -$17.6K
HOLX
629
DELISTED
Hologic
HOLX
$13.3M 0.03%
340,697
+51,188
+18% +$2.03M
ADT
630
DELISTED
ADT Corp
ADT
$13.2M 0.03%
441,332
+6,807
+2% +$221K
PACW
631
DELISTED
PacWest Bancorp
PACW
$13.2M 0.03%
308,210
+33,226
+12% +$1.49M
TMUS icon
632
T-Mobile US
TMUS
$193B
$13.2M 0.03%
330,843
+48,687
+17% +$1.94M
TSCO icon
633
Tractor Supply
TSCO
$16.3B
$13.2M 0.03%
780,060
-13,070
-2% -$233K
DRI icon
634
Darden Restaurants
DRI
$22.5B
$13.1M 0.03%
213,695
+8,036
+4% +$510K
SAN icon
635
Banco Santander
SAN
$194B
$13M 0.03%
2,602,088
-334,689
-11% -$2.03M
DXCM icon
636
DexCom
DXCM
$27.6B
$13M 0.03%
603,768
+12,548
+2% +$280K
JKHY icon
637
Jack Henry & Associates
JKHY
$10.7B
$12.9M 0.03%
185,969
+30,974
+20% +$2.13M
ORAN
638
DELISTED
Orange
ORAN
$12.9M 0.03%
855,270
+75,096
+10% +$1.2M
PPLI
639
People Inc
PPLI
$3.1B
$12.8M 0.03%
1,100,729
+183,446
+20% +$2.44M
PNR icon
640
Pentair
PNR
$10.2B
$12.8M 0.03%
373,344
-76,045
-17% -$2.99M
CTRA
641
DELISTED
Coterra Energy
CTRA
$12.8M 0.02%
585,298
-16,595
-3% -$425K
AVK
642
Advent Convertible and Income Fund
AVK
$544M
$12.8M 0.02%
994,428
+69,037
+7% +$1.02M
CNQ icon
643
Canadian Natural Resources
CNQ
$96.9B
$12.7M 0.02%
1,355,553
+1,053,101
+348% +$11.6M
CPAY icon
644
Corpay
CPAY
$24.2B
$12.7M 0.02%
92,593
+43,074
+87% +$6.61M
NIO
645
DELISTED
NUVEEN MUNICIPAL OPPORTUNITY FUND INC
NIO
$12.7M 0.02%
902,927
-132,956
-13% -$1.85M
BIO icon
646
Bio-Rad Laboratories Class A
BIO
$8.42B
$12.7M 0.02%
94,448
+5,918
+7% +$852K
EWY icon
647
iShares MSCI South Korea ETF
EWY
$21.7B
$12.7M 0.02%
259,645
-11,806
-4% -$589K
NE
648
DELISTED
Noble Corporation
NE
$12.7M 0.02%
1,160,267
+561,496
+94% +$7.07M
LPNT
649
DELISTED
LifePoint Health, Inc.
LPNT
$12.6M 0.02%
177,474
+5,712
+3% +$463K
ARMH
650
DELISTED
ARM HOLDINGS PLC ADS
ARMH
$12.6M 0.02%
290,681
+6,086
+2% +$272K
24 25
26
27 28

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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.