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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
TEO icon
651
Telecom Argentina
TEO
$5.89B
$12.6M 0.02%
863,120
+16,084
+2% +$264K
MXIM
652
DELISTED
Maxim Integrated Products
MXIM
$12.5M 0.02%
374,499
+31,724
+9% +$1.05M
EXPD icon
653
Expeditors International
EXPD
$22.9B
$12.5M 0.02%
265,648
+10,660
+4% +$504K
HAR
654
DELISTED
Harman International Industries
HAR
$12.5M 0.02%
130,021
-24,328
-16% -$2.55M
DNY
655
DELISTED
DONNELLEY R R & SONS CO
DNY
$12.4M 0.02%
853,155
-57,783
-6% -$841K
SPXX icon
656
Nuveen S&P 500 Dynamic Overwrite Fund
SPXX
$331M
$12.4M 0.02%
982,447
+338,180
+52% +$4.61M
INCY icon
657
Incyte
INCY
$23.5B
$12.4M 0.02%
112,518
+13,248
+13% +$1.49M
WPP icon
658
WPP
WPP
$4.04B
$12.4M 0.02%
119,298
+5,134
+4% +$561K
LUX
659
DELISTED
Luxottica Group
LUX
$12.4M 0.02%
178,967
+2,113
+1% +$146K
MUR icon
660
Murphy Oil
MUR
$5.58B
$12.4M 0.02%
511,682
+103,695
+25% +$3.31M
BX icon
661
Blackstone
BX
$104B
$12.4M 0.02%
398,356
+337,682
+557% +$12.2M
FICO icon
662
Fair Isaac
FICO
$28.7B
$12.4M 0.02%
146,255
+7,181
+5% +$633K
PANW icon
663
Palo Alto Networks
PANW
$264B
$12.3M 0.02%
429,624
-5,706
-1% -$168K
VRSK icon
664
Verisk Analytics
VRSK
$26.4B
$12.3M 0.02%
166,380
+10,241
+7% +$764K
JBL icon
665
Jabil
JBL
$32.8B
$12.3M 0.02%
549,349
+5,029
+0.9% +$99.9K
FXI icon
666
iShares China Large-Cap ETF
FXI
$4.31B
$12.3M 0.02%
345,383
-71,915
-17% -$2.8M
SKX
667
DELISTED
Skechers
SKX
$12.2M 0.02%
274,056
-47,466
-15% -$2.16M
IGD
668
Voya Global Equity Dividend and Premium Opportunity Fund
IGD
$503M
$12.2M 0.02%
1,760,505
+301,183
+21% +$2.29M
AYI icon
669
Acuity Brands
AYI
$9.88B
$12.2M 0.02%
69,353
-1,310
-2% -$255K
NTES icon
670
NetEase
NTES
$76.5B
$12.1M 0.02%
503,580
-5,845
-1% -$151K
MAA icon
671
Mid-America Apartment Communities
MAA
$15.6B
$12.1M 0.02%
147,527
+4,384
+3% +$346K
MANH icon
672
Manhattan Associates
MANH
$8.97B
$12M 0.02%
193,388
-7,622
-4% -$475K
AWK icon
673
American Water Works
AWK
$26.3B
$12M 0.02%
218,270
-3,608
-2% -$189K
CLR
674
DELISTED
CONTINENTAL RESOURCES INC.
CLR
$12M 0.02%
412,845
+272,325
+194% +$8.86M
ASH icon
675
Ashland
ASH
$3.04B
$11.9M 0.02%
242,371
+12,057
+5% +$655K
25 26
27
28 29

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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.