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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
ERC
751
Allspring Multi-Sector Income Fund
ERC
$255M
$9.94M 0.02%
876,141
+15,578
+2% +$189K
OVTI
752
DELISTED
OMNIVISION TECHNOLOGIES INC
OVTI
$9.92M 0.02%
377,638
+162,011
+75% +$4.03M
GNTX icon
753
Gentex
GNTX
$4.88B
$9.9M 0.02%
638,449
+53,622
+9% +$852K
PII icon
754
Polaris
PII
$4.15B
$9.82M 0.02%
81,934
+15,397
+23% +$2.09M
KKR icon
755
KKR & Co
KKR
$89.2B
$9.79M 0.02%
583,607
+451,030
+340% +$9.58M
BLKB icon
756
Blackbaud
BLKB
$1.5B
$9.78M 0.02%
174,288
-20,443
-10% -$1.2M
WBC
757
DELISTED
WABCO HOLDINGS INC.
WBC
$9.73M 0.02%
92,838
+21,517
+30% +$2.52M
LXK
758
DELISTED
Lexmark Intl Inc
LXK
$9.72M 0.02%
335,555
+4,095
+1% +$138K
GRMN
759
Garmin
GRMN
$46.9B
$9.71M 0.02%
270,548
+44,984
+20% +$1.79M
EVV
760
Eaton Vance Limited Duration Income Fund
EVV
$1.06B
$9.67M 0.02%
762,470
-62,021
-8% -$826K
STLA icon
761
Stellantis
STLA
$16.5B
$9.65M 0.02%
1,119,889
-107,975
-9% -$1.03M
TFSL icon
762
TFS Financial
TFSL
$5.1B
$9.62M 0.02%
557,941
+191,376
+52% +$3.24M
ERIC icon
763
Ericsson
ERIC
$30.7B
$9.62M 0.02%
983,945
+149,171
+18% +$1.51M
CEO
764
DELISTED
CNOOC Limited
CEO
$9.58M 0.02%
92,905
+13,188
+17% +$1.58M
FSL
765
DELISTED
FREESCALE SEMICONDUCTOR LTD
FSL
$9.57M 0.02%
261,766
-18,443
-7% -$690K
LVNTA
766
DELISTED
Liberty Interactive Corporation Series A Liberty Ventures
LVNTA
$9.57M 0.02%
237,127
-3,719
-2% -$150K
SVC
767
Service Properties Trust
SVC
$1.1B
$9.56M 0.02%
75,236
+10,342
+16% +$1.4M
PDCO
768
DELISTED
Patterson Companies, Inc.
PDCO
$9.51M 0.02%
219,804
+318
+0.1% +$15.2K
FLR icon
769
Fluor
FLR
$7.29B
$9.47M 0.02%
223,684
-71,826
-24% -$3.37M
FHN icon
770
First Horizon
FHN
$12.1B
$9.44M 0.02%
665,953
+65,138
+11% +$985K
VTRS icon
771
Viatris
VTRS
$20.1B
$9.42M 0.02%
234,088
-242,307
-51% -$13.5M
KT icon
772
KT
KT
$8.84B
$9.33M 0.02%
714,107
+107,819
+18% +$1.35M
ESV
773
DELISTED
Ensco Rowan plc
ESV
$9.33M 0.02%
165,638
+95,376
+136% +$6.57M
THG icon
774
Hanover Insurance
THG
$7.63B
$9.31M 0.02%
119,827
-17,603
-13% -$1.39M
E icon
775
ENI
E
$76B
$9.29M 0.02%
296,107
+5,836
+2% +$195K
29 30
31
32 33

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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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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.