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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
AWH
851
DELISTED
Allied World Assurance Co Hld Lt
AWH
$7.8M 0.02%
204,246
-115,110
-36% -$4.77M
HCF
852
DELISTED
NEXPOINT CREDIT STRATEGIES FUND
HCF
$7.79M 0.02%
1,361,222
-66,472
-5% -$380K
VAL
853
DELISTED
Valspar
VAL
$7.76M 0.02%
107,979
+3,483
+3% +$273K
TEN
854
Tsakos Energy Navigation Ltd
TEN
$1.19B
$7.75M 0.02%
190,724
-6,137
-3% -$264K
SCI icon
855
Service Corp International
SCI
$11.4B
$7.75M 0.02%
285,863
-11,998
-4% -$354K
SBNY
856
DELISTED
Signature Bank
SBNY
$7.74M 0.02%
56,298
+6,313
+13% +$892K
AN icon
857
AutoNation
AN
$6.97B
$7.73M 0.02%
132,939
+7,588
+6% +$462K
CPN
858
DELISTED
Calpine Corporation
CPN
$7.73M 0.02%
529,612
-7,074
-1% -$116K
ARE icon
859
Alexandria Real Estate Equities
ARE
$8.88B
$7.72M 0.02%
91,232
+1,263
+1% +$114K
PBR icon
860
Petrobras
PBR
$121B
$7.72M 0.02%
1,775,825
-241,845
-12% -$1.48M
PKG icon
861
Packaging Corp of America
PKG
$22.7B
$7.72M 0.02%
128,282
-53,363
-29% -$3.56M
HDS
862
DELISTED
HD Supply Holdings, Inc.
HDS
$7.71M 0.02%
269,456
+16,437
+6% +$551K
AHL
863
DELISTED
ASPEN Insurance Holding Limited
AHL
$7.7M 0.02%
165,590
+102,684
+163% +$4.88M
ATR icon
864
AptarGroup
ATR
$8.45B
$7.65M 0.01%
116,041
+12,423
+12% +$824K
BND icon
865
Vanguard Total Bond Market
BND
$157B
$7.65M 0.01%
93,420
-2,984
-3% -$243K
DY icon
866
Dycom Industries
DY
$12.9B
$7.65M 0.01%
105,688
-4,189
-4% -$290K
ULTA icon
867
Ulta Beauty
ULTA
$20.4B
$7.64M 0.01%
46,800
-1,383
-3% -$228K
SPB icon
868
Spectrum Brands
SPB
$2.04B
$7.62M 0.01%
83,311
-894
-1% -$88.9K
CDW icon
869
CDW
CDW
$17.1B
$7.61M 0.01%
186,270
+107,925
+138% +$4.09M
EXPR
870
DELISTED
Express, Inc.
EXPR
$7.61M 0.01%
21,284
+5,690
+36% +$2.14M
NOK icon
871
Nokia
NOK
$50.8B
$7.59M 0.01%
1,119,874
+84,235
+8% +$554K
AVA icon
872
Avista
AVA
$3.47B
$7.56M 0.01%
227,397
+32,972
+17% +$1.05M
BEAV
873
DELISTED
B/E Aerospace Inc
BEAV
$7.54M 0.01%
171,803
-14,984
-8% -$747K
ISIL
874
DELISTED
Intersil Corp
ISIL
$7.53M 0.01%
643,937
+87,383
+16% +$974K
LVS icon
875
Las Vegas Sands
LVS
$30.5B
$7.51M 0.01%
197,829
-45,413
-19% -$2.29M
33 34
35
36 37

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NIPH
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AF
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MCM
Melvin Capital Management New York $9.86B AUM 16.31% 1-Year Est. Return
PSUF
People's United Financial Bridgeport, Connecticut $3.51B AUM 12.24% 1-Year Est. Return
IA
IndexIQ Advisors New York $2.82B AUM 12.48% 1-Year Est. Return
SCC
Spring Creek Capital Wichita, Kansas $2.53B AUM 19.59% 1-Year Est. Return
BAM
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ACI
AMP Capital Investors Sydney, Australia $2.37B AUM 23.59% 1-Year Est. Return

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.