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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
DLB icon
1251
Dolby
DLB
$4.85B
$4.28M 0.01%
131,126
-1,732
-1% -$59.1K
NOW icon
1252
ServiceNow
NOW
$109B
$4.27M 0.01%
307,535
-36,620
-11% -$547K
AXE
1253
DELISTED
Anixter International Inc
AXE
$4.25M 0.01%
73,544
+7,559
+11% +$473K
SINA
1254
DELISTED
Sina Corp
SINA
$4.25M 0.01%
105,834
+2,500
+2% +$101K
HLT icon
1255
Hilton Worldwide
HLT
$75.3B
$4.25M 0.01%
61,679
-23,747
-28% -$1.84M
BWXT icon
1256
BWX Technologies
BWXT
$16.2B
$4.24M 0.01%
160,929
-30,580
-16% -$780K
MDAS
1257
DELISTED
MEDASSETS INC COM STK (DE)
MDAS
$4.24M 0.01%
211,302
+22,471
+12% +$479K
CCMP
1258
DELISTED
CMC Materials, Inc. Common Stock
CCMP
$4.23M 0.01%
109,292
+12,163
+13% +$531K
HAIN icon
1259
Hain Celestial
HAIN
$46M
$4.23M 0.01%
81,997
-2,392
-3% -$151K
POOL icon
1260
Pool Corp
POOL
$6.73B
$4.23M 0.01%
58,515
-12,483
-18% -$881K
AOS icon
1261
A.O. Smith
AOS
$8.61B
$4.23M 0.01%
129,686
+2,682
+2% +$91.7K
DBD
1262
DELISTED
Diebold Nixdorf Incorporated
DBD
$4.23M 0.01%
141,983
-22,510
-14% -$732K
MGLN
1263
DELISTED
Magellan Health Services, Inc.
MGLN
$4.23M 0.01%
76,242
+18,467
+32% +$1.12M
SWN
1264
DELISTED
Southwestern Energy Company
SWN
$4.22M 0.01%
332,955
-77,698
-19% -$1.35M
NEU icon
1265
NewMarket
NEU
$7.13B
$4.22M 0.01%
11,809
+261
+2% +$106K
ARMK icon
1266
Aramark
ARMK
$15.2B
$4.21M 0.01%
196,825
+48,251
+32% +$1.1M
CVI icon
1267
CVR Energy
CVI
$3.43B
$4.21M 0.01%
102,477
+26,573
+35% +$1.05M
NIE
1268
Virtus Equity & Convertible Income Fund
NIE
$715M
$4.21M 0.01%
244,729
+41,074
+20% +$762K
MGEE icon
1269
MGE Energy Inc
MGEE
$3.08B
$4.21M 0.01%
102,110
-1,655
-2% -$65.4K
GNC
1270
DELISTED
GNC Holdings, Inc.
GNC
$4.2M 0.01%
103,976
+12,208
+13% +$557K
PIR
1271
DELISTED
Pier 1 Imports, Inc.
PIR
$4.2M 0.01%
30,447
+8,179
+37% +$1.79M
CBRL icon
1272
Cracker Barrel
CBRL
$1.17B
$4.2M 0.01%
28,509
+1,083
+4% +$162K
VC icon
1273
Visteon
VC
$2.82B
$4.2M 0.01%
41,474
-4,047
-9% -$407K
HURN icon
1274
Huron Consulting
HURN
$1.89B
$4.18M 0.01%
66,902
-4,884
-7% -$350K
AGC
1275
DELISTED
Advent Claymore Conv Sec & Incme
AGC
$4.18M 0.01%
774,144
+40,771
+6% +$245K
49 50
51
52 53

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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.