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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
WPP
2551
DELISTED
WAUSAU PAPER CORP.
WPP
$691K ﹤0.01%
107,964
-11,556
-10% -$93.7K
TU icon
2552
Telus
TU
$16.7B
$690K ﹤0.01%
43,740
+4,604
+12% +$76.6K
ACWI icon
2553
iShares MSCI ACWI ETF
ACWI
$32.5B
$689K ﹤0.01%
12,765
-5,343
-30% -$307K
IPI icon
2554
Intrepid Potash
IPI
$474M
$687K ﹤0.01%
12,395
+395
+3% +$32.9K
WHG icon
2555
Westwood Holdings Group
WHG
$187M
$686K ﹤0.01%
12,618
+7
+0.1% +$400
AGIO icon
2556
Agios Pharmaceuticals
AGIO
$2.14B
$685K ﹤0.01%
9,703
+6,213
+178% +$607K
CSV icon
2557
Carriage Services
CSV
$648M
$685K ﹤0.01%
31,713
-748
-2% -$17.1K
PFF icon
2558
iShares Preferred and Income Securities ETF
PFF
$13.2B
$685K ﹤0.01%
17,745
-86,877
-83% -$3.4M
POWL icon
2559
Powell Industries
POWL
$7.32B
$685K ﹤0.01%
68,301
+17,724
+35% +$175K
TRK
2560
DELISTED
Speedway Motorsports, Inc.
TRK
$685K ﹤0.01%
37,962
+1,340
+4% +$27.2K
ORA icon
2561
Ormat Technologies
ORA
$6.05B
$683K ﹤0.01%
20,060
+1,842
+10% +$68.1K
SEAC
2562
DELISTED
Seachange International Inc
SEAC
$683K ﹤0.01%
5,424
+661
+14% +$86.3K
CRAY
2563
DELISTED
Cray, Inc.
CRAY
$682K ﹤0.01%
34,403
-10,044
-23% -$233K
PCRX icon
2564
Pacira BioSciences
PCRX
$1.05B
$680K ﹤0.01%
16,556
-241
-1% -$14.8K
CTWS
2565
DELISTED
Connecticut Water Service Inc
CTWS
$680K ﹤0.01%
18,614
+4,821
+35% +$168K
CAE icon
2566
CAE Inc. Common Shares
CAE
$8.48B
$679K ﹤0.01%
63,892
+11,879
+23% +$131K
WT icon
2567
WisdomTree
WT
$2.97B
$677K ﹤0.01%
41,978
+10,838
+35% +$228K
ELRC
2568
DELISTED
ELECTRO RENT CORP
ELRC
$677K ﹤0.01%
65,195
+245
+0.4% +$2.56K
CBD
2569
DELISTED
Companhia Brasileira de Distribuicao
CBD
$675K ﹤0.01%
53,866
+18,659
+53% +$349K
FLY
2570
DELISTED
Fly Leasing Limited
FLY
$673K ﹤0.01%
51,009
+10,332
+25% +$146K
WSBF icon
2571
Waterstone Financial
WSBF
$372M
$671K ﹤0.01%
49,788
-222
-0.4% -$2.9K
WLB
2572
DELISTED
Westmoreland Coal Company
WLB
$670K ﹤0.01%
47,568
+2,539
+6% +$37.4K
HOFT icon
2573
Hooker Furnishings Corp
HOFT
$150M
$666K ﹤0.01%
28,272
+3,771
+15% +$93.3K
PBYI icon
2574
Puma Biotechnology
PBYI
$406M
$665K ﹤0.01%
8,826
+4,424
+100% +$418K
HTLF
2575
DELISTED
Heartland Financial USA, Inc.
HTLF
$665K ﹤0.01%
18,328
+43
+0.2% +$1.58K
101 102
103
104 105

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MCM
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PSUF
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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.