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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
FBIN icon
826
Fortune Brands Innovations
FBIN
$6.12B
$8.38M 0.02%
206,458
-2,499
-1% -$103K
ZION icon
827
Zions Bancorporation
ZION
$10.1B
$8.35M 0.02%
303,048
-15,117
-5% -$448K
STLD icon
828
Steel Dynamics
STLD
$35.6B
$8.24M 0.02%
479,946
+127,856
+36% +$2.48M
MD icon
829
Pediatrix Medical
MD
$2.16B
$8.23M 0.02%
107,181
-9,867
-8% -$796K
COTY icon
830
Coty
COTY
$2.33B
$8.21M 0.02%
303,203
+14,206
+5% +$404K
SON icon
831
Sonoco
SON
$5.76B
$8.19M 0.02%
217,014
+58,382
+37% +$2.37M
HRC
832
DELISTED
HILL-ROM HOLDINGS, INC.
HRC
$8.18M 0.02%
157,241
+9,784
+7% +$529K
EPC icon
833
Edgewell Personal Care
EPC
$1.27B
$8.17M 0.02%
+100,169
New +$9.06M
FRT icon
834
Federal Realty Investment Trust
FRT
$10.9B
$8.17M 0.02%
59,881
+382
+0.6% +$51K
RYAAY icon
835
Ryanair
RYAAY
$29.5B
$8.09M 0.02%
251,735
+7,983
+3% +$247K
EME icon
836
Emcor
EME
$33.1B
$8.07M 0.02%
182,296
+17,197
+10% +$802K
FNFG
837
DELISTED
FIRST NIAGARA FINANCIAL GROUP INC
FNFG
$8.05M 0.02%
788,708
+140,980
+22% +$1.34M
ACHC icon
838
Acadia Healthcare
ACHC
$3.17B
$8.01M 0.02%
120,882
-7,564
-6% -$582K
TYL icon
839
Tyler Technologies
TYL
$12.2B
$8M 0.02%
53,599
+3,573
+7% +$502K
MR
840
DELISTED
MINDRAY MED INTL LTD SPONSORED ADR REPSTG CL A
MR
$7.98M 0.02%
364,786
-10,972
-3% -$280K
NAVI icon
841
Navient
NAVI
$774M
$7.96M 0.02%
708,180
-81,740
-10% -$1.2M
CLGX
842
DELISTED
Corelogic, Inc.
CLGX
$7.89M 0.02%
211,870
+81,541
+63% +$3.16M
FMS icon
843
Fresenius Medical Care
FMS
$13.2B
$7.88M 0.02%
201,878
-8,257
-4% -$336K
FSLR icon
844
First Solar
FSLR
$21.8B
$7.86M 0.02%
183,785
+14,706
+9% +$680K
KRC icon
845
Kilroy Realty
KRC
$4.58B
$7.85M 0.02%
120,477
-435
-0.4% -$29.8K
EAT icon
846
Brinker International
EAT
$8.02B
$7.83M 0.02%
148,644
-6,670
-4% -$371K
SLM icon
847
SLM Corp
SLM
$4.57B
$7.82M 0.02%
1,056,932
+88,072
+9% +$776K
CMP icon
848
Compass Minerals
CMP
$1.24B
$7.82M 0.02%
99,761
+55,902
+127% +$4.59M
ATO icon
849
Atmos Energy
ATO
$29.9B
$7.81M 0.02%
134,275
+21,984
+20% +$1.21M
PMM
850
Franklin Managed Municipal Income Trust
PMM
$275M
$7.81M 0.02%
1,092,326
+31,946
+3% +$227K
32 33
34
35 36

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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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ACI
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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.