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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
CASY icon
876
Casey's General Stores
CASY
$31.6B
$7.5M 0.01%
72,888
-1,362
-2% -$141K
CIEN icon
877
Ciena
CIEN
$51.9B
$7.49M 0.01%
361,622
+15,286
+4% +$355K
IDA icon
878
Idacorp
IDA
$8.17B
$7.48M 0.01%
115,602
+12,735
+12% +$768K
NWE icon
879
NorthWestern Energy
NWE
$4.43B
$7.45M 0.01%
138,331
+13,562
+11% +$707K
VGR
880
DELISTED
Vector Group Ltd.
VGR
$7.43M 0.01%
563,592
+49,678
+10% +$671K
N
881
DELISTED
Netsuite Inc
N
$7.43M 0.01%
88,570
-9,393
-10% -$863K
FRC
882
DELISTED
First Republic Bank
FRC
$7.43M 0.01%
118,335
+47,224
+66% +$2.95M
IQV icon
883
IQVIA
IQV
$35.3B
$7.4M 0.01%
106,356
+38,873
+58% +$2.91M
LAMR icon
884
Lamar Advertising Co
LAMR
$16.5B
$7.38M 0.01%
141,501
+11,760
+9% +$657K
IDCC icon
885
InterDigital
IDCC
$6.65B
$7.33M 0.01%
144,928
+26,738
+23% +$1.38M
THC icon
886
Tenet Healthcare
THC
$21.2B
$7.33M 0.01%
198,557
-38,010
-16% -$1.96M
BAH icon
887
Booz Allen Hamilton
BAH
$8.71B
$7.32M 0.01%
279,314
+83,595
+43% +$2.23M
MASI
888
DELISTED
Masimo
MASI
$7.32M 0.01%
189,870
+9,549
+5% +$390K
RDN icon
889
Radian Group
RDN
$5.21B
$7.31M 0.01%
459,210
+38,500
+9% +$687K
AMED
890
DELISTED
Amedisys
AMED
$7.3M 0.01%
192,251
-17,067
-8% -$720K
HIW icon
891
Highwoods Properties
HIW
$3.71B
$7.29M 0.01%
188,060
+52,463
+39% +$2.11M
CPT icon
892
Camden Property Trust
CPT
$11.2B
$7.23M 0.01%
97,856
+17,081
+21% +$1.29M
EXR icon
893
Extra Space Storage
EXR
$31.4B
$7.22M 0.01%
93,548
+7,061
+8% +$517K
COO icon
894
Cooper Companies
COO
$13.9B
$7.21M 0.01%
193,668
+4,400
+2% +$182K
MLM icon
895
Martin Marietta Materials
MLM
$34.3B
$7.2M 0.01%
47,386
+4,956
+12% +$802K
SU icon
896
Suncor Energy
SU
$75.5B
$7.15M 0.01%
267,507
+12,713
+5% +$341K
AEG icon
897
Aegon
AEG
$13.5B
$7.14M 0.01%
1,727,468
-96,893
-5% -$468K
SNV
898
DELISTED
Synovus
SNV
$7.14M 0.01%
241,071
+35,612
+17% +$1.09M
AMH icon
899
American Homes 4 Rent
AMH
$12B
$7.13M 0.01%
443,572
+380,372
+602% +$6.1M
TXNM
900
TXNM Energy Inc
TXNM
$6.45B
$7.12M 0.01%
253,852
+68,432
+37% +$1.79M
34 35
36
37 38

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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.