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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
CBT icon
951
Cabot Corp
CBT
$4.61B
$6.49M 0.01%
205,499
+71,519
+53% +$2.48M
VAC icon
952
Marriott Vacations Worldwide
VAC
$3.4B
$6.49M 0.01%
95,167
-6,802
-7% -$534K
AWP
953
abrdn Global Premier Properties Fund
AWP
$378M
$6.48M 0.01%
387,048
-6,290
-2% -$115K
MGM icon
954
MGM Resorts International
MGM
$11.8B
$6.48M 0.01%
351,119
+13,812
+4% +$276K
ST icon
955
Sensata Technologies
ST
$6.75B
$6.45M 0.01%
145,366
+30,872
+27% +$1.49M
TXRH icon
956
Texas Roadhouse
TXRH
$13.2B
$6.44M 0.01%
173,010
+15,829
+10% +$598K
WAIR
957
DELISTED
WESCO Aircraft Holdings Inc.
WAIR
$6.42M 0.01%
526,079
+289,561
+122% +$4.06M
NWSA icon
958
News Corp Class A
NWSA
$14.8B
$6.42M 0.01%
508,488
-135,530
-21% -$1.89M
OMG
959
DELISTED
OM GROUP INC.
OMG
$6.41M 0.01%
194,990
+13,003
+7% +$438K
DB icon
960
Deutsche Bank
DB
$67.9B
$6.38M 0.01%
265,180
-15,242
-5% -$421K
AWI icon
961
Armstrong World Industries
AWI
$7.05B
$6.37M 0.01%
133,518
+35,294
+36% +$1.94M
NWN icon
962
Northwest Natural Holdings
NWN
$2.16B
$6.36M 0.01%
138,763
+27,889
+25% +$1.23M
BN icon
963
Brookfield
BN
$103B
$6.35M 0.01%
575,282
-9,747
-2% -$114K
XYL icon
964
Xylem
XYL
$28.6B
$6.35M 0.01%
193,340
+12,041
+7% +$405K
IBKR icon
965
Interactive Brokers
IBKR
$41.1B
$6.34M 0.01%
642,844
+86,440
+16% +$890K
HME
966
DELISTED
HOME PROPERTIES, INC
HME
$6.34M 0.01%
84,763
+7,162
+9% +$530K
RPM icon
967
RPM International
RPM
$13.8B
$6.3M 0.01%
150,505
-16,049
-10% -$731K
COLM icon
968
Columbia Sportswear
COLM
$3.25B
$6.3M 0.01%
107,163
+1,175
+1% +$73.3K
JEF icon
969
Jefferies Financial Group
JEF
$13B
$6.28M 0.01%
346,344
-6,972
-2% -$140K
FTNT icon
970
Fortinet
FTNT
$112B
$6.25M 0.01%
735,165
+27,295
+4% +$242K
IWB icon
971
iShares Russell 1000 ETF
IWB
$47.7B
$6.23M 0.01%
58,210
-404,529
-87% -$45.9M
PBH icon
972
Prestige Consumer Healthcare
PBH
$2.39B
$6.22M 0.01%
137,710
+55,212
+67% +$2.61M
KYO
973
DELISTED
Kyocera Adr
KYO
$6.21M 0.01%
134,932
+29,353
+28% +$1.46M
DEG
974
DELISTED
ETABLISSEMENT DELHZ ADS 4 ADS REPTGS 1 ORD SHS
DEG
$6.21M 0.01%
280,542
-7,767
-3% -$170K
CAR icon
975
Avis
CAR
$5.78B
$6.19M 0.01%
141,771
-42,131
-23% -$1.83M
37 38
39
40 41

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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.