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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
B
1001
DELISTED
Barnes Group Inc.
B
$5.93M 0.01%
164,626
-81
-0% -$3.1K
OHI icon
1002
Omega Healthcare
OHI
$15.3B
$5.89M 0.01%
167,641
+20,204
+14% +$709K
AMTD
1003
DELISTED
TD Ameritrade Holding Corp
AMTD
$5.89M 0.01%
185,062
+16,355
+10% +$573K
HXL icon
1004
Hexcel
HXL
$8.28B
$5.89M 0.01%
131,222
-4,795
-4% -$237K
BBL
1005
DELISTED
BHP Group Plc American Depositary Shares (Each representing two Ordinary Shares)
BBL
$5.88M 0.01%
191,715
-6,361
-3% -$223K
STWD icon
1006
Starwood Property Trust
STWD
$6.15B
$5.88M 0.01%
286,409
+87,023
+44% +$1.88M
EVG
1007
Eaton Vance Short Duration Diversified Income Fund
EVG
$142M
$5.87M 0.01%
443,424
-81,833
-16% -$1.12M
TTM
1008
DELISTED
Tata Motors Limited
TTM
$5.84M 0.01%
259,743
-53,480
-17% -$1.47M
AAN.A
1009
DELISTED
The Aaron's Company Inc Class A
AAN.A
$5.84M 0.01%
161,643
+17,278
+12% +$624K
WBD icon
1010
Warner Bros
WBD
$63.4B
$5.83M 0.01%
224,161
+30,659
+16% +$907K
HCSG icon
1011
Healthcare Services Group
HCSG
$1.58B
$5.83M 0.01%
173,114
+4,193
+2% +$142K
TTC icon
1012
Toro Company
TTC
$9.01B
$5.82M 0.01%
164,994
+24,358
+17% +$845K
FNF icon
1013
Fidelity National Financial
FNF
$14B
$5.81M 0.01%
235,853
+19,104
+9% +$500K
SMG icon
1014
ScottsMiracle-Gro
SMG
$4.06B
$5.81M 0.01%
95,491
+11,905
+14% +$735K
NQI
1015
DELISTED
NUVEEN QUALITY MUNICIPAL FUND INC
NQI
$5.79M 0.01%
444,360
-32,630
-7% -$418K
GDO
1016
Western Asset Global Corporate Defined Opportunity Fund
GDO
$76.8M
$5.77M 0.01%
364,684
-27,849
-7% -$462K
HUB.B
1017
DELISTED
HUBBELL INC CL-B
HUB.B
$5.76M 0.01%
67,859
-3,249
-5% -$325K
MDU icon
1018
MDU Resources
MDU
$4.37B
$5.74M 0.01%
876,869
-188,687
-18% -$1.28M
SEM
1019
DELISTED
Select Medical
SEM
$5.72M 0.01%
984,226
+106,520
+12% +$790K
UIL
1020
DELISTED
UIL HOLDINGS
UIL
$5.72M 0.01%
113,737
+13,434
+13% +$635K
GGAL icon
1021
Galicia Financial Group
GGAL
$8.03B
$5.72M 0.01%
320,816
-1,295
-0.4% -$25.2K
SGI
1022
Somnigroup International
SGI
$15.3B
$5.71M 0.01%
319,860
+32,632
+11% +$599K
CAL icon
1023
Caleres
CAL
$420M
$5.71M 0.01%
186,989
+5,328
+3% +$172K
ERIE icon
1024
Erie Indemnity
ERIE
$11.9B
$5.7M 0.01%
68,737
+6,229
+10% +$518K
DMC
1025
Del Monte Corp
DMC
$1.36B
$5.7M 0.01%
144,160
+10,452
+8% +$407K
39 40
41
42 43

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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.