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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
CNO icon
1026
CNO Financial Group
CNO
$4.96B
$5.69M 0.01%
302,327
+30,192
+11% +$548K
CST
1027
DELISTED
CST Brands, Inc.
CST
$5.68M 0.01%
168,860
-15,134
-8% -$548K
ALKS icon
1028
Alkermes
ALKS
$8.79B
$5.67M 0.01%
96,616
+26,710
+38% +$1.76M
EDR
1029
DELISTED
Education Realty Trust Inc
EDR
$5.65M 0.01%
171,440
+68,590
+67% +$2.13M
WWAV
1030
DELISTED
The WhiteWave Foods Company
WWAV
$5.64M 0.01%
140,431
-11,781
-8% -$562K
PZZA icon
1031
Papa John's
PZZA
$997M
$5.63M 0.01%
82,283
-1,945
-2% -$140K
CCU icon
1032
Compañía de Cervecerías Unidas
CCU
$2.2B
$5.63M 0.01%
254,133
+1,878
+0.7% +$41.2K
ISBC
1033
DELISTED
Investors Bancorp, Inc.
ISBC
$5.63M 0.01%
456,126
+16,494
+4% +$200K
PRA
1034
DELISTED
ProAssurance
PRA
$5.62M 0.01%
114,466
+34,838
+44% +$1.69M
PF
1035
DELISTED
Pinnacle Foods, Inc.
PF
$5.62M 0.01%
134,086
+27,896
+26% +$1.26M
SFG
1036
DELISTED
STANCORP FINL GRP
SFG
$5.61M 0.01%
49,161
-6,482
-12% -$679K
VG
1037
DELISTED
Vonage Holdings Corporation
VG
$5.61M 0.01%
954,594
+202,059
+27% +$1.15M
VVC
1038
DELISTED
Vectren Corporation
VVC
$5.6M 0.01%
133,369
+17,179
+15% +$699K
ELNK
1039
DELISTED
EarthLink Holdings Corp.
ELNK
$5.58M 0.01%
717,169
+209,884
+41% +$1.71M
INVX
1040
Innovex International
INVX
$1.85B
$5.56M 0.01%
95,455
+8,321
+10% +$530K
WRB icon
1041
W.R. Berkley
WRB
$28.1B
$5.55M 0.01%
344,550
+6,945
+2% +$114K
JJSF icon
1042
J&J Snack Foods
JJSF
$1.46B
$5.54M 0.01%
48,737
+5,019
+11% +$577K
TER icon
1043
Teradyne
TER
$52.4B
$5.53M 0.01%
307,245
+40,525
+15% +$747K
DAN icon
1044
Dana Inc
DAN
$2.93B
$5.53M 0.01%
348,108
+7,757
+2% +$140K
ORI icon
1045
Old Republic International
ORI
$10.5B
$5.52M 0.01%
352,801
+36,881
+12% +$591K
NWG icon
1046
NatWest
NWG
$72.8B
$5.51M 0.01%
536,697
+99,511
+23% +$1.12M
NMO
1047
DELISTED
NUVEEN MUNI MARKET OPPORT FUND
NMO
$5.49M 0.01%
419,318
+14,633
+4% +$191K
OMF icon
1048
OneMain Financial
OMF
$7.08B
$5.48M 0.01%
125,409
+4,083
+3% +$191K
UMPQ
1049
DELISTED
Umpqua Holdings Corp
UMPQ
$5.47M 0.01%
335,693
-4,818
-1% -$82.9K
AMCX icon
1050
AMC Global Media
AMCX
$445M
$5.47M 0.01%
74,752
-17,487
-19% -$1.35M
40 41
42
43 44

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AF
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MCM
Melvin Capital Management New York $9.86B AUM 16.31% 1-Year Est. Return
PSUF
People's United Financial Bridgeport, Connecticut $3.51B AUM 12.24% 1-Year Est. Return
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.