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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
RAMP icon
1101
LiveRamp
RAMP
$2.3B
$5.17M 0.01%
261,537
+62,703
+32% +$1.21M
GRA
1102
DELISTED
W.R. Grace & Co.
GRA
$5.16M 0.01%
55,460
+1,885
+4% +$187K
MTG icon
1103
MGIC Investment
MTG
$6.34B
$5.16M 0.01%
557,025
-1,222
-0.2% -$13K
TDC icon
1104
Teradata
TDC
$2.8B
$5.16M 0.01%
178,109
-46,840
-21% -$1.5M
LII icon
1105
Lennox International
LII
$19B
$5.15M 0.01%
45,478
+14,030
+45% +$1.65M
QLIK
1106
DELISTED
QLIK TECHNOLOGIES INC COM STK (DE)
QLIK
$5.15M 0.01%
141,278
+50,669
+56% +$1.96M
EQC
1107
DELISTED
Equity Commonwealth
EQC
$5.15M 0.01%
189,005
+24,533
+15% +$650K
DFE icon
1108
WisdomTree Europe SmallCap Dividend Fund
DFE
$163M
$5.14M 0.01%
95,515
-1,993
-2% -$113K
NEA icon
1109
Nuveen AMT-Free Quality Municipal Income Fund
NEA
$3.35B
$5.12M 0.01%
392,916
-20,999
-5% -$271K
QRVO icon
1110
Qorvo
QRVO
$7.92B
$5.11M 0.01%
113,525
+8,961
+9% +$541K
SBS icon
1111
Sabesp
SBS
$19.9B
$5.11M 0.01%
6,791,671
+1,020,764
+18% +$917K
CHH icon
1112
Choice Hotels
CHH
$5.15B
$5.11M 0.01%
107,205
+7,263
+7% +$372K
CRI icon
1113
Carter's
CRI
$1.43B
$5.1M 0.01%
56,231
+21,589
+62% +$2.16M
UFS
1114
DELISTED
DOMTAR CORPORATION (New)
UFS
$5.1M 0.01%
142,539
-1,523
-1% -$60.1K
PDM
1115
Piedmont Realty Trust
PDM
$1.22B
$5.08M 0.01%
284,019
+57,086
+25% +$1.02M
UHAL icon
1116
U-Haul Holding Co
UHAL
$14.3B
$5.08M 0.01%
128,980
-1,930
-1% -$70.1K
AGU
1117
DELISTED
Agrium
AGU
$5.06M 0.01%
56,490
+1,283
+2% +$130K
IHG icon
1118
InterContinental Hotels
IHG
$23.5B
$5.05M 0.01%
110,604
-6,129
-5% -$313K
OPLN
1119
Openlane
OPLN
$4.25B
$5.05M 0.01%
376,091
+53,566
+17% +$760K
POLY
1120
DELISTED
Plantronics, Inc.
POLY
$5.04M 0.01%
99,080
+11,220
+13% +$613K
CNL
1121
DELISTED
CLECO CRP (HOLDING CO)
CNL
$5.04M 0.01%
94,590
+1,785
+2% +$96.2K
BKE icon
1122
Buckle
BKE
$2.25B
$5.03M 0.01%
136,120
+23,780
+21% +$1M
FINL
1123
DELISTED
Finish Line
FINL
$5.03M 0.01%
260,449
+3,688
+1% +$97.7K
ON icon
1124
ON Semiconductor
ON
$34.7B
$5.02M 0.01%
533,676
-42,511
-7% -$432K
GLOG
1125
DELISTED
GASLOG LTD
GLOG
$5.01M 0.01%
520,441
-15,627
-3% -$225K
43 44
45
46 47

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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.