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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
NSIT icon
1126
Insight Enterprises
NSIT
$3.71B
$4.99M 0.01%
193,161
-3,096
-2% -$81.9K
SYA
1127
DELISTED
SYMETRA FINANCIAL CORPORATION COMMON STOCK
SYA
$4.99M 0.01%
157,709
-96,078
-38% -$2.75M
BIT icon
1128
BlackRock Multi-Sector Income Trust
BIT
$694M
$4.99M 0.01%
317,382
-1,439
-0.5% -$23.5K
JHX icon
1129
James Hardie Industries
JHX
$15.5B
$4.98M 0.01%
413,851
+74,941
+22% +$983K
SNI
1130
DELISTED
Scripps Networks Interactive, Inc Common Class A
SNI
$4.98M 0.01%
101,229
+5,869
+6% +$339K
KBR icon
1131
KBR
KBR
$4.67B
$4.98M 0.01%
298,782
+45,599
+18% +$803K
RMD icon
1132
ResMed
RMD
$29.5B
$4.98M 0.01%
97,666
+9,869
+11% +$531K
LHO
1133
DELISTED
LaSalle Hotel Properties
LHO
$4.97M 0.01%
175,099
+19,243
+12% +$633K
MMS icon
1134
Maximus
MMS
$3.2B
$4.97M 0.01%
83,428
-6,377
-7% -$405K
PPC icon
1135
Pilgrim's Pride
PPC
$6.94B
$4.97M 0.01%
239,123
+69,368
+41% +$1.49M
TRAK
1136
DELISTED
DEALERTRACK TECHNOLOGIES, INC. COM STK
TRAK
$4.97M 0.01%
78,679
-5,577
-7% -$348K
PSO icon
1137
Pearson
PSO
$10.1B
$4.97M 0.01%
289,373
+35,717
+14% +$645K
BOH icon
1138
Bank of Hawaii
BOH
$3.17B
$4.96M 0.01%
78,183
-7,826
-9% -$508K
MMT
1139
Aberdeen Multi-Market Income Fund
MMT
$238M
$4.93M 0.01%
882,817
-125,614
-12% -$750K
EE
1140
DELISTED
El Paso Electric Company
EE
$4.93M 0.01%
134,024
+25,872
+24% +$928K
JBTM
1141
JBT Marel
JBTM
$7.37B
$4.93M 0.01%
128,995
-6,331
-5% -$230K
CPLA
1142
DELISTED
Capella Education Company
CPLA
$4.93M 0.01%
99,619
+36,339
+57% +$1.85M
NJR icon
1143
New Jersey Resources
NJR
$6.01B
$4.93M 0.01%
164,035
+17,321
+12% +$492K
CMRE icon
1144
Costamare
CMRE
$1.89B
$4.92M 0.01%
400,940
+2,479
+0.6% +$39.2K
PNK
1145
DELISTED
Pinnacle Entertainment Inc.
PNK
$4.91M 0.01%
145,204
+44,491
+44% +$1.68M
SSNC icon
1146
SS&C Technologies
SSNC
$18.1B
$4.91M 0.01%
140,252
+67,562
+93% +$2.28M
FLIR
1147
DELISTED
FLIR Systems, Inc. (DE) Common Stock
FLIR
$4.91M 0.01%
175,471
+3,641
+2% +$107K
PRKS icon
1148
United Parks & Resorts
PRKS
$2.12B
$4.89M 0.01%
274,787
+79,590
+41% +$1.43M
VER
1149
DELISTED
VEREIT, Inc.
VER
$4.89M 0.01%
126,750
+27,486
+28% +$1.15M
ITRI icon
1150
Itron
ITRI
$3.76B
$4.89M 0.01%
153,125
+47,059
+44% +$1.47M
44 45
46
47 48

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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.