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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
GES
1176
DELISTED
Guess Inc
GES
$4.72M 0.01%
221,223
+17,903
+9% +$388K
ARCO icon
1177
Arcos Dorados Holdings
ARCO
$1.75B
$4.72M 0.01%
1,782,886
+70,387
+4% +$269K
FMC icon
1178
FMC
FMC
$1.39B
$4.69M 0.01%
159,560
-1,221
-0.8% -$47.3K
AWR icon
1179
American States Water
AWR
$3.37B
$4.67M 0.01%
112,768
+5,749
+5% +$222K
AAT
1180
American Assets Trust
AAT
$1.49B
$4.66M 0.01%
114,093
+12,383
+12% +$498K
EPR icon
1181
EPR Properties
EPR
$4.85B
$4.64M 0.01%
90,056
+35,513
+65% +$1.92M
TIME
1182
DELISTED
Time Inc.
TIME
$4.64M 0.01%
243,737
+60,970
+33% +$1.29M
ACC
1183
DELISTED
American Campus Communities, Inc.
ACC
$4.64M 0.01%
127,965
+12,537
+11% +$457K
PBR.A icon
1184
Petrobras Class A
PBR.A
$103B
$4.63M 0.01%
1,258,919
-51,144
-4% -$276K
UPBD icon
1185
Upbound Group
UPBD
$1.2B
$4.63M 0.01%
190,855
+30,575
+19% +$821K
PTC icon
1186
PTC
PTC
$14.5B
$4.62M 0.01%
145,580
-20,388
-12% -$729K
NPP
1187
DELISTED
NUVEEN PERFORMANCE+MUN FUND
NPP
$4.62M 0.01%
325,553
-50,745
-13% -$714K
CNK icon
1188
Cinemark Holdings
CNK
$3.93B
$4.58M 0.01%
141,119
+16,380
+13% +$610K
MCY icon
1189
Mercury Insurance
MCY
$6.01B
$4.57M 0.01%
90,518
-1,406
-2% -$75.3K
CSGS
1190
DELISTED
CSG Systems International
CSGS
$4.56M 0.01%
148,134
-5,421
-4% -$168K
STRA icon
1191
Strategic Education
STRA
$1.78B
$4.56M 0.01%
82,889
+26,279
+46% +$1.35M
LOGM
1192
DELISTED
LogMein, Inc.
LOGM
$4.55M 0.01%
66,771
-5,286
-7% -$350K
CSGP icon
1193
CoStar Group
CSGP
$11.9B
$4.55M 0.01%
262,890
-1,520
-0.6% -$29.1K
SANM icon
1194
Sanmina
SANM
$11.2B
$4.55M 0.01%
212,744
+5,770
+3% +$116K
DORM icon
1195
Dorman Products
DORM
$4.08B
$4.54M 0.01%
89,288
+26,501
+42% +$1.33M
CRC
1196
DELISTED
California Resources Corporation
CRC
$4.54M 0.01%
174,721
+32,740
+23% +$1.28M
RGLD icon
1197
Royal Gold
RGLD
$17.1B
$4.53M 0.01%
96,480
+20,381
+27% +$1.05M
MDR
1198
DELISTED
McDermott International
MDR
$4.53M 0.01%
351,398
-3,060
-0.9% -$42K
NCLH icon
1199
Norwegian Cruise Line
NCLH
$9.2B
$4.53M 0.01%
78,997
+23,801
+43% +$1.4M
WYNN icon
1200
Wynn Resorts
WYNN
$10.3B
$4.52M 0.01%
85,028
-13,761
-14% -$1.2M
46 47
48
49 50

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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.