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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
NFJ
1226
Virtus Dividend, Interest & Premium Strategy Fund
NFJ
$1.41B
$4.37M 0.01%
342,269
+236,434
+223% +$3.28M
MDCO
1227
DELISTED
Medicines Co
MDCO
$4.37M 0.01%
115,180
+11,390
+11% +$400K
WTS icon
1228
Watts Water Technologies
WTS
$11.5B
$4.37M 0.01%
82,716
+1,376
+2% +$73.1K
WLL
1229
DELISTED
Whiting Petroleum Corporation
WLL
$4.37M 0.01%
953
+265
+39% +$1.64M
LE icon
1230
Lands' End
LE
$375M
$4.36M 0.01%
161,370
+54,162
+51% +$1.36M
OA
1231
DELISTED
Orbital ATK, Inc.
OA
$4.35M 0.01%
60,584
-8,048
-12% -$597K
CPRT icon
1232
Copart
CPRT
$27.6B
$4.34M 0.01%
1,056,160
-25,312
-2% -$112K
VGM icon
1233
Invesco Trust Investment Grade Municipals
VGM
$549M
$4.34M 0.01%
335,910
+14,635
+5% +$187K
SKYW icon
1234
Skywest
SKYW
$4.37B
$4.34M 0.01%
259,981
+19,227
+8% +$309K
BXMT icon
1235
Blackstone Mortgage Trust
BXMT
$2.8B
$4.33M 0.01%
157,809
+79,285
+101% +$2.27M
FWONK icon
1236
Liberty Media Series C
FWONK
$24.6B
$4.33M 0.01%
177,496
-621
-0.3% -$15.9K
RWT
1237
Redwood Trust
RWT
$619M
$4.32M 0.01%
312,436
-4,344
-1% -$65.3K
GPK icon
1238
Graphic Packaging
GPK
$3.3B
$4.32M 0.01%
337,836
+117,491
+53% +$1.68M
TTEK icon
1239
Tetra Tech
TTEK
$8.28B
$4.32M 0.01%
888,035
+33,070
+4% +$169K
TEN
1240
DELISTED
Tenneco Inc. Class A Voting Common Stock
TEN
$4.32M 0.01%
96,422
+4,943
+5% +$241K
MPWR icon
1241
Monolithic Power Systems
MPWR
$65.8B
$4.32M 0.01%
84,290
-9,246
-10% -$458K
ANDE icon
1242
Andersons Inc
ANDE
$2.54B
$4.31M 0.01%
126,537
+42,971
+51% +$1.54M
AKO.B icon
1243
Embotelladora Andina Series B
AKO.B
$4.65B
$4.3M 0.01%
207,471
+20,514
+11% +$393K
UVV icon
1244
Universal Corp
UVV
$1.34B
$4.3M 0.01%
86,769
+8,754
+11% +$460K
PEI
1245
DELISTED
Pennsylvania Real Estate Investment Trust
PEI
$4.3M 0.01%
14,450
-617
-4% -$194K
EGP icon
1246
EastGroup Properties
EGP
$11.3B
$4.3M 0.01%
79,300
+5,336
+7% +$301K
OUTR
1247
DELISTED
OUTERWALL INC
OUTR
$4.29M 0.01%
75,396
+9,268
+14% +$636K
RHP icon
1248
Ryman Hospitality Properties
RHP
$8.52B
$4.29M 0.01%
87,054
+7,082
+9% +$379K
PLXS icon
1249
Plexus
PLXS
$6.78B
$4.29M 0.01%
111,071
+7,369
+7% +$283K
NAD icon
1250
Nuveen Quality Municipal Income Fund
NAD
$2.72B
$4.28M 0.01%
310,880
-261
-0.1% -$3.55K
48 49
50
51 52

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NIPH
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AF
Amalgamated Financial New York $12.6B AUM
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
IndexIQ Advisors New York $2.82B AUM 12.48% 1-Year Est. Return
SCC
Spring Creek Capital Wichita, Kansas $2.53B AUM 19.59% 1-Year Est. Return
BAM
Barrett Asset Management New York $2.39B AUM 14.06% 1-Year Est. Return
ACI
AMP Capital Investors Sydney, Australia $2.37B AUM 23.59% 1-Year Est. Return

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.