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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
CHS
1276
DELISTED
Chicos FAS, Inc.
CHS
$4.18M 0.01%
265,534
+81,128
+44% +$1.26M
SIRO
1277
DELISTED
SIRONA DENTAL SYSTEMS INC COM STK
SIRO
$4.18M 0.01%
44,735
+4,618
+12% +$458K
ODFL icon
1278
Old Dominion Freight Line
ODFL
$47.3B
$4.17M 0.01%
205,080
+8,703
+4% +$198K
DCI icon
1279
Donaldson
DCI
$11.1B
$4.16M 0.01%
148,267
-29,570
-17% -$949K
TKR icon
1280
Timken Company
TKR
$9.74B
$4.16M 0.01%
151,354
-25,380
-14% -$809K
EGN
1281
DELISTED
Energen
EGN
$4.16M 0.01%
83,463
-30,329
-27% -$1.64M
GCO icon
1282
Genesco
GCO
$423M
$4.15M 0.01%
72,796
+23,371
+47% +$1.45M
MOH icon
1283
Molina Healthcare
MOH
$9.8B
$4.15M 0.01%
60,298
-12,504
-17% -$927K
MCR
1284
DELISTED
MFS Charter Income Trust
MCR
$4.15M 0.01%
535,219
-97,378
-15% -$805K
ARR
1285
Armour Residential REIT
ARR
$2.01B
$4.13M 0.01%
41,238
+17,832
+76% +$1.93M
ENTG icon
1286
Entegris
ENTG
$18B
$4.13M 0.01%
313,066
+48,666
+18% +$672K
APOL
1287
DELISTED
Apollo Education Group Inc Class A
APOL
$4.13M 0.01%
373,228
-96,516
-21% -$1.18M
WGL
1288
DELISTED
Wgl Holdings
WGL
$4.13M 0.01%
71,566
-347
-0.5% -$19.1K
CNA icon
1289
CNA Financial
CNA
$15B
$4.13M 0.01%
118,132
-2,296
-2% -$86.5K
MW
1290
DELISTED
THE MENS WAREHOUSE INC
MW
$4.12M 0.01%
96,943
-17,712
-15% -$981K
BC icon
1291
Brunswick
BC
$5.38B
$4.12M 0.01%
86,050
+4,045
+5% +$206K
LAD icon
1292
Lithia Motors
LAD
$8.03B
$4.1M 0.01%
37,907
+5,591
+17% +$628K
CPHD
1293
DELISTED
Cepheid Inc
CPHD
$4.09M 0.01%
90,512
-7,175
-7% -$383K
IQI icon
1294
Invesco Quality Municipal Securities
IQI
$526M
$4.08M 0.01%
335,476
+13,247
+4% +$158K
WCN
1295
Waste Connections
WCN
$43.3B
$4.07M 0.01%
125,660
+2,232
+2% +$72.1K
CW icon
1296
Curtiss-Wright
CW
$26.3B
$4.07M 0.01%
65,190
-255
-0.4% -$17.2K
AD
1297
Array Digital Infrastructure
AD
$3.03B
$4.07M 0.01%
114,815
+12,856
+13% +$471K
WEX icon
1298
WEX
WEX
$6.27B
$4.06M 0.01%
46,736
-1,695
-3% -$169K
CLC
1299
DELISTED
Clarcor
CLC
$4.04M 0.01%
84,768
-11,373
-12% -$644K
HOUS
1300
DELISTED
Anywhere Real Estate
HOUS
$4.04M 0.01%
107,383
+10,961
+11% +$478K
50 51
52
53 54

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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.