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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
FIX icon
1301
Comfort Systems
FIX
$60.9B
$4.04M 0.01%
148,151
+24,590
+20% +$659K
COKE icon
1302
Coca-Cola Consolidated
COKE
$12.4B
$4.04M 0.01%
208,770
-14,760
-7% -$240K
EXG icon
1303
Eaton Vance Tax-Managed Global Diversified Equity Income Fund
EXG
$2.92B
$4.03M 0.01%
486,053
-670,648
-58% -$6.31M
CRR
1304
DELISTED
Carbo Ceramics Inc.
CRR
$4.03M 0.01%
212,386
+47,580
+29% +$1.38M
BPOP icon
1305
Popular Inc
BPOP
$10.9B
$4.03M 0.01%
133,328
-93,660
-41% -$2.8M
ACH
1306
Accendra Health
ACH
$247M
$4.03M 0.01%
126,125
+31,797
+34% +$1.08M
DIN icon
1307
Dine Brands
DIN
$448M
$4.03M 0.01%
43,939
+7,276
+20% +$711K
ABG icon
1308
Asbury Automotive
ABG
$4.22B
$4.01M 0.01%
49,417
-763
-2% -$64.6K
EOI
1309
Eaton Vance Enhanced Equity Income Fund
EOI
$806M
$4.01M 0.01%
337,157
-19,927
-6% -$256K
THOR
1310
DELISTED
THORATEC CORPORATION
THOR
$4.01M 0.01%
63,366
-1,473
-2% -$87.5K
GLO
1311
Clough Global Opportunities Fund
GLO
$248M
$4M 0.01%
373,937
-26,931
-7% -$317K
MLI icon
1312
Mueller Industries
MLI
$14.2B
$4M 0.01%
540,824
-11,852
-2% -$94.4K
DCH
1313
Dauch Corp
DCH
$1.32B
$3.99M 0.01%
200,048
+9,413
+5% +$190K
SR icon
1314
Spire
SR
$4.87B
$3.98M 0.01%
73,033
-25,049
-26% -$1.33M
MUE
1315
DELISTED
BlackRock MuniHoldings Quality Fund II
MUE
$3.97M 0.01%
300,350
+5,321
+2% +$69.5K
CTB
1316
DELISTED
Cooper Tire & Rubber Co.
CTB
$3.96M 0.01%
100,245
-134,986
-57% -$4.91M
WPG
1317
DELISTED
Washington Prime Group Inc.
WPG
$3.96M 0.01%
37,726
+15,017
+66% +$1.75M
NCMI icon
1318
National CineMedia
NCMI
$362M
$3.95M 0.01%
29,459
+5,176
+21% +$745K
MRVL icon
1319
Marvell Technology
MRVL
$170B
$3.95M 0.01%
436,407
-464,082
-52% -$5.29M
ROL icon
1320
Rollins
ROL
$18.8B
$3.95M 0.01%
330,545
-56,131
-15% -$708K
ELS icon
1321
Equity Lifestyle Properties
ELS
$12.6B
$3.94M 0.01%
134,698
-8,304
-6% -$236K
THS
1322
DELISTED
Treehouse Foods
THS
$3.94M 0.01%
50,637
+3,352
+7% +$268K
ATHN
1323
DELISTED
Athenahealth, Inc.
ATHN
$3.94M 0.01%
29,533
-5,054
-15% -$659K
CHMT
1324
DELISTED
Chemtura Corporation
CHMT
$3.94M 0.01%
137,598
+46
+0% +$1.26K
TDW icon
1325
Tidewater
TDW
$3.91B
$3.93M 0.01%
9,280
+3,474
+60% +$2M
51 52
53
54 55

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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.