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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
LPT
1351
DELISTED
Liberty Property Trust
LPT
$3.76M 0.01%
119,260
-46,942
-28% -$1.52M
DENN
1352
DELISTED
Denny's
DENN
$3.76M 0.01%
340,606
-27,159
-7% -$317K
LXP icon
1353
LXP Industrial Trust
LXP
$3.52B
$3.74M 0.01%
92,425
+17
+0% +$718
EVHC
1354
DELISTED
Envision Healthcare Holdings Inc
EVHC
$3.74M 0.01%
33,943
+593
+2% +$73.4K
YPF icon
1355
YPF
YPF
$19.8B
$3.74M 0.01%
245,451
+6,656
+3% +$149K
TKC icon
1356
Turkcell
TKC
$4.75B
$3.73M 0.01%
430,119
+14,853
+4% +$153K
IHS
1357
DELISTED
IHS INC CL-A COM STK
IHS
$3.73M 0.01%
32,171
+2,208
+7% +$267K
VWR
1358
DELISTED
VWR Corporation
VWR
$3.72M 0.01%
144,971
+31,930
+28% +$837K
AER icon
1359
AerCap
AER
$23.9B
$3.72M 0.01%
97,314
+63,207
+185% +$2.79M
TDY icon
1360
Teledyne Technologies
TDY
$29.8B
$3.72M 0.01%
41,211
-6,071
-13% -$614K
CBM
1361
DELISTED
Cambrex Corporation
CBM
$3.72M 0.01%
93,721
+8,971
+11% +$420K
ANAT
1362
DELISTED
American National Group, Inc. Common Stock
ANAT
$3.71M 0.01%
37,970
+9,589
+34% +$985K
EVR icon
1363
Evercore
EVR
$13.1B
$3.7M 0.01%
73,690
+51,800
+237% +$2.84M
COHR
1364
DELISTED
Coherent Inc
COHR
$3.7M 0.01%
67,662
+7,173
+12% +$419K
OXM icon
1365
Oxford Industries
OXM
$637M
$3.7M 0.01%
50,049
+2,690
+6% +$223K
OME
1366
DELISTED
Omega Protein
OME
$3.7M 0.01%
217,877
+65,159
+43% +$1.01M
MNRO icon
1367
Monro
MNRO
$536M
$3.67M 0.01%
54,407
+3,391
+7% +$217K
ACTG icon
1368
Acacia Research
ACTG
$454M
$3.67M 0.01%
404,003
+332,544
+465% +$2.99M
BDN
1369
Brandywine Realty Trust
BDN
$519M
$3.66M 0.01%
297,032
-42,080
-12% -$549K
WTW icon
1370
Willis Towers Watson
WTW
$29.9B
$3.66M 0.01%
33,709
+1,794
+6% +$213K
BNS icon
1371
Scotiabank
BNS
$106B
$3.66M 0.01%
85,837
-1,313
-2% -$59.1K
BNDX icon
1372
Vanguard Total International Bond ETF
BNDX
$82.2B
$3.65M 0.01%
+69,000
New +$3.64M
HYG icon
1373
iShares iBoxx $ High Yield Corporate Bond ETF
HYG
$15.9B
$3.64M 0.01%
43,651
-14,322
-25% -$1.24M
UVE icon
1374
Universal Insurance Holdings
UVE
$1.22B
$3.63M 0.01%
122,870
-55,855
-31% -$1.51M
KNGT
1375
DELISTED
KNIGHT TRANSPORTATION INC
KNGT
$3.63M 0.01%
151,095
-26,344
-15% -$632K
53 54
55
56 57

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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.