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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
TOL icon
1376
Toll Brothers
TOL
$14.5B
$3.63M 0.01%
105,862
+15,338
+17% +$581K
MKTX icon
1377
MarketAxess Holdings
MKTX
$4.31B
$3.62M 0.01%
38,943
+1,918
+5% +$185K
HAWK
1378
DELISTED
Blackhawk Network Holdings, Inc. Common Stock
HAWK
$3.61M 0.01%
85,196
+24,888
+41% +$1.06M
RJF icon
1379
Raymond James Financial
RJF
$34.2B
$3.6M 0.01%
108,894
-50,733
-32% -$1.88M
SLH
1380
DELISTED
SOLERA HOLDINGS, INC. COM
SLH
$3.6M 0.01%
66,689
+23,155
+53% +$1.05M
BJRI icon
1381
BJ's Restaurants
BJRI
$1.44B
$3.6M 0.01%
83,666
+2,504
+3% +$118K
SNX icon
1382
TD Synnex
SNX
$19.3B
$3.59M 0.01%
84,436
-21,260
-20% -$829K
QIWI
1383
DELISTED
QIWI PLC
QIWI
$3.59M 0.01%
222,746
+7,482
+3% +$183K
MSCC
1384
DELISTED
Microsemi Corp
MSCC
$3.58M 0.01%
109,029
-7,761
-7% -$253K
VTLE
1385
DELISTED
Vital Energy
VTLE
$3.58M 0.01%
18,966
+7,835
+70% +$1.55M
BMO icon
1386
Bank of Montreal
BMO
$126B
$3.57M 0.01%
65,504
-7,559
-10% -$415K
MSCI icon
1387
MSCI
MSCI
$42.3B
$3.57M 0.01%
59,981
+323
+0.5% +$20.3K
CXW icon
1388
CoreCivic
CXW
$3.06B
$3.56M 0.01%
120,541
+17,972
+18% +$577K
SIVB
1389
DELISTED
SVB Financial Group
SIVB
$3.55M 0.01%
30,722
+1,374
+5% +$184K
TILE icon
1390
Interface
TILE
$2.02B
$3.55M 0.01%
158,063
+12,990
+9% +$319K
NP
1391
DELISTED
Neenah, Inc. Common Stock
NP
$3.54M 0.01%
60,827
-275
-0.5% -$16.1K
TI
1392
DELISTED
Telecom Italia
TI
$3.54M 0.01%
287,890
+22,442
+8% +$287K
PWR icon
1393
Quanta Services
PWR
$87.4B
$3.53M 0.01%
145,671
-67,548
-32% -$1.72M
MINI
1394
DELISTED
Mobile Mini Inc
MINI
$3.53M 0.01%
114,511
-2,546
-2% -$90K
FLO icon
1395
Flowers Foods
FLO
$1.67B
$3.52M 0.01%
142,193
+44,720
+46% +$1.02M
KN icon
1396
Knowles
KN
$3.08B
$3.52M 0.01%
190,892
+25,091
+15% +$429K
FLOW
1397
DELISTED
SPX FLOW, Inc.
FLOW
$3.51M 0.01%
+102,069
New +$3.47M
SIX
1398
DELISTED
Six Flags Entertainment Corp.
SIX
$3.51M 0.01%
76,738
+16,453
+27% +$751K
BLMN icon
1399
Bloomin' Brands
BLMN
$744M
$3.51M 0.01%
193,206
+72,838
+61% +$1.56M
CATO icon
1400
Cato Corp
CATO
$67.1M
$3.51M 0.01%
103,180
-297
-0.3% -$10.8K
54 55
56
57 58

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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.