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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
DBRG icon
1401
DigitalBridge
DBRG
$2.93B
$3.51M 0.01%
61,031
+17,720
+41% +$1.24M
BECN
1402
DELISTED
Beacon Roofing Supply, Inc.
BECN
$3.5M 0.01%
107,772
-2,034
-2% -$69.4K
WSO icon
1403
Watsco Inc
WSO
$15.3B
$3.5M 0.01%
29,514
+1,958
+7% +$244K
JACK icon
1404
Jack in the Box
JACK
$311M
$3.49M 0.01%
45,336
-7,266
-14% -$620K
DO
1405
DELISTED
Diamond Offshore Drilling
DO
$3.49M 0.01%
201,768
+47,691
+31% +$1.06M
BMA icon
1406
Banco Macro
BMA
$5.71B
$3.49M 0.01%
90,863
-488
-0.5% -$21.8K
CALM icon
1407
Cal-Maine
CALM
$4.37B
$3.49M 0.01%
63,861
+2,448
+4% +$131K
CMC icon
1408
Commercial Metals
CMC
$7.82B
$3.49M 0.01%
257,253
+46,789
+22% +$715K
OUT icon
1409
Outfront Media
OUT
$5.64B
$3.48M 0.01%
170,046
+141,547
+497% +$3.32M
BKH icon
1410
Black Hills Corp
BKH
$5.74B
$3.48M 0.01%
84,051
+9,651
+13% +$396K
AEL
1411
DELISTED
American Equity Investment Life Holding Company
AEL
$3.47M 0.01%
148,992
+2,881
+2% +$74.2K
LFC
1412
DELISTED
China Life Insurance Company Ltd.
LFC
$3.47M 0.01%
199,780
+16,273
+9% +$297K
EBS icon
1413
Emergent Biosolutions
EBS
$376M
$3.45M 0.01%
121,251
-13,372
-10% -$441K
WTRG icon
1414
Essential Utilities
WTRG
$11.6B
$3.45M 0.01%
130,464
+6,111
+5% +$156K
FOSL icon
1415
Fossil Group
FOSL
$252M
$3.45M 0.01%
61,707
+24,802
+67% +$1.57M
CBSH icon
1416
Commerce Bancshares
CBSH
$8.6B
$3.45M 0.01%
129,379
-29,614
-19% -$795K
RRGB icon
1417
Red Robin
RRGB
$136M
$3.45M 0.01%
45,504
-1,973
-4% -$166K
NTRI
1418
DELISTED
NutriSystem, Inc.
NTRI
$3.45M 0.01%
129,932
-28,316
-18% -$774K
AKRX
1419
DELISTED
Akorn Inc
AKRX
$3.44M 0.01%
120,675
-707
-0.6% -$29.2K
WRI
1420
DELISTED
Weingarten Realty Investors
WRI
$3.44M 0.01%
103,855
+6,912
+7% +$231K
ACIW icon
1421
ACI Worldwide
ACIW
$6.1B
$3.43M 0.01%
162,489
-30,366
-16% -$684K
ECHO
1422
EchoStar
ECHO
$24.7B
$3.43M 0.01%
98,407
+12,301
+14% +$454K
WIN
1423
DELISTED
Windstream Holdings Inc
WIN
$3.43M 0.01%
111,772
+29,097
+35% +$908K
SYNA icon
1424
Synaptics
SYNA
$4.41B
$3.43M 0.01%
41,556
-5,520
-12% -$417K
EXP icon
1425
Eagle Materials
EXP
$6.88B
$3.42M 0.01%
50,061
-3,700
-7% -$289K
55 56
57
58 59

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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.