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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
CCP
1426
DELISTED
Care Capital Properties, Inc.
CCP
$3.42M 0.01%
+103,705
New +$3.36M
EQY
1427
DELISTED
Equity One
EQY
$3.41M 0.01%
140,070
+2,051
+1% +$49.9K
SCHL icon
1428
Scholastic
SCHL
$764M
$3.41M 0.01%
87,439
+29,152
+50% +$1.25M
AMC icon
1429
AMC Entertainment Holdings
AMC
$2.3B
$3.41M 0.01%
13,522
+2,979
+28% +$873K
SUI icon
1430
Sun Communities
SUI
$15.6B
$3.4M 0.01%
50,182
-3,823
-7% -$255K
HUN icon
1431
Huntsman Corp
HUN
$2.03B
$3.4M 0.01%
350,682
-147,706
-30% -$2.54M
GGB icon
1432
Gerdau
GGB
$9.76B
$3.4M 0.01%
3,122,388
+661,924
+27% +$906K
IOSP icon
1433
Innospec
IOSP
$2.14B
$3.39M 0.01%
72,942
+25,682
+54% +$1.18M
KB icon
1434
KB Financial Group
KB
$40.6B
$3.39M 0.01%
115,406
-18,258
-14% -$553K
DPG
1435
Duff & Phelps Utility and Infrastructure Fund
DPG
$537M
$3.39M 0.01%
223,998
-11,476
-5% -$191K
NRF
1436
DELISTED
NorthStar Realty Finance Corp.
NRF
$3.39M 0.01%
137,208
+7,898
+6% +$235K
SVU
1437
DELISTED
SUPERVALU Inc.
SVU
$3.38M 0.01%
67,301
-16,231
-19% -$933K
IRDM icon
1438
Iridium Communications
IRDM
$4.81B
$3.38M 0.01%
549,314
+61,261
+13% +$445K
GATX icon
1439
GATX Corp
GATX
$6.59B
$3.38M 0.01%
76,481
-3,957
-5% -$196K
WAL icon
1440
Western Alliance Bancorporation
WAL
$9.11B
$3.37M 0.01%
109,609
-9,395
-8% -$304K
BDC icon
1441
Belden
BDC
$4.04B
$3.36M 0.01%
72,044
+4,238
+6% +$250K
KNL
1442
DELISTED
Knoll, Inc.
KNL
$3.36M 0.01%
153,033
-3,005
-2% -$71.9K
BGX
1443
Blackstone Long-Short Credit Income Fund
BGX
$136M
$3.35M 0.01%
234,854
+26,905
+13% +$403K
ISLE
1444
DELISTED
Isle of Capri Casinos Inc
ISLE
$3.34M 0.01%
191,360
+3,161
+2% +$58.6K
PMCS
1445
DELISTED
P M C SIERRA INC
PMCS
$3.34M 0.01%
492,773
-24,383
-5% -$166K
FCF icon
1446
First Commonwealth Financial
FCF
$2.17B
$3.33M 0.01%
366,213
+65,421
+22% +$599K
EFII
1447
DELISTED
Electronics for Imaging
EFII
$3.33M 0.01%
76,918
-15,478
-17% -$688K
CWT icon
1448
California Water Service
CWT
$3.15B
$3.33M 0.01%
150,460
-4,283
-3% -$93.6K
TEX icon
1449
Terex
TEX
$7.86B
$3.33M 0.01%
185,371
-53,995
-23% -$1.18M
HHH icon
1450
Howard Hughes
HHH
$3.96B
$3.32M 0.01%
30,381
+8,187
+37% +$1.02M
56 57
58
59 60

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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.