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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
NICE icon
1526
Nice
NICE
$5.94B
$3.02M 0.01%
53,647
+776
+1% +$48.5K
NNN icon
1527
NNN REIT
NNN
$9.37B
$3.02M 0.01%
83,296
+3,385
+4% +$123K
TX icon
1528
Ternium
TX
$9.68B
$3.01M 0.01%
245,247
-871
-0.4% -$12.8K
RLJ icon
1529
RLJ Lodging Trust
RLJ
$1.89B
$3.01M 0.01%
119,036
-52,774
-31% -$1.52M
DFT
1530
DELISTED
DuPont Fabros Technology Inc.
DFT
$3.01M 0.01%
116,160
-44,331
-28% -$1.26M
MTGE
1531
DELISTED
MTGE Investment Corp. Common Stock
MTGE
$3.01M 0.01%
203,937
+33,351
+20% +$526K
TOWR
1532
DELISTED
Tower International, Inc.
TOWR
$3M 0.01%
126,280
-21,350
-14% -$544K
BKS
1533
DELISTED
Barnes & Noble
BKS
$3M 0.01%
247,671
+5,870
+2% +$94.2K
TRS icon
1534
TriMas Corp
TRS
$1.44B
$3M 0.01%
183,290
+12,093
+7% +$236K
HLIT icon
1535
Harmonic Inc
HLIT
$1.2B
$3M 0.01%
516,601
-16,291
-3% -$99.1K
JOY
1536
DELISTED
Joy Global Inc
JOY
$3M 0.01%
200,636
+60,401
+43% +$1.46M
CCOI icon
1537
Cogent Communications
CCOI
$649M
$2.98M 0.01%
109,907
+55,986
+104% +$1.65M
CTCM
1538
DELISTED
CTC MEDIA INC COM STK
CTCM
$2.98M 0.01%
1,702,294
+86,313
+5% +$160K
DK icon
1539
Delek US
DK
$3.85B
$2.97M 0.01%
107,349
-11,157
-9% -$375K
TIMB icon
1540
TIM SA
TIMB
$9.45B
$2.97M 0.01%
314,714
+25,729
+9% +$328K
FFG
1541
DELISTED
FBL Financial Group
FFG
$2.97M 0.01%
48,305
-50
-0.1% -$2.88K
BRKL
1542
DELISTED
Brookline Bancorp
BRKL
$2.97M 0.01%
292,994
-7,345
-2% -$79.9K
FFBC icon
1543
First Financial Bancorp
FFBC
$3.55B
$2.97M 0.01%
155,724
+3,523
+2% +$65.4K
BOKF icon
1544
BOK Financial
BOKF
$8.65B
$2.97M 0.01%
45,887
+4,377
+11% +$285K
WSFS icon
1545
WSFS Financial
WSFS
$4.2B
$2.97M 0.01%
103,031
+26,603
+35% +$748K
VRTU
1546
DELISTED
Virtusa Corporation
VRTU
$2.96M 0.01%
57,778
+506
+0.9% +$25.7K
RCI icon
1547
Rogers Communications
RCI
$18.8B
$2.96M 0.01%
85,972
+6,252
+8% +$215K
AVG
1548
DELISTED
AVG Technologies N.V.
AVG
$2.96M 0.01%
136,110
+27,045
+25% +$686K
ATML
1549
DELISTED
ATMEL CORP
ATML
$2.95M 0.01%
366,012
-184,828
-34% -$1.53M
GPOR
1550
DELISTED
Gulfport Energy Corp.
GPOR
$2.95M 0.01%
99,461
+25,176
+34% +$867K
60 61
62
63 64

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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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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.