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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
WDR
1551
DELISTED
Waddell & Reed Financial, Inc.
WDR
$2.95M 0.01%
84,863
-24,351
-22% -$1.01M
NTLS
1552
DELISTED
NTELOS HLDGS CORP COM
NTLS
$2.95M 0.01%
326,419
+73,412
+29% +$555K
RITM icon
1553
Rithm Capital
RITM
$5.46B
$2.94M 0.01%
224,754
+70,138
+45% +$1.04M
SCOR icon
1554
Comscore
SCOR
$116M
$2.94M 0.01%
3,190
-627
-16% -$679K
IPHS
1555
DELISTED
Innophos Holdings, Inc.
IPHS
$2.94M 0.01%
74,102
+171
+0.2% +$8.27K
EPAC icon
1556
Enerpac Tool Group
EPAC
$1.9B
$2.94M 0.01%
159,599
-42,732
-21% -$912K
MBFI
1557
DELISTED
MB Financial Corp
MBFI
$2.93M 0.01%
89,642
-5,454
-6% -$182K
CXP
1558
DELISTED
COLUMBIA PROPERTY TRUST, INC.
CXP
$2.92M 0.01%
126,059
+24,344
+24% +$571K
ANW
1559
DELISTED
Aegean Marine Petroleum Network
ANW
$2.91M 0.01%
432,239
-1,518
-0.3% -$14.6K
GWR
1560
DELISTED
Genesee & Wyoming Inc.
GWR
$2.91M 0.01%
49,215
-2,125
-4% -$147K
GWRE icon
1561
Guidewire Software
GWRE
$13.3B
$2.9M 0.01%
55,219
+10,026
+22% +$555K
MRD
1562
DELISTED
MEMORIAL RESOURCE DEV CORP COM STK (DE)
MRD
$2.9M 0.01%
165,002
+105,503
+177% +$1.9M
NCI
1563
DELISTED
Navigant Consulting, Inc.
NCI
$2.88M 0.01%
180,947
+2,113
+1% +$32.5K
CVA
1564
DELISTED
Covanta Holding Corporation
CVA
$2.87M 0.01%
164,603
+32,039
+24% +$634K
CHCO icon
1565
City Holding Co
CHCO
$2.04B
$2.87M 0.01%
58,167
-278
-0.5% -$13.5K
STR
1566
DELISTED
QUESTAR CORP
STR
$2.86M 0.01%
147,472
-11,499
-7% -$235K
HRG
1567
DELISTED
HRG Group, Inc.
HRG
$2.86M 0.01%
243,776
+105,647
+76% +$1.38M
LYV icon
1568
Live Nation Entertainment
LYV
$42.1B
$2.86M 0.01%
118,901
-14,378
-11% -$369K
USNA icon
1569
Usana Health Sciences
USNA
$429M
$2.85M 0.01%
42,564
-2,108
-5% -$149K
AMN icon
1570
AMN Healthcare
AMN
$1.35B
$2.85M 0.01%
94,905
+16,750
+21% +$553K
GSG icon
1571
iShares S&P GSCI Commodity-Indexed Trust
GSG
$968M
$2.84M 0.01%
+166,500
New +$2.99M
DLX icon
1572
Deluxe
DLX
$1.25B
$2.84M 0.01%
50,871
-22,943
-31% -$1.38M
APAM icon
1573
Artisan Partners
APAM
$2.9B
$2.83M 0.01%
80,415
-11,037
-12% -$476K
OB
1574
DELISTED
Onebeacon Insurance Group Ltd
OB
$2.83M 0.01%
201,567
-3,770
-2% -$55K
ALSN icon
1575
Allison Transmission
ALSN
$10B
$2.83M 0.01%
106,004
+54,836
+107% +$1.57M
61 62
63
64 65

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NIPH
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AF
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MCM
Melvin Capital Management New York $9.86B AUM 16.31% 1-Year Est. Return
PSUF
People's United Financial Bridgeport, Connecticut $3.51B AUM 12.24% 1-Year Est. Return
IA
IndexIQ Advisors New York $2.82B AUM 12.48% 1-Year Est. Return
SCC
Spring Creek Capital Wichita, Kansas $2.53B AUM 19.59% 1-Year Est. Return
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.