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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
CRZO
1576
DELISTED
Carrizo Oil & Gas Inc
CRZO
$2.83M 0.01%
92,544
-14,404
-13% -$522K
PRI icon
1577
Primerica
PRI
$10B
$2.82M 0.01%
62,609
+16,087
+35% +$704K
AVP
1578
DELISTED
Avon Products, Inc.
AVP
$2.82M 0.01%
867,575
+239,376
+38% +$1.21M
PHH
1579
DELISTED
PHH Corporation
PHH
$2.81M 0.01%
198,966
-32,095
-14% -$628K
AGO icon
1580
Assured Guaranty
AGO
$3.79B
$2.81M 0.01%
112,289
+2,660
+2% +$66.9K
NDSN icon
1581
Nordson
NDSN
$16.9B
$2.81M 0.01%
44,564
-18,435
-29% -$1.3M
MMSI icon
1582
Merit Medical Systems
MMSI
$4.67B
$2.8M 0.01%
117,179
+33,487
+40% +$788K
GHI
1583
DELISTED
GLOBAL HIGH INCOME FUND INC.
GHI
$2.79M 0.01%
360,799
-25,538
-7% -$208K
MSTR icon
1584
Strategy Inc
MSTR
$35.1B
$2.77M 0.01%
140,990
-790
-0.6% -$15.7K
BOBE
1585
DELISTED
Bob Evans Farms, Inc.
BOBE
$2.77M 0.01%
63,900
+11,744
+23% +$556K
SSD icon
1586
Simpson Manufacturing
SSD
$8.16B
$2.77M 0.01%
82,672
-3,793
-4% -$132K
NPO icon
1587
Enpro
NPO
$6.63B
$2.77M 0.01%
70,650
-3,578
-5% -$174K
EXLS icon
1588
EXL Service
EXLS
$4.66B
$2.76M 0.01%
373,745
+114,795
+44% +$850K
B
1589
Barrick Mining
B
$61.5B
$2.76M 0.01%
433,726
+79,067
+22% +$595K
URBN icon
1590
Urban Outfitters
URBN
$6.44B
$2.76M 0.01%
93,866
+301
+0.3% +$9.67K
CRS icon
1591
Carpenter Technology
CRS
$27.8B
$2.76M 0.01%
92,584
-1,719
-2% -$62.6K
SHG icon
1592
Shinhan Financial Group
SHG
$32.8B
$2.75M 0.01%
79,015
-811
-1% -$28.1K
GOV
1593
DELISTED
Government Properties Income Trust
GOV
$2.75M 0.01%
171,883
+5,532
+3% +$93.7K
PSB
1594
DELISTED
PS Business Parks, Inc.
PSB
$2.75M 0.01%
34,596
-2,026
-6% -$153K
CKH
1595
DELISTED
Seacor Holdings Inc.
CKH
$2.75M 0.01%
47,464
-9,615
-17% -$591K
TS icon
1596
Tenaris
TS
$28.1B
$2.74M 0.01%
113,766
+36,670
+48% +$931K
TI.A
1597
DELISTED
Telecom Italia 10 Svg
TI.A
$2.74M 0.01%
267,598
-2,560
-0.9% -$26.6K
PKX icon
1598
POSCO
PKX
$15.5B
$2.74M 0.01%
78,242
+21,115
+37% +$864K
FUL icon
1599
H.B. Fuller
FUL
$3.07B
$2.74M 0.01%
80,614
-22,917
-22% -$863K
VKI icon
1600
Invesco Advantage Municipal Income Trust II
VKI
$398M
$2.74M 0.01%
241,090
+12,614
+6% +$140K
62 63
64
65 66

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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.