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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
BCPC
1626
Balchem Corp
BCPC
$5.33B
$2.66M 0.01%
43,701
+6,010
+16% +$348K
PLAB icon
1627
Photronics
PLAB
$1.72B
$2.65M 0.01%
293,065
+10,947
+4% +$96.1K
NM
1628
DELISTED
Navios Maritime Holdings Inc.
NM
$2.65M 0.01%
106,595
+9,133
+9% +$298K
ASNA
1629
DELISTED
Ascena Retail Group, Inc.
ASNA
$2.65M 0.01%
9,533
+1,282
+16% +$335K
MIN
1630
Aberdeen Intermediate Income Fund
MIN
$273M
$2.64M 0.01%
580,997
-88,547
-13% -$405K
AYR
1631
DELISTED
Aircastle Ltd
AYR
$2.64M 0.01%
128,217
-43,793
-25% -$962K
SONC
1632
DELISTED
Sonic Corp
SONC
$2.64M 0.01%
115,065
-42,256
-27% -$1.17M
LOPE icon
1633
Grand Canyon Education
LOPE
$3.99B
$2.63M 0.01%
69,353
+21,885
+46% +$879K
BLD
1634
DELISTED
TopBuild
BLD
$2.63M 0.01%
+85,055
New +$2.63M
WCC
1635
WESCO International
WCC
$16.1B
$2.63M 0.01%
56,600
-2,886
-5% -$167K
AFSI
1636
DELISTED
AmTrust Financial Services, Inc.
AFSI
$2.63M 0.01%
83,474
-1,966
-2% -$62.3K
EPE
1637
DELISTED
EP Energy Corporation
EPE
$2.63M 0.01%
658,344
+523,846
+389% +$3.96M
REMY
1638
DELISTED
REMY INTL INC NEW COMMON
REMY
$2.62M 0.01%
89,701
+14,400
+19% +$410K
PCY icon
1639
Invesco Emerging Markets Sovereign Debt ETF
PCY
$1.39B
$2.62M 0.01%
95,520
-41,595
-30% -$1.15M
BRX icon
1640
Brixmor Property Group
BRX
$9.77B
$2.62M 0.01%
111,532
-4,898
-4% -$117K
UE icon
1641
Urban Edge Properties
UE
$2.92B
$2.62M 0.01%
121,321
-4,635
-4% -$99.1K
CTLT
1642
DELISTED
CATALENT, INC.
CTLT
$2.62M 0.01%
107,682
+10,722
+11% +$325K
TRMB icon
1643
Trimble
TRMB
$13.6B
$2.62M 0.01%
159,302
+3,206
+2% +$64.7K
LGF
1644
DELISTED
Lions Gate Entertainment
LGF
$2.61M 0.01%
71,018
+697
+1% +$26.3K
CVSA
1645
Covista Inc
CVSA
$4.3B
$2.6M 0.01%
95,678
-3,147
-3% -$89.4K
TTEC icon
1646
TTEC Holdings
TTEC
$119M
$2.6M 0.01%
96,976
+4,137
+4% +$113K
WOR icon
1647
Worthington Enterprises
WOR
$2.82B
$2.6M 0.01%
159,060
-14,377
-8% -$234K
GNCMA
1648
DELISTED
GCI Liberty, Inc. Class A-1 Common Stock
GNCMA
$2.6M 0.01%
150,340
+2,851
+2% +$50.1K
CBU icon
1649
Community Bank
CBU
$3.4B
$2.59M 0.01%
69,740
-3,963
-5% -$147K
SAFT icon
1650
Safety Insurance
SAFT
$1.51B
$2.59M 0.01%
47,854
+1,032
+2% +$57.5K
64 65
66
67 68

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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.