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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
RUSHA icon
1701
Rush Enterprises Class A
RUSHA
$6.13B
$2.41M ﹤0.01%
224,179
+4,241
+2% +$47.3K
ASB icon
1702
Associated Banc-Corp
ASB
$5.86B
$2.41M ﹤0.01%
133,874
-47,163
-26% -$899K
RBC icon
1703
RBC Bearings
RBC
$18.2B
$2.41M ﹤0.01%
40,274
+217
+0.5% +$14.1K
MTX icon
1704
Minerals Technologies
MTX
$2.33B
$2.4M ﹤0.01%
49,891
-8,959
-15% -$517K
NNI icon
1705
Nelnet
NNI
$4.92B
$2.4M ﹤0.01%
69,351
+16,275
+31% +$641K
ISCA
1706
DELISTED
International Speedway Corp
ISCA
$2.4M ﹤0.01%
75,640
+6,969
+10% +$232K
SSL icon
1707
Sasol
SSL
$7.03B
$2.39M ﹤0.01%
86,010
+26,531
+45% +$850K
CHRD icon
1708
Chord Energy
CHRD
$7.25B
$2.39M ﹤0.01%
275,580
+89,417
+48% +$936K
ARI
1709
Apollo Commercial Real Estate
ARI
$881M
$2.39M ﹤0.01%
152,155
-37,414
-20% -$623K
SNP
1710
DELISTED
CHINA PETROLEUM & CHEMICAL CORPORATION ADS (REP 100 ORDINARY H SHARES)
SNP
$2.39M ﹤0.01%
38,834
+2,071
+6% +$148K
BRSS
1711
DELISTED
Global Brass & Copper Hldgs, Inc
BRSS
$2.39M ﹤0.01%
116,368
+54,801
+89% +$1.01M
OGS icon
1712
ONE Gas
OGS
$5.06B
$2.39M ﹤0.01%
52,634
+3,557
+7% +$156K
JQC icon
1713
Nuveen Credit Strategies Income Fund
JQC
$702M
$2.38M ﹤0.01%
298,206
+86,348
+41% +$727K
HWC icon
1714
Hancock Whitney
HWC
$6.19B
$2.38M ﹤0.01%
87,958
-49,333
-36% -$1.4M
RNST icon
1715
Renasant Corp
RNST
$4.05B
$2.38M ﹤0.01%
72,384
-11,079
-13% -$356K
EVER
1716
DELISTED
Everbank Financial Corp
EVER
$2.38M ﹤0.01%
123,211
+2,815
+2% +$55.9K
IWD icon
1717
iShares Russell 1000 Value ETF
IWD
$82.2B
$2.38M ﹤0.01%
25,472
-1,895
-7% -$188K
BSFT
1718
DELISTED
BroadSoft, Inc.
BSFT
$2.37M ﹤0.01%
79,159
+2,327
+3% +$75.8K
CIE
1719
DELISTED
Cobalt International Energy, Inc
CIE
$2.36M ﹤0.01%
22,257
-18
-0.1% -$2.19K
BCH icon
1720
Banco de Chile
BCH
$20.4B
$2.36M ﹤0.01%
121,104
+11,918
+11% +$233K
PMT
1721
PennyMac Mortgage Investment
PMT
$854M
$2.36M ﹤0.01%
152,303
-7,547
-5% -$124K
AFAM
1722
DELISTED
Almost Family Inc
AFAM
$2.35M ﹤0.01%
58,801
+5,116
+10% +$228K
AZPN
1723
DELISTED
ASPEN TECHNOLOGY INC
AZPN
$2.35M ﹤0.01%
62,075
-13,481
-18% -$511K
ARIA
1724
DELISTED
Ariad Pharmaceuticals Inc
ARIA
$2.35M ﹤0.01%
402,812
-7,466
-2% -$57.5K
HEDJ icon
1725
WisdomTree Europe Hedged Equity Fund
HEDJ
$1.83B
$2.35M ﹤0.01%
86,030
-625,620
-88% -$18.8M
67 68
69
70 71

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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.