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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
RGR icon
1801
Sturm, Ruger & Co
RGR
$611M
$2.13M ﹤0.01%
36,253
+3,946
+12% +$236K
SAH icon
1802
Sonic Automotive
SAH
$3.31B
$2.13M ﹤0.01%
104,215
+2,054
+2% +$45.9K
ARCB icon
1803
ArcBest
ARCB
$3.33B
$2.13M ﹤0.01%
82,503
+4,356
+6% +$131K
OMCL icon
1804
Omnicell
OMCL
$1.96B
$2.12M ﹤0.01%
68,130
-9,311
-12% -$333K
SXC icon
1805
SunCoke Energy
SXC
$779M
$2.12M ﹤0.01%
272,350
+43,092
+19% +$480K
ICFI icon
1806
ICF International
ICFI
$1.51B
$2.12M ﹤0.01%
69,699
-114
-0.2% -$3.92K
KAI icon
1807
Kadant
KAI
$3.72B
$2.12M ﹤0.01%
54,294
-10,637
-16% -$468K
SCAI
1808
DELISTED
Surgical Care Affiliates, Inc.
SCAI
$2.12M ﹤0.01%
64,760
+23,431
+57% +$878K
IWO icon
1809
iShares Russell 2000 Growth ETF
IWO
$14.4B
$2.12M ﹤0.01%
15,797
+7,695
+95% +$1.14M
FFIC
1810
DELISTED
Flushing Financial
FFIC
$2.12M ﹤0.01%
105,622
+922
+0.9% +$18.9K
FIVE icon
1811
Five Below
FIVE
$11.5B
$2.12M ﹤0.01%
62,978
+3,525
+6% +$128K
TAL
1812
DELISTED
TAL INTERNATIONAL GROUP, INC.
TAL
$2.12M ﹤0.01%
154,716
+49,888
+48% +$1.05M
AVX
1813
DELISTED
AVX Corporation
AVX
$2.11M ﹤0.01%
161,089
+2,927
+2% +$38.1K
MBT
1814
DELISTED
Mobile TeleSystems Public Joint Stock Company American Depositary Shares (Each representing 2 Shares
MBT
$2.11M ﹤0.01%
291,795
+74,059
+34% +$578K
LBRDK icon
1815
Liberty Broadband Class C
LBRDK
$4.72B
$2.1M ﹤0.01%
41,132
+3,339
+9% +$178K
PTEN icon
1816
Patterson-UTI
PTEN
$3.48B
$2.1M ﹤0.01%
160,122
-129,483
-45% -$2.05M
PLUS icon
1817
ePlus
PLUS
$2.42B
$2.1M ﹤0.01%
106,364
+18,608
+21% +$357K
NWBI icon
1818
Northwest Bancshares
NWBI
$2.33B
$2.1M ﹤0.01%
161,516
-31,570
-16% -$403K
UNF icon
1819
Unifirst Corp
UNF
$5.43B
$2.1M ﹤0.01%
19,649
+1,360
+7% +$151K
TCF
1820
DELISTED
TCF Financial Corporation Common Stock
TCF
$2.1M ﹤0.01%
64,756
-8,488
-12% -$275K
ATI icon
1821
ATI
ATI
$25.5B
$2.09M ﹤0.01%
147,159
-82,969
-36% -$1.72M
ZSPH
1822
DELISTED
ZS PHARMA INC COMS TK (DE)
ZSPH
$2.08M ﹤0.01%
31,688
+19,147
+153% +$1.15M
POWI icon
1823
Power Integrations
POWI
$3.3B
$2.08M ﹤0.01%
98,496
-15,734
-14% -$315K
AMTG
1824
DELISTED
APOLLO RESIDENTIAL MTG INC COM STK
AMTG
$2.08M ﹤0.01%
164,099
-1,623
-1% -$23K
RYN icon
1825
Rayonier
RYN
$6.64B
$2.08M ﹤0.01%
103,622
-51,738
-33% -$1.12M
71 72
73
74 75

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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
AMP Capital Investors Sydney, Australia $2.37B AUM 23.59% 1-Year Est. Return

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.