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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
WST icon
1851
West Pharmaceutical
WST
$23.7B
$2M ﹤0.01%
36,883
-14,722
-29% -$858K
USG
1852
DELISTED
Usg
USG
$1.99M ﹤0.01%
74,859
-20,041
-21% -$588K
SPOK icon
1853
Spok Holdings
SPOK
$228M
$1.98M ﹤0.01%
120,203
-712
-0.6% -$11.8K
TREE icon
1854
LendingTree
TREE
$572M
$1.98M ﹤0.01%
21,260
-4,488
-17% -$454K
AZTA icon
1855
Azenta
AZTA
$1.33B
$1.98M ﹤0.01%
168,825
-4,066
-2% -$43.8K
AWAY
1856
DELISTED
HOMEAWAY INC COM
AWAY
$1.97M ﹤0.01%
74,360
-12,698
-15% -$374K
RSX
1857
DELISTED
VanEck Russia ETF
RSX
$1.97M ﹤0.01%
125,650
– –
INDB icon
1858
Independent Bank
INDB
$4.1B
$1.97M ﹤0.01%
42,758
-14,971
-26% -$699K
MLKN icon
1859
MillerKnoll
MLKN
$1.61B
$1.97M ﹤0.01%
68,232
-25,809
-27% -$726K
BBT
1860
Beacon Financial Corp
BBT
$2.51B
$1.97M ﹤0.01%
71,385
+19,878
+39% +$562K
SID icon
1861
Companhia Siderúrgica Nacional
SID
$1.46B
$1.96M ﹤0.01%
2,047,147
+276,694
+16% +$322K
DRH icon
1862
Diamondrock Hospitality Co
DRH
$2.67B
$1.96M ﹤0.01%
177,362
-188,782
-52% -$2.32M
PNFP icon
1863
Pinnacle Financial Partners Inc
PNFP
$15.9B
$1.96M ﹤0.01%
39,624
-5,231
-12% -$265K
TCBI icon
1864
Texas Capital Bancshares
TCBI
$4.29B
$1.96M ﹤0.01%
37,315
-248
-0.7% -$13.9K
UFPI icon
1865
UFP Industries
UFPI
$5.14B
$1.96M ﹤0.01%
101,727
+13,875
+16% +$276K
IPHI
1866
DELISTED
INPHI CORPORATION
IPHI
$1.95M ﹤0.01%
81,253
+24,166
+42% +$554K
BKD icon
1867
Brookdale Senior Living
BKD
$3.67B
$1.95M ﹤0.01%
85,032
-42,512
-33% -$1.26M
KRG icon
1868
Kite Realty
KRG
$5.91B
$1.95M ﹤0.01%
81,941
-31,133
-28% -$778K
AFFX
1869
DELISTED
Affymetrix Inc
AFFX
$1.95M ﹤0.01%
228,106
-15,448
-6% -$154K
PKD
1870
DELISTED
Parker Drilling Company
PKD
$1.95M ﹤0.01%
49,365
+2,668
+6% +$113K
SUNE
1871
DELISTED
SUNEDISON, INC COM
SUNE
$1.95M ﹤0.01%
271,232
-201,509
-43% -$3.61M
FTD
1872
DELISTED
FTD Companies, Inc. Common Stock
FTD
$1.95M ﹤0.01%
65,252
+19,742
+43% +$582K
TAST
1873
DELISTED
Carrols Restaurant Group, Inc.
TAST
$1.94M ﹤0.01%
163,254
+6,960
+4% +$82.8K
GTLS
1874
DELISTED
Chart Industries
GTLS
$1.94M ﹤0.01%
100,709
+19,724
+24% +$520K
EXPO icon
1875
Exponent
EXPO
$3.15B
$1.93M ﹤0.01%
86,592
-13,250
-13% -$292K
73 74
75
76 77

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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.