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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
TMP icon
1951
Tompkins Financial
TMP
$1.45B
$1.73M ﹤0.01%
32,427
+625
+2% +$33.3K
ROIC
1952
DELISTED
Retail Opportunity Investments Corp.
ROIC
$1.73M ﹤0.01%
104,579
+10,725
+11% +$177K
UTIW
1953
DELISTED
UTI WORLDWIDE INC
UTIW
$1.73M ﹤0.01%
376,876
+116,980
+45% +$869K
CHA
1954
DELISTED
China Telecom Corporation, LTD
CHA
$1.73M ﹤0.01%
35,553
+10,889
+44% +$586K
THRM icon
1955
Gentherm
THRM
$1.29B
$1.73M ﹤0.01%
38,394
-8,680
-18% -$416K
TPH
1956
DELISTED
Tri Pointe Homes
TPH
$1.73M ﹤0.01%
131,813
+15,619
+13% +$226K
WTI icon
1957
W&T Offshore
WTI
$473M
$1.73M ﹤0.01%
574,870
+269,700
+88% +$1M
TVTY
1958
DELISTED
Tivity Health, Inc. Common Stock
TVTY
$1.72M ﹤0.01%
155,043
+760
+0.5% +$9.29K
GBCI icon
1959
Glacier Bancorp
GBCI
$6.45B
$1.72M ﹤0.01%
65,276
-3,065
-4% -$84.3K
COR
1960
DELISTED
Coresite Realty Corporation
COR
$1.72M ﹤0.01%
33,480
+9,398
+39% +$463K
ASTE icon
1961
Astec Industries
ASTE
$1.26B
$1.72M ﹤0.01%
51,255
+2,483
+5% +$94.3K
HSII
1962
DELISTED
Heidrick & Struggles
HSII
$1.71M ﹤0.01%
88,116
-4,106
-4% -$88.6K
EBIX
1963
DELISTED
Ebix Inc
EBIX
$1.71M ﹤0.01%
68,659
+2,957
+5% +$87.6K
ASRT
1964
DELISTED
Assertio
ASRT
$1.71M ﹤0.01%
1,515
+51
+3% +$87.1K
NEWP
1965
DELISTED
NEWPORT CORP
NEWP
$1.71M ﹤0.01%
124,584
+439
+0.4% +$6.9K
MYRG icon
1966
MYR Group
MYRG
$5.31B
$1.71M ﹤0.01%
65,313
+3,666
+6% +$106K
ENS icon
1967
EnerSys
ENS
$6.69B
$1.71M ﹤0.01%
31,856
-16,078
-34% -$928K
SCL icon
1968
Stepan Co
SCL
$1.32B
$1.71M ﹤0.01%
40,981
-1,459
-3% -$67.9K
DNOW icon
1969
DNOW Inc
DNOW
$2.53B
$1.7M ﹤0.01%
115,025
+13,693
+14% +$238K
GLD icon
1970
SPDR Gold Trust
GLD
$131B
$1.7M ﹤0.01%
15,894
-44,412
-74% -$4.79M
CVE icon
1971
Cenovus Energy
CVE
$51.6B
$1.7M ﹤0.01%
111,786
+38,479
+52% +$543K
AVD icon
1972
American Vanguard Corp
AVD
$74.1M
$1.69M ﹤0.01%
146,543
+75,638
+107% +$928K
FSP
1973
Franklin Street Properties
FSP
$50.1M
$1.69M ﹤0.01%
157,615
-44,785
-22% -$500K
PTR
1974
DELISTED
PETROCHINA COMPANY LIMITED ADS (REP 100 H SHARES)
PTR
$1.69M ﹤0.01%
24,239
-1,577
-6% -$141K
KRA
1975
DELISTED
Kraton Corporation
KRA
$1.69M ﹤0.01%
94,169
+1,645
+2% +$34.8K
77 78
79
80 81

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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.