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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
BMI icon
1976
Badger Meter
BMI
$3.82B
$1.68M ﹤0.01%
57,880
+31,760
+122% +$941K
GOLD
1977
DELISTED
Randgold Resources Ltd
GOLD
$1.68M ﹤0.01%
28,618
-2,018
-7% -$122K
HYI
1978
Western Asset High Yield Opportunity Fund Inc
HYI
$133M
$1.68M ﹤0.01%
119,844
+821
+0.7% +$12K
AXTA icon
1979
Axalta
AXTA
$7.5B
$1.68M ﹤0.01%
66,092
+30,013
+83% +$892K
SSP icon
1980
E.W. Scripps
SSP
$269M
$1.67M ﹤0.01%
94,757
-14,650
-13% -$284K
CUB
1981
DELISTED
Cubic Corporation
CUB
$1.67M ﹤0.01%
39,883
-359
-0.9% -$15.5K
QIHU
1982
DELISTED
QIHOO 360 TECHNOLOGY CO LTD ADS RPSTG 3 CL A SHS
QIHU
$1.66M ﹤0.01%
34,776
+869
+3% +$48.9K
RDC
1983
DELISTED
Rowan Companies Plc
RDC
$1.66M ﹤0.01%
102,819
+18,346
+22% +$320K
JFR icon
1984
Nuveen Floating Rate Income Fund
JFR
$1.23B
$1.66M ﹤0.01%
164,885
-8,201
-5% -$85.8K
FET icon
1985
Forum Energy Technologies
FET
$578M
$1.66M ﹤0.01%
6,778
+1,907
+39% +$584K
KELYA icon
1986
Kelly Services Class A
KELYA
$560M
$1.66M ﹤0.01%
117,071
-18,162
-13% -$265K
AMAG
1987
DELISTED
AMAG Pharmaceuticals
AMAG
$1.64M ﹤0.01%
41,199
+3,865
+10% +$240K
VRTV
1988
DELISTED
VERITIV CORPORATION
VRTV
$1.64M ﹤0.01%
43,917
+15,388
+54% +$564K
CCRN
1989
DELISTED
Cross Country Healthcare
CCRN
$1.63M ﹤0.01%
119,873
+22,761
+23% +$309K
MENT
1990
DELISTED
Mentor Graphics Corp
MENT
$1.63M ﹤0.01%
66,235
-949
-1% -$24.2K
RSO
1991
DELISTED
Resource Capital Corp.
RSO
$1.63M ﹤0.01%
145,921
+32,053
+28% +$433K
ESND
1992
DELISTED
Essendant Inc.
ESND
$1.63M ﹤0.01%
50,208
-40,577
-45% -$1.44M
MCS icon
1993
Marcus Corp
MCS
$766M
$1.63M ﹤0.01%
84,105
+1,221
+1% +$23.9K
UIS icon
1994
Unisys
UIS
$249M
$1.63M ﹤0.01%
136,680
-8,625
-6% -$133K
XRM
1995
DELISTED
Xerium Technologies Inc (new)
XRM
$1.63M ﹤0.01%
125,177
-8,873
-7% -$132K
HTO
1996
H2O America
HTO
$2.68B
$1.62M ﹤0.01%
52,821
+7,785
+17% +$231K
SLF icon
1997
Sun Life Financial
SLF
$45.8B
$1.62M ﹤0.01%
50,147
+12,178
+32% +$395K
TRST
1998
Trustco Bank Corp NY
TRST
$981M
$1.61M ﹤0.01%
55,251
-2,694
-5% -$83.8K
YDKN
1999
DELISTED
Yadkin Financial Corporation
YDKN
$1.61M ﹤0.01%
82,579
+48,972
+146% +$1.04M
APOG icon
2000
Apogee Enterprises
APOG
$849M
$1.61M ﹤0.01%
36,009
+6,252
+21% +$327K
78 79
80
81 82

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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.