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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
MSEX icon
2151
Middlesex Water
MSEX
$1.08B
$1.29M ﹤0.01%
54,301
+3,683
+7% +$84.5K
GTY
2152
Getty Realty Corp
GTY
$2.19B
$1.29M ﹤0.01%
82,861
-11,301
-12% -$181K
GOOD
2153
Gladstone Commercial Corp
GOOD
$627M
$1.29M ﹤0.01%
91,533
-5,561
-6% -$85.2K
EGOV
2154
DELISTED
NIC Inc
EGOV
$1.29M ﹤0.01%
72,905
+5,090
+8% +$93K
JTP
2155
DELISTED
NUVEEN QUALITY PFD INCOME FD
JTP
$1.29M ﹤0.01%
163,646
-76,242
-32% -$618K
MDC
2156
DELISTED
M.D.C. Holdings, Inc.
MDC
$1.29M ﹤0.01%
68,233
+9,138
+15% +$191K
ELLI
2157
DELISTED
Ellie Mae Inc
ELLI
$1.29M ﹤0.01%
19,319
+4,629
+32% +$342K
XPRO icon
2158
Expro Ltd
XPRO
$1.72B
$1.28M ﹤0.01%
13,914
+5,216
+60% +$508K
LBRDA icon
2159
Liberty Broadband Class A
LBRDA
$4.86B
$1.28M ﹤0.01%
24,870
-945
-4% -$51.1K
ZWS icon
2160
Zurn Elkay Water Solutions
ZWS
$8.68B
$1.28M ﹤0.01%
156,263
+10,752
+7% +$107K
QUAD icon
2161
Quad
QUAD
$483M
$1.28M ﹤0.01%
105,503
+25,807
+32% +$392K
AIRM
2162
DELISTED
Air Methods Corp
AIRM
$1.28M ﹤0.01%
37,451
-4,454
-11% -$172K
BBW icon
2163
Build-A-Bear
BBW
$443M
$1.27M ﹤0.01%
67,384
+455
+0.7% +$8.61K
TRGP icon
2164
Targa Resources
TRGP
$57.3B
$1.27M ﹤0.01%
24,697
-1,736
-7% -$127K
UI icon
2165
Ubiquiti
UI
$31.6B
$1.27M ﹤0.01%
37,528
+1,770
+5% +$59.3K
AL
2166
DELISTED
Air Lease Corp
AL
$1.27M ﹤0.01%
41,113
-3,686
-8% -$123K
TMHC
2167
DELISTED
Taylor Morrison
TMHC
$1.27M ﹤0.01%
68,060
-299
-0.4% -$5.91K
GLNG icon
2168
Golar LNG
GLNG
$4.94B
$1.27M ﹤0.01%
45,454
-5,141
-10% -$199K
SPXC icon
2169
SPX Corp
SPXC
$9.49B
$1.27M ﹤0.01%
106,255
-261,948
-71% -$4.02M
LPL icon
2170
LG Display
LPL
$2.79B
$1.27M ﹤0.01%
133,267
+43,174
+48% +$434K
MT icon
2171
ArcelorMittal
MT
$49.3B
$1.27M ﹤0.01%
107,507
-47,126
-30% -$874K
STC icon
2172
Stewart Information Services
STC
$2.14B
$1.26M ﹤0.01%
30,874
+19,401
+169% +$771K
GLF
2173
DELISTED
GulfMark Offshore, Inc. Common Stock
GLF
$1.26M ﹤0.01%
206,688
+51,208
+33% +$436K
SCNB
2174
DELISTED
Suffolk Bancorp
SCNB
$1.26M ﹤0.01%
46,188
-96
-0.2% -$2.64K
TLK icon
2175
Telkom Indonesia
TLK
$14.2B
$1.26M ﹤0.01%
70,642
-3,930
-5% -$79.5K
85 86
87
88 89

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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.