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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
BUSE icon
2226
First Busey Corp
BUSE
$2.56B
$1.16M ﹤0.01%
58,296
+1,014
+2% +$19.5K
CNXN icon
2227
PC Connection
CNXN
$2.1B
$1.15M ﹤0.01%
55,514
-291
-0.5% -$6.34K
TBNK
2228
DELISTED
Territorial Bancorp Inc.
TBNK
$1.15M ﹤0.01%
44,138
-4,106
-9% -$105K
LSCC icon
2229
Lattice Semiconductor
LSCC
$17B
$1.15M ﹤0.01%
297,546
-122,321
-29% -$563K
OTTR icon
2230
Otter Tail
OTTR
$3.93B
$1.14M ﹤0.01%
43,821
+13,542
+45% +$358K
MTH icon
2231
Meritage Homes
MTH
$4.89B
$1.14M ﹤0.01%
62,358
+14,894
+31% +$320K
VRA icon
2232
Vera Bradley
VRA
$104M
$1.14M ﹤0.01%
90,318
+32,813
+57% +$381K
PAC icon
2233
Grupo Aeroportuario del Pacifico
PAC
$12.9B
$1.14M ﹤0.01%
13,107
+1,130
+9% +$90.8K
XOXO
2234
DELISTED
Xo Group Inc
XOXO
$1.14M ﹤0.01%
80,441
+205
+0.3% +$3.08K
PRSU
2235
Pursuit Attractions and Hospitality Inc
PRSU
$1.48B
$1.14M ﹤0.01%
39,176
-8,020
-17% -$222K
HCKT icon
2236
Hackett Group
HCKT
$266M
$1.13M ﹤0.01%
82,496
+16,537
+25% +$227K
LDRH
2237
DELISTED
LDR HOLDINGS CORP COM STK
LDRH
$1.13M ﹤0.01%
32,835
-1,009
-3% -$41.2K
EXEL icon
2238
Exelixis
EXEL
$14.2B
$1.13M ﹤0.01%
201,591
+59,806
+42% +$325K
SHOE
2239
Shoe Station Group
SHOE
$431M
$1.13M ﹤0.01%
95,058
+20,174
+27% +$269K
CTCT
2240
DELISTED
CONSTANT CONTACT, INC COM
CTCT
$1.13M ﹤0.01%
46,487
-12,046
-21% -$315K
TBHC
2241
DELISTED
The Brand House Collective
TBHC
$1.13M ﹤0.01%
52,287
-2,088
-4% -$52.4K
TYPE
2242
DELISTED
Monotype Imaging Holdings Inc.
TYPE
$1.13M ﹤0.01%
51,594
+72
+0.1% +$1.65K
KCLI
2243
DELISTED
KANSAS CITY LIFE INS CO NEW (MO)
KCLI
$1.12M ﹤0.01%
23,929
+2,807
+13% +$130K
CDE icon
2244
Coeur Mining
CDE
$15.4B
$1.12M ﹤0.01%
396,785
-203,027
-34% -$738K
MTSI icon
2245
MACOM Technology Solutions
MTSI
$19B
$1.12M ﹤0.01%
38,585
+12,739
+49% +$402K
BLOX
2246
DELISTED
Infoblox Inc
BLOX
$1.12M ﹤0.01%
69,910
-50,705
-42% -$1.11M
BF.A icon
2247
Brown-Forman Class A
BF.A
$13.4B
$1.12M ﹤0.01%
26,075
+545
+2% +$24.5K
SFM icon
2248
Sprouts Farmers Market
SFM
$7.31B
$1.11M ﹤0.01%
52,824
+19,955
+61% +$458K
AJRD
2249
DELISTED
Aerojet Rocketdyne Holdings
AJRD
$1.11M ﹤0.01%
68,887
+705
+1% +$15.1K
AROW icon
2250
Arrow Financial
AROW
$664M
$1.11M ﹤0.01%
52,745
-8,847
-14% -$187K
88 89
90
91 92

Similar funds

NIPH
NN Investment Partners Holdings The Hague, Netherlands $18.6B AUM 18.31% 1-Year Est. Return
AF
Amalgamated Financial New York $12.6B AUM
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
Barrett Asset Management New York $2.39B AUM 14.06% 1-Year Est. Return
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.