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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
SFL icon
2301
SFL Corp
SFL
$1.61B
$1.04M ﹤0.01%
64,063
+9,511
+17% +$155K
THFF icon
2302
First Financial Corp
THFF
$950M
$1.04M ﹤0.01%
32,092
-1,304
-4% -$43.7K
HTH icon
2303
Hilltop Holdings
HTH
$2.28B
$1.04M ﹤0.01%
52,285
+14,009
+37% +$300K
FNGN
2304
DELISTED
Financial Engines, Inc.
FNGN
$1.03M ﹤0.01%
35,094
-27,422
-44% -$1.02M
HMSY
2305
DELISTED
HMS Holdings Corp.
HMSY
$1.03M ﹤0.01%
117,347
+61,614
+111% +$687K
AVID
2306
DELISTED
Avid Technology Inc
AVID
$1.03M ﹤0.01%
129,150
+55,576
+76% +$571K
ICL icon
2307
ICL Group
ICL
$6.76B
$1.03M ﹤0.01%
200,472
+32,922
+20% +$206K
AMD icon
2308
Advanced Micro Devices
AMD
$741B
$1.02M ﹤0.01%
595,311
-467,238
-44% -$879K
BLT
2309
DELISTED
BLOUNT INTERNATIONAL (NEW)
BLT
$1.02M ﹤0.01%
183,663
-41,270
-18% -$304K
KTOS icon
2310
Kratos Defense & Security Solutions
KTOS
$9.12B
$1.02M ﹤0.01%
242,128
+75,234
+45% +$379K
FFIN icon
2311
First Financial Bankshares
FFIN
$5.05B
$1.02M ﹤0.01%
64,268
-3,096
-5% -$50.3K
VCO
2312
DELISTED
Vina Concha Y Toro 50 Shrs
VCO
$1.02M ﹤0.01%
30,742
-5,177
-14% -$172K
EPIQ
2313
DELISTED
EPIQ SYSTEMS INC
EPIQ
$1.02M ﹤0.01%
79,017
-3,206
-4% -$46.5K
MED icon
2314
Medifast
MED
$108M
$1.02M ﹤0.01%
37,886
-2,544
-6% -$74.1K
FORR icon
2315
Forrester Research
FORR
$200M
$1.02M ﹤0.01%
32,344
-983
-3% -$32.5K
MHO icon
2316
M/I Homes
MHO
$3.89B
$1.01M ﹤0.01%
42,941
+27,360
+176% +$679K
UNTD
2317
DELISTED
UNITED ONLINE INC COM NEW
UNTD
$1.01M ﹤0.01%
101,297
-59,187
-37% -$749K
TCS
2318
DELISTED
THE CONTAINER STORE GROUP, INC.
TCS
$1.01M ﹤0.01%
4,793
+2,099
+78% +$532K
BGY icon
2319
BlackRock Enhanced International Dividend Trust
BGY
$513M
$1.01M ﹤0.01%
166,507
-96,151
-37% -$650K
PRDO icon
2320
Perdoceo Education
PRDO
$2.06B
$1.01M ﹤0.01%
268,927
-62,704
-19% -$228K
GSIG
2321
DELISTED
GSI GROUP INC COM STK (CDA)
GSIG
$1.01M ﹤0.01%
79,400
+674
+0.9% +$9.11K
MYE icon
2322
Myers Industries
MYE
$1.26B
$1.01M ﹤0.01%
75,118
+4,530
+6% +$68.2K
NFBK
2323
DELISTED
Northfield Bancorp
NFBK
$1M ﹤0.01%
66,035
+18,867
+40% +$286K
PBA icon
2324
Pembina Pipeline
PBA
$29B
$1M ﹤0.01%
41,674
+12,661
+44% +$354K
IBOC icon
2325
International Bancshares
IBOC
$4.83B
$1M ﹤0.01%
39,947
+2,869
+8% +$75K
91 92
93
94 95

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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.