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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
DXLG icon
2351
Destination XL Group
DXLG
$34.3M
$964K ﹤0.01%
165,964
+3,102
+2% +$16.5K
ROCK icon
2352
Gibraltar Industries
ROCK
$1.39B
$963K ﹤0.01%
52,501
-12,412
-19% -$227K
SRDX
2353
DELISTED
Surmodics
SRDX
$963K ﹤0.01%
44,111
+940
+2% +$22.1K
AZZ icon
2354
AZZ Inc
AZZ
$4.41B
$962K ﹤0.01%
19,767
+1,172
+6% +$60.2K
ENSG icon
2355
The Ensign Group
ENSG
$10.7B
$960K ﹤0.01%
48,148
-15,030
-24% -$345K
LNN icon
2356
Lindsay Corp
LNN
$1.17B
$957K ﹤0.01%
14,123
-1,079
-7% -$85.5K
MSD
2357
Morgan Stanley Emerging Markets Debt Fund
MSD
$148M
$956K ﹤0.01%
114,805
+7,758
+7% +$67.5K
FRAN
2358
DELISTED
Francesca's Holdings Corporation
FRAN
$954K ﹤0.01%
6,498
+1,303
+25% +$189K
MGI
2359
DELISTED
MoneyGram International, Inc. New
MGI
$953K ﹤0.01%
118,801
+21,854
+23% +$194K
JGBD
2360
DELISTED
DB 3X INVERSE JAPANESE GOVT BD FUT NT 11/30/2021
JGBD
$953K ﹤0.01%
65,804
+8,863
+16% +$133K
ATW
2361
DELISTED
Atwood Oceanics
ATW
$952K ﹤0.01%
64,312
-52,099
-45% -$1.02M
PGRE
2362
DELISTED
Paramount Group
PGRE
$951K ﹤0.01%
56,635
+13,643
+32% +$236K
MESG
2363
DELISTED
XURA INC COM (DE)
MESG
$951K ﹤0.01%
42,486
+13,071
+44% +$262K
ENVA icon
2364
Enova International
ENVA
$6.2B
$948K ﹤0.01%
92,740
+41,743
+82% +$602K
FARO
2365
DELISTED
Faro Technologies
FARO
$946K ﹤0.01%
27,037
+487
+2% +$19.2K
CKP
2366
DELISTED
CHECKPOINT SYSTEMS INC
CKP
$943K ﹤0.01%
130,031
+37,980
+41% +$317K
ELP
2367
DELISTED
Companhia Paranaense de Energia (COPEL)
ELP
$942K ﹤0.01%
286,795
+37,352
+15% +$139K
FCNCA icon
2368
First Citizens BancShares
FCNCA
$25B
$942K ﹤0.01%
4,166
-514
-11% -$126K
MCHI icon
2369
iShares MSCI China ETF
MCHI
$6.16B
$941K ﹤0.01%
+21,470
New +$1.03M
KBH icon
2370
KB Home
KBH
$3.54B
$939K ﹤0.01%
69,287
-32,550
-32% -$497K
PKE icon
2371
Park Aerospace
PKE
$747M
$939K ﹤0.01%
53,370
+15,138
+40% +$268K
X
2372
DELISTED
US Steel
X
$939K ﹤0.01%
90,105
-93,720
-51% -$1.57M
CUZ icon
2373
Cousins Properties
CUZ
$5.22B
$938K ﹤0.01%
36,057
-15,869
-31% -$438K
VEEV icon
2374
Veeva Systems
VEEV
$32.7B
$938K ﹤0.01%
40,074
-68,475
-63% -$1.78M
PHI icon
2375
PLDT
PHI
$4.32B
$932K ﹤0.01%
20,185
-2,365
-10% -$134K
93 94
95
96 97

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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.