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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
EFSC icon
2401
Enterprise Financial Services Corp
EFSC
$2.44B
$891K ﹤0.01%
35,395
-716
-2% -$17.2K
BW icon
2402
Babcock & Wilcox
BW
$1.31B
$890K ﹤0.01%
+5,298
New +$978K
KG
2403
Kestrel Group
KG
$68M
$890K ﹤0.01%
3,205
+124
+4% +$38K
UHT
2404
Universal Health Realty Income Trust
UHT
$627M
$886K ﹤0.01%
18,867
+570
+3% +$27.1K
BEAT
2405
DELISTED
BioTelemetry, Inc.
BEAT
$886K ﹤0.01%
72,351
-67,364
-48% -$859K
CYNO
2406
DELISTED
Cynosure, Inc. Class A
CYNO
$885K ﹤0.01%
29,468
+12,009
+69% +$432K
IMS
2407
DELISTED
IMS HEALTH HLDGS INC COM STK (DE)
IMS
$883K ﹤0.01%
30,338
+8,830
+41% +$271K
SB icon
2408
Safe Bulkers
SB
$761M
$882K ﹤0.01%
319,651
-2,471
-0.8% -$8.22K
AMWD
2409
DELISTED
American Woodmark
AMWD
$881K ﹤0.01%
13,575
+7,428
+121% +$470K
VTOL icon
2410
Bristow Group
VTOL
$1.34B
$881K ﹤0.01%
29,419
+2,626
+10% +$90.9K
MCF
2411
DELISTED
Contango Oil & Gas Co.
MCF
$881K ﹤0.01%
115,963
+55,326
+91% +$513K
FLWS icon
2412
1-800-Flowers.com
FLWS
$254M
$879K ﹤0.01%
96,545
+1,770
+2% +$16.8K
MODV
2413
DELISTED
ModivCare
MODV
$878K ﹤0.01%
20,157
-498
-2% -$22.8K
CHFN
2414
DELISTED
Charter Financial Corp
CHFN
$874K ﹤0.01%
68,898
+10,994
+19% +$136K
TNK icon
2415
Teekay Tankers
TNK
$2.66B
$871K ﹤0.01%
15,785
-3,289
-17% -$178K
KYTH
2416
DELISTED
KYTHERA BIOPHARMACEUTICALS, INC COM
KYTH
$871K ﹤0.01%
11,621
-1,680
-13% -$125K
SRCI
2417
DELISTED
SRC Energy Inc
SRCI
$866K ﹤0.01%
88,406
+50,006
+130% +$510K
BGC
2418
DELISTED
General Cable Corporation
BGC
$865K ﹤0.01%
72,726
-56,321
-44% -$878K
METR
2419
DELISTED
METRO BANCORP, INC COMMON STOCK
METR
$864K ﹤0.01%
29,401
-5,360
-15% -$150K
ECHO
2420
DELISTED
Echo Global Logistics, Inc.
ECHO
$863K ﹤0.01%
44,049
+2,291
+5% +$61.2K
MKTO
2421
DELISTED
MARKETO INC COM STK (DE)
MKTO
$863K ﹤0.01%
30,355
-14,641
-33% -$413K
ARC
2422
DELISTED
ARC Document Solutions, Inc.
ARC
$863K ﹤0.01%
144,972
-24,546
-14% -$166K
EVRI
2423
DELISTED
Everi Holdings
EVRI
$862K ﹤0.01%
168,108
-1,161
-0.7% -$6.66K
IDE
2424
Voya Infrastructure, Industrials and Materials Fund
IDE
$199M
$862K ﹤0.01%
70,306
+48,002
+215% +$638K
BRS
2425
DELISTED
Bristow Group, Inc.
BRS
$861K ﹤0.01%
32,913
-5,955
-15% -$238K
95 96
97
98 99

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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.