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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
HAPN
2701
Happen Inc
HAPN
$2.16B
$521K ﹤0.01%
7,872
+3,611
+85% +$245K
VRN
2702
DELISTED
Veren
VRN
$521K ﹤0.01%
45,575
+22,648
+99% +$318K
EBSB
2703
DELISTED
Meridian Bancorp, Inc.
EBSB
$521K ﹤0.01%
38,133
-19,891
-34% -$260K
JOE icon
2704
St. Joe Company
JOE
$3.63B
$520K ﹤0.01%
27,202
+6,756
+33% +$115K
SPWH icon
2705
Sportsman's Warehouse
SPWH
$44.5M
$520K ﹤0.01%
42,171
+15,429
+58% +$192K
GORO icon
2706
Goldgroup Mining Inc.
GORO
$152M
$516K ﹤0.01%
203,910
+29,831
+17% +$71.1K
CSBK
2707
DELISTED
Clifton Bancorp Inc.
CSBK
$516K ﹤0.01%
37,193
+4,364
+13% +$60.7K
CHUY
2708
DELISTED
Chuy's Holdings, Inc. Common Stock
CHUY
$515K ﹤0.01%
18,121
-8,591
-32% -$255K
CVEO icon
2709
Civeo
CVEO
$376M
$513K ﹤0.01%
28,869
-16,022
-36% -$381K
PEBO icon
2710
Peoples Bancorp
PEBO
$1.51B
$513K ﹤0.01%
24,687
-2,605
-10% -$57K
VVX icon
2711
V2X
VVX
$2.83B
$512K ﹤0.01%
23,215
-33,489
-59% -$811K
GPT
2712
DELISTED
Gramercy Property Trust
GPT
$510K ﹤0.01%
8,184
-3,062
-27% -$212K
ININ
2713
DELISTED
Interactive Intelligence Group, inc.
ININ
$510K ﹤0.01%
17,152
-9,890
-37% -$378K
CVO
2714
DELISTED
Cenevo, Inc.
CVO
$509K ﹤0.01%
33,816
-790
-2% -$11.2K
EZU icon
2715
iShare MSCI Eurozone ETF
EZU
$9.45B
$508K ﹤0.01%
14,788
-5,640
-28% -$209K
W icon
2716
Wayfair
W
$12.3B
$508K ﹤0.01%
14,488
-499
-3% -$19.1K
GEL icon
2717
Genesis Energy
GEL
$1.81B
$507K ﹤0.01%
13,226
-428
-3% -$18.5K
FORM icon
2718
FormFactor
FORM
$6.87B
$505K ﹤0.01%
74,507
+171
+0.2% +$1.19K
TBRG
2719
DELISTED
TruBridge
TBRG
$502K ﹤0.01%
11,923
+1,586
+15% +$76.5K
SEMG
2720
DELISTED
SEMGROUP CORPORATION
SEMG
$501K ﹤0.01%
11,598
-29,930
-72% -$1.81M
ASR icon
2721
Grupo Aeroportuario del Sureste
ASR
$8.23B
$499K ﹤0.01%
3,276
+1,697
+107% +$253K
SFS
2722
DELISTED
Smart & Final Stores, Inc.
SFS
$498K ﹤0.01%
+31,721
New +$529K
ECPG icon
2723
Encore Capital Group
ECPG
$2.06B
$497K ﹤0.01%
13,442
-33,501
-71% -$1.37M
SHOS
2724
DELISTED
Sears Hometown and Outlet Stores, Inc.
SHOS
$497K ﹤0.01%
62,078
+1,543
+3% +$12.5K
CLNE icon
2725
Clean Energy Fuels
CLNE
$425M
$496K ﹤0.01%
110,298
-18,780
-15% -$97.4K
107 108
109
110 111

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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.