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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
MBVT
2801
DELISTED
Merchants Bancshares Inc
MBVT
$425K ﹤0.01%
14,470
-2,461
-15% -$74.2K
CCG
2802
DELISTED
CAMPUS CREST COMMUNITIES INC COM STK (MD)
CCG
$424K ﹤0.01%
79,653
-10,705
-12% -$58.8K
PSTB
2803
DELISTED
Park Sterling Corp.
PSTB
$421K ﹤0.01%
61,877
-41,389
-40% -$294K
OKSB
2804
DELISTED
Southwest Bancorp Inc/OK
OKSB
$421K ﹤0.01%
25,651
-40,841
-61% -$702K
QTWO icon
2805
Q2 Holdings
QTWO
$3.64B
$419K ﹤0.01%
+16,965
New +$469K
ALR
2806
DELISTED
AlerisLife Inc
ALR
$419K ﹤0.01%
13,567
+1,392
+11% +$52.8K
INVN
2807
DELISTED
Invensense Inc
INVN
$419K ﹤0.01%
45,061
-30,579
-40% -$343K
PFBC icon
2808
Preferred Bank
PFBC
$1.23B
$418K ﹤0.01%
13,221
+11
+0.1% +$338
TSE
2809
DELISTED
Trinseo
TSE
$417K ﹤0.01%
16,500
+8,234
+100% +$220K
BEL
2810
DELISTED
Belmond Ltd.
BEL
$417K ﹤0.01%
41,242
+76
+0.2% +$873
NVRO
2811
DELISTED
NEVRO CORP.
NVRO
$416K ﹤0.01%
14,374
+6,212
+76% +$301K
MWA icon
2812
Mueller Water Products
MWA
$3.94B
$415K ﹤0.01%
54,190
-109,919
-67% -$941K
DEL
2813
DELISTED
Deltic Timber
DEL
$415K ﹤0.01%
6,944
+755
+12% +$48.3K
FC icon
2814
Franklin Covey
FC
$245M
$414K ﹤0.01%
25,759
-3,259
-11% -$56.2K
WGO icon
2815
Winnebago Industries
WGO
$879M
$414K ﹤0.01%
21,629
-404
-2% -$8.56K
BB icon
2816
BlackBerry
BB
$4.93B
$413K ﹤0.01%
67,327
+22,832
+51% +$170K
CJES
2817
DELISTED
C&J ENERGY SVCS LTD
CJES
$413K ﹤0.01%
117,457
-10,256
-8% -$74.9K
SWFT
2818
DELISTED
Swift Transportation Company
SWFT
$413K ﹤0.01%
27,472
-141,025
-84% -$2.97M
HGG
2819
DELISTED
hhgregg Inc.
HGG
$412K ﹤0.01%
84,601
-11,855
-12% -$51.8K
ASPS icon
2820
Altisource Portfolio Solutions
ASPS
$62.7M
$411K ﹤0.01%
2,154
-23
-1% -$5.4K
NAV
2821
DELISTED
Navistar International
NAV
$411K ﹤0.01%
32,311
-17,596
-35% -$309K
PACD
2822
DELISTED
Pacific Drilling S A
PACD
$409K ﹤0.01%
32,703
-459
-1% -$9.26K
FSYS
2823
DELISTED
FUEL SYSTEMS SOLUTIONS INC COM STK
FSYS
$408K ﹤0.01%
84,446
+689
+0.8% +$4.36K
EGY icon
2824
Vaalco Energy
EGY
$552M
$407K ﹤0.01%
239,368
-49,276
-17% -$80.9K
HURC icon
2825
Hurco Companies Inc
HURC
$133M
$407K ﹤0.01%
15,495
+312
+2% +$9.62K
111 112
113
114 115

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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.