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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
DHT icon
2826
DHT Holdings
DHT
$2.95B
$406K ﹤0.01%
54,756
+22,667
+71% +$175K
MBB icon
2827
iShares MBS ETF
MBB
$39.1B
$406K ﹤0.01%
3,701
– –
CRMT icon
2828
America's Car Mart
CRMT
$27.9M
$404K ﹤0.01%
12,203
+237
+2% +$9.79K
UUUU icon
2829
Energy Fuels
UUUU
$2.93B
$403K ﹤0.01%
138,571
+91,555
+195% +$336K
MEOH icon
2830
Methanex
MEOH
$4.19B
$401K ﹤0.01%
12,101
-5,096
-30% -$218K
MFM
2831
Aberdeen Municipal Income Fund
MFM
$222M
$400K ﹤0.01%
62,640
+2,238
+4% +$14.2K
SSYS icon
2832
Stratasys
SSYS
$700M
$400K ﹤0.01%
15,084
-1,264
-8% -$39K
PRTA icon
2833
Prothena Corp
PRTA
$455M
$398K ﹤0.01%
8,774
-110
-1% -$6.41K
SSE
2834
DELISTED
SEVENTY SEVEN ENERGY INC COM
SSE
$398K ﹤0.01%
288,155
+117,115
+68% +$317K
ACW
2835
DELISTED
Accuride Corp
ACW
$397K ﹤0.01%
143,377
-24,551
-15% -$86.8K
VRTS icon
2836
Virtus Investment Partners
VRTS
$1.12B
$396K ﹤0.01%
3,942
+74
+2% +$8.52K
TESS
2837
DELISTED
Tessco Technologies Inc
TESS
$394K ﹤0.01%
18,724
-14
-0.1% -$314
XOOM
2838
DELISTED
XOOM CORP COM
XOOM
$393K ﹤0.01%
15,780
+3,510
+29% +$87.2K
STGW icon
2839
Stagwell
STGW
$1.92B
$391K ﹤0.01%
21,212
-22,766
-52% -$426K
HIL
2840
DELISTED
Hill International, Inc. Common Stock
HIL
$390K ﹤0.01%
118,846
-1,854
-2% -$8.15K
VIA
2841
DELISTED
Viacom Inc. Class A
VIA
$390K ﹤0.01%
8,820
-11,281
-56% -$568K
WPM icon
2842
Wheaton Precious Metals
WPM
$50.9B
$389K ﹤0.01%
32,371
+7,858
+32% +$103K
LNCO
2843
DELISTED
LINNCO LLC COM SHS REPSTG LTD LIABILITY
LNCO
$389K ﹤0.01%
143,583
+8,290
+6% +$36.4K
XLI icon
2844
State Street Industrial Select Sector SPDR ETF
XLI
$33.4B
$387K ﹤0.01%
7,755
-22
-0.3% -$1.16K
IMBI
2845
DELISTED
iMedia Brands, Inc. Class A Common Stock
IMBI
$386K ﹤0.01%
14,719
+365
+3% +$8.88K
ZU
2846
DELISTED
ZULILY INC CLASS A COMMON STOCK
ZU
$386K ﹤0.01%
22,202
-28,546
-56% -$443K
LCUT icon
2847
Lifetime Brands
LCUT
$202M
$385K ﹤0.01%
27,521
+3,052
+12% +$44.5K
OMAB icon
2848
Grupo Aeroportuario Centro Norte
OMAB
$5.06B
$385K ﹤0.01%
9,698
+28
+0.3% +$1.17K
GOGO icon
2849
Gogo Inc
GOGO
$540M
$384K ﹤0.01%
25,112
-2,399
-9% -$41K
IMN
2850
DELISTED
Imation
IMN
$383K ﹤0.01%
179,837
+320
+0.2% +$1.07K
112 113
114
115 116

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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.