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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
KLXI
1501
DELISTED
KLX Inc.
KLXI
$3.1M 0.01%
103,005
+34,369
+50% +$1.14M
SABR icon
1502
Sabre
SABR
$743M
$3.1M 0.01%
114,005
+14,842
+15% +$401K
LSI
1503
DELISTED
Life Storage, Inc.
LSI
$3.1M 0.01%
49,247
-2,895
-6% -$179K
NAT icon
1504
Nordic American Tanker
NAT
$1.36B
$3.09M 0.01%
205,042
+156,717
+324% +$2.33M
IGIB icon
1505
iShares 5-10 Year Investment Grade Corporate Bond ETF
IGIB
$18.5B
$3.09M 0.01%
56,922
-3,856
-6% -$209K
VKQ icon
1506
Invesco Municipal Trust
VKQ
$541M
$3.09M 0.01%
251,397
+16,536
+7% +$200K
PINC
1507
DELISTED
Premier
PINC
$3.08M 0.01%
89,732
+14,142
+19% +$509K
GNR icon
1508
State Street SPDR S&P Global Natural Resources ETF
GNR
$4.71B
$3.08M 0.01%
94,849
+26,740
+39% +$998K
CONE
1509
DELISTED
CyrusOne Inc Common Stock
CONE
$3.07M 0.01%
93,990
+6,390
+7% +$203K
LTM
1510
DELISTED
LATAM Airlines Group S.A American Depositary Shares (Each representing 1 Common Share)
LTM
$3.06M 0.01%
628,075
+113,359
+22% +$658K
NAVG
1511
DELISTED
Navigators Group Inc
NAVG
$3.06M 0.01%
78,516
-1,508
-2% -$58.6K
HR
1512
DELISTED
Healthcare Realty Trust Incorporated
HR
$3.06M 0.01%
123,177
+1,407
+1% +$33.5K
NNA
1513
DELISTED
Navios Maritime Acquisition Corporation
NNA
$3.06M 0.01%
57,942
+945
+2% +$53.9K
PRXL
1514
DELISTED
Parexel International Corp
PRXL
$3.06M 0.01%
49,408
-6,552
-12% -$441K
VSTO
1515
DELISTED
Vista Outdoor Inc.
VSTO
$3.06M 0.01%
68,834
+1,726
+3% +$78.8K
UBSI icon
1516
United Bankshares
UBSI
$6.67B
$3.06M 0.01%
80,478
+17,230
+27% +$676K
BRKR icon
1517
Bruker
BRKR
$9.48B
$3.05M 0.01%
185,794
+19,521
+12% +$379K
KMPR icon
1518
Kemper
KMPR
$1.83B
$3.05M 0.01%
86,298
-6,902
-7% -$257K
LFUS icon
1519
Littelfuse
LFUS
$9.69B
$3.04M 0.01%
33,394
+5,100
+18% +$465K
SFLY
1520
DELISTED
Shutterfly, Inc.
SFLY
$3.04M 0.01%
85,134
-34,060
-29% -$1.42M
VIPS icon
1521
Vipshop
VIPS
$7.14B
$3.04M 0.01%
180,853
+25,896
+17% +$497K
PIM
1522
Franklin Master Intermediate Income Trust
PIM
$149M
$3.03M 0.01%
672,653
-92,483
-12% -$429K
SHOO icon
1523
Steven Madden
SHOO
$3.23B
$3.03M 0.01%
124,196
-711
-0.6% -$19.2K
FMBI
1524
DELISTED
First Midwest Bancorp Inc/IL
FMBI
$3.02M 0.01%
172,442
-8,467
-5% -$154K
AVNT icon
1525
Avient
AVNT
$3.43B
$3.02M 0.01%
103,002
-21,720
-17% -$734K
59 60
61
62 63

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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.