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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
SHLD
1751
DELISTED
Sears Holding Corporation
SHLD
$2.27M ﹤0.01%
100,682
+35,224
+54% +$850K
NXST icon
1752
Nexstar Media Group
NXST
$5.92B
$2.27M ﹤0.01%
47,997
+25,404
+112% +$1.29M
TWI icon
1753
Titan International
TWI
$530M
$2.27M ﹤0.01%
343,609
+85,596
+33% +$745K
EMLP icon
1754
First Trust North American Energy Infrastructure Fund
EMLP
$4.14B
$2.27M ﹤0.01%
103,542
+94,721
+1,074% +$2.26M
HEES
1755
DELISTED
H&E Equipment Services
HEES
$2.26M ﹤0.01%
135,424
+35,699
+36% +$627K
MTW icon
1756
Manitowoc
MTW
$527M
$2.26M ﹤0.01%
166,265
+2,132
+1% +$32.9K
HTLD icon
1757
Heartland Express
HTLD
$1.04B
$2.26M ﹤0.01%
113,178
-69,469
-38% -$1.42M
GEF icon
1758
Greif
GEF
$4.74B
$2.25M ﹤0.01%
70,445
+47,802
+211% +$1.56M
SFR
1759
DELISTED
Starwood Waypoint Homes
SFR
$2.25M ﹤0.01%
94,338
+25,301
+37% +$620K
CDR
1760
DELISTED
Cedar Realty Trust, Inc
CDR
$2.25M ﹤0.01%
54,787
+762
+1% +$32.8K
STAY
1761
DELISTED
Extended Stay America, Inc. Paired Share Unit
STAY
$2.25M ﹤0.01%
133,828
+72,645
+119% +$1.33M
NUS icon
1762
Nu Skin
NUS
$255M
$2.24M ﹤0.01%
54,335
-5,009
-8% -$215K
NOG icon
1763
Northern Oil and Gas
NOG
$2.16B
$2.24M ﹤0.01%
50,703
+1,490
+3% +$76.3K
FPF
1764
First Trust Intermediate Duration Preferred & Income Fund
FPF
$1.08B
$2.23M ﹤0.01%
103,872
-7,414
-7% -$161K
IPXL
1765
DELISTED
Impax Laboratories, Inc.
IPXL
$2.22M ﹤0.01%
63,167
-26,784
-30% -$1.21M
MTSC
1766
DELISTED
MTS Systems Corp
MTSC
$2.22M ﹤0.01%
36,994
-424
-1% -$26.2K
CEB
1767
DELISTED
CEB Inc.
CEB
$2.22M ﹤0.01%
32,534
-7,068
-18% -$546K
RUTH
1768
DELISTED
Ruth's Hospitality Group, Inc.
RUTH
$2.22M ﹤0.01%
136,758
+15,613
+13% +$256K
DXPE icon
1769
DXP Enterprises
DXPE
$2.49B
$2.21M ﹤0.01%
94,924
+74,330
+361% +$2.49M
PRAA icon
1770
PRA Group
PRAA
$688M
$2.21M ﹤0.01%
41,767
+690
+2% +$40.1K
SXI icon
1771
Standex International
SXI
$3.56B
$2.21M ﹤0.01%
29,292
+7,562
+35% +$579K
GMK
1772
DELISTED
GRUMA SAB DE C V ADS(RP 4 B SHS
GMK
$2.21M ﹤0.01%
39,306
+3,759
+11% +$195K
ARDC
1773
Are Dynamic Credit Allocation Fund
ARDC
$296M
$2.2M ﹤0.01%
157,649
+43,968
+39% +$652K
BBOX
1774
DELISTED
Black Box Corp
BBOX
$2.2M ﹤0.01%
149,230
+74,505
+100% +$1.22M
DIOD icon
1775
Diodes
DIOD
$3.69B
$2.2M ﹤0.01%
102,767
-4,095
-4% -$88.3K
69 70
71
72 73

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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.