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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
EMWP
1901
DELISTED
Eros Media World PLC
EMWP
$1.86M ﹤0.01%
3,423
+1,126
+49% +$719K
ECOL
1902
DELISTED
US Ecology, Inc.
ECOL
$1.86M ﹤0.01%
42,633
+9,132
+27% +$434K
RPT
1903
DELISTED
RPT Realty Common Shares of Beneficial Interest (MD)
RPT
$1.86M ﹤0.01%
123,890
-5,743
-4% -$92.9K
SAIA icon
1904
Saia
SAIA
$10.6B
$1.85M ﹤0.01%
59,729
-6,575
-10% -$251K
BXMX
1905
DELISTED
Nuveen S&P 500 Buy-Write Income Fund
BXMX
$1.85M ﹤0.01%
152,776
-168,896
-53% -$2.15M
LRN icon
1906
Stride
LRN
$4.12B
$1.85M ﹤0.01%
148,358
+38,060
+35% +$510K
PB icon
1907
Prosperity Bancshares
PB
$8.91B
$1.84M ﹤0.01%
37,546
-11,739
-24% -$620K
FCB
1908
DELISTED
FCB Financial Holdings, Inc.
FCB
$1.84M ﹤0.01%
56,496
+30,658
+119% +$1.01M
CCO icon
1909
Clear Channel Outdoor Holdings
CCO
$1.23B
$1.84M ﹤0.01%
257,722
-15,481
-6% -$133K
IRC
1910
DELISTED
INLAND REAL ESTATE CORP
IRC
$1.84M ﹤0.01%
226,932
-104,936
-32% -$956K
CII icon
1911
BlackRock Enhanced Captial and Income Fund
CII
$970M
$1.83M ﹤0.01%
139,647
-44,047
-24% -$631K
CTBI icon
1912
Community Trust Bancorp
CTBI
$1.43B
$1.82M ﹤0.01%
51,353
+197
+0.4% +$6.9K
WMK icon
1913
Weis Markets
WMK
$1.93B
$1.82M ﹤0.01%
43,697
-191
-0.4% -$8.03K
FTK icon
1914
Flotek Industries
FTK
$793M
$1.82M ﹤0.01%
18,193
+10,322
+131% +$1.05M
NQU
1915
DELISTED
NUVEEN QUALITY INCOME MUNI FD
NQU
$1.82M ﹤0.01%
135,064
+6,378
+5% +$85.9K
EZPW icon
1916
Ezcorp Inc
EZPW
$1.8B
$1.82M ﹤0.01%
295,052
+98,738
+50% +$625K
EQM
1917
DELISTED
EQM Midstream Partners, LP
EQM
$1.82M ﹤0.01%
27,440
-775
-3% -$58.6K
FBRC
1918
DELISTED
FBR & Co. Common Stock
FBRC
$1.82M ﹤0.01%
89,101
+33,424
+60% +$753K
AR icon
1919
Antero Resources
AR
$10.9B
$1.81M ﹤0.01%
85,779
+34,131
+66% +$908K
CHU
1920
DELISTED
China Unicom (HONG KONG) Limited
CHU
$1.81M ﹤0.01%
142,033
+28,923
+26% +$395K
RMBS icon
1921
Rambus
RMBS
$9.25B
$1.81M ﹤0.01%
153,634
-25,843
-14% -$336K
SBRA icon
1922
Sabra Healthcare REIT
SBRA
$5.56B
$1.81M ﹤0.01%
78,144
-14,966
-16% -$382K
CLVS
1923
DELISTED
Clovis Oncology, Inc.
CLVS
$1.81M ﹤0.01%
19,667
+2,196
+13% +$190K
LDL
1924
DELISTED
Lydall, Inc.
LDL
$1.8M ﹤0.01%
63,365
+4,522
+8% +$129K
POST icon
1925
Post Holdings
POST
$4.31B
$1.8M ﹤0.01%
46,651
+7,490
+19% +$294K
75 76
77
78 79

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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.