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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
WMGI
1926
DELISTED
Wright Medical Group Inc
WMGI
$1.8M ﹤0.01%
85,668
-26,659
-24% -$665K
STM icon
1927
STMicroelectronics
STM
$44.7B
$1.8M ﹤0.01%
263,886
+38,248
+17% +$283K
LDP icon
1928
Cohen & Steers Duration Preferred & Income Fund
LDP
$599M
$1.8M ﹤0.01%
81,192
+20,779
+34% +$482K
RDEN
1929
DELISTED
ELIZABETH ARDEN INC
RDEN
$1.8M ﹤0.01%
153,699
+35,481
+30% +$388K
MFRM
1930
DELISTED
MATTRESS FIRM HLDG CORP COM STK (DE)
MFRM
$1.79M ﹤0.01%
42,956
+22,857
+114% +$1.31M
HUBG icon
1931
HUB Group
HUBG
$2.92B
$1.79M ﹤0.01%
98,448
-54,158
-35% -$1.07M
SPIL
1932
DELISTED
Siliconware Precision Industries Co Ltd
SPIL
$1.79M ﹤0.01%
285,106
+36,303
+15% +$226K
HLX icon
1933
Helix Energy Solutions
HLX
$1.35B
$1.79M ﹤0.01%
373,480
+280,381
+301% +$2.23M
PCH
1934
DELISTED
PotlatchDeltic
PCH
$1.79M ﹤0.01%
62,125
+14,299
+30% +$479K
UNFI icon
1935
United Natural Foods
UNFI
$3.07B
$1.79M ﹤0.01%
36,870
-23,948
-39% -$1.23M
OLN icon
1936
Olin
OLN
$2.44B
$1.79M ﹤0.01%
106,394
+59,555
+127% +$1.26M
ISSI
1937
DELISTED
INTEGRATED SILICON SOLUTN INC
ISSI
$1.79M ﹤0.01%
83,168
+1,209
+1% +$26.5K
SSB icon
1938
SouthState Bank Corp
SSB
$10.3B
$1.78M ﹤0.01%
23,176
-3,575
-13% -$273K
SAFE
1939
Safehold
SAFE
$1.19B
$1.78M ﹤0.01%
29,086
-21,602
-43% -$1.35M
VMI icon
1940
Valmont Industries
VMI
$9.33B
$1.77M ﹤0.01%
18,690
+3,710
+25% +$406K
HL icon
1941
Hecla Mining
HL
$9.76B
$1.77M ﹤0.01%
899,390
-40,608
-4% -$86.4K
NWLIA
1942
DELISTED
NATL WESTN LIFE INS CO CL A
NWLIA
$1.77M ﹤0.01%
7,943
-294
-4% -$65.5K
NVRI icon
1943
Enviri
NVRI
$623M
$1.76M ﹤0.01%
194,268
+16,338
+9% +$206K
BWLD
1944
DELISTED
Buffalo Wild Wings, Inc.
BWLD
$1.75M ﹤0.01%
9,039
-198
-2% -$37.1K
SEP
1945
DELISTED
Spectra Engy Parters Lp
SEP
$1.75M ﹤0.01%
43,423
-958
-2% -$44.8K
GNRC icon
1946
Generac Holdings
GNRC
$11.5B
$1.75M ﹤0.01%
57,992
-9,924
-15% -$319K
SIR
1947
DELISTED
SELECT INCOME REIT
SIR
$1.74M ﹤0.01%
208,665
+72,907
+54% +$632K
ERF
1948
DELISTED
Enerplus Corporation
ERF
$1.74M ﹤0.01%
358,722
+179,416
+100% +$1.14M
LGND icon
1949
Ligand Pharmaceuticals
LGND
$5.94B
$1.74M ﹤0.01%
32,557
+330
+1% +$20K
BCX icon
1950
BlackRock Resources & Commodities Strategy Trust
BCX
$891M
$1.73M ﹤0.01%
244,010
-32,583
-12% -$262K
76 77
78
79 80

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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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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.