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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
HF
2026
DELISTED
HFF Inc.
HF
$1.56M ﹤0.01%
46,132
-137
-0.3% -$5.4K
TNC icon
2027
Tennant Co
TNC
$1.45B
$1.55M ﹤0.01%
27,666
-2,489
-8% -$148K
MYCC
2028
DELISTED
ClubCorp Holdings, Inc.
MYCC
$1.55M ﹤0.01%
72,259
+49,401
+216% +$1.14M
CIR
2029
DELISTED
CIRCOR International, Inc
CIR
$1.55M ﹤0.01%
38,620
+3,703
+11% +$172K
WAFD icon
2030
WaFd
WAFD
$2.72B
$1.55M ﹤0.01%
68,040
-5,746
-8% -$132K
STMP
2031
DELISTED
Stamps.com, Inc.
STMP
$1.55M ﹤0.01%
20,908
-24
-0.1% -$1.86K
RES icon
2032
RPC Inc
RES
$1.13B
$1.54M ﹤0.01%
174,452
-48,729
-22% -$556K
LXU icon
2033
LSB Industries
LXU
$834M
$1.54M ﹤0.01%
130,957
+53,660
+69% +$1.19M
CAVM
2034
DELISTED
Cavium, Inc.
CAVM
$1.54M ﹤0.01%
25,110
-6,148
-20% -$410K
WNS
2035
DELISTED
WNS Holdings
WNS
$1.54M ﹤0.01%
55,046
-38,261
-41% -$1.12M
RATE
2036
DELISTED
Bankrate Inc
RATE
$1.54M ﹤0.01%
148,460
+31,041
+26% +$311K
AVTA
2037
DELISTED
Avantax, Inc. Common Stock
AVTA
$1.54M ﹤0.01%
111,537
+17,863
+19% +$256K
FRED
2038
DELISTED
Fred's Inc
FRED
$1.53M ﹤0.01%
129,425
-4,422
-3% -$68K
SN
2039
DELISTED
Sanchez Energy Corporation
SN
$1.53M ﹤0.01%
249,451
+69,409
+39% +$467K
GEOS icon
2040
Geospace Technologies
GEOS
$82.7M
$1.53M ﹤0.01%
110,556
+34,443
+45% +$572K
NX icon
2041
Quanex
NX
$833M
$1.52M ﹤0.01%
83,954
-37
-0% -$726
LULU icon
2042
lululemon athletica
LULU
$13.5B
$1.52M ﹤0.01%
30,051
-19,943
-40% -$1.22M
AHT
2043
Ashford Hospitality Trust
AHT
$21M
$1.52M ﹤0.01%
252
-4
-2% -$31.9K
FMER
2044
DELISTED
FIRSTMERIT CORP
FMER
$1.52M ﹤0.01%
85,939
-67,186
-44% -$1.26M
MSA icon
2045
Mine Safety
MSA
$6.77B
$1.51M ﹤0.01%
37,903
+888
+2% +$41.3K
SUP
2046
DELISTED
Superior Industries International
SUP
$1.51M ﹤0.01%
81,103
-6,971
-8% -$128K
SPWR
2047
DELISTED
SunPower Corporation Common Stock
SPWR
$1.51M ﹤0.01%
115,408
-60,202
-34% -$971K
MTRX icon
2048
Matrix Service
MTRX
$312M
$1.51M ﹤0.01%
67,025
-14,023
-17% -$284K
CZR
2049
DELISTED
Caesars Entertainment Corporation
CZR
$1.5M ﹤0.01%
255,517
+32,126
+14% +$237K
NHC icon
2050
National Healthcare
NHC
$3.59B
$1.5M ﹤0.01%
24,545
-433
-2% -$27.1K
80 81
82
83 84

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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.