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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
HMIN
2051
DELISTED
HOMEINNS HOTEL GROUP SPONSORED ADR
HMIN
$1.5M ﹤0.01%
52,021
+3
+0% +$85
UCB
2052
United Community Banks
UCB
$4.26B
$1.49M ﹤0.01%
73,098
+25,347
+53% +$518K
HIBB
2053
DELISTED
Hibbett, Inc. Common Stock
HIBB
$1.49M ﹤0.01%
42,640
-7,022
-14% -$293K
TROX icon
2054
Tronox
TROX
$967M
$1.49M ﹤0.01%
341,465
+151,401
+80% +$1.41M
VSAT icon
2055
Viasat
VSAT
$9.67B
$1.49M ﹤0.01%
23,154
-934
-4% -$57K
MFL
2056
DELISTED
BLACKROCK MUNIHOLDINGS INVESTMENT QUALITY FUND
MFL
$1.49M ﹤0.01%
105,360
-29,959
-22% -$422K
EPAY
2057
DELISTED
Bottomline Technologies Inc
EPAY
$1.49M ﹤0.01%
59,474
+79
+0.1% +$2.11K
REI icon
2058
Ring Energy
REI
$307M
$1.49M ﹤0.01%
+150,458
New +$1.44M
TITN icon
2059
Titan Machinery
TITN
$420M
$1.49M ﹤0.01%
129,378
+45,339
+54% +$616K
WABC icon
2060
Westamerica Bancorp
WABC
$1.39B
$1.48M ﹤0.01%
33,333
+637
+2% +$30.2K
CVBF icon
2061
CVB Financial
CVBF
$4.02B
$1.48M ﹤0.01%
88,630
-11,832
-12% -$202K
SWI
2062
DELISTED
SOLARWINDS INC COM STK (DE)
SWI
$1.48M ﹤0.01%
37,704
-7,198
-16% -$296K
RDNT icon
2063
RadNet
RDNT
$4.98B
$1.48M ﹤0.01%
266,194
+9,834
+4% +$63.4K
CSTM icon
2064
Constellium
CSTM
$3.76B
$1.48M ﹤0.01%
243,343
+133,148
+121% +$1.11M
UFCS icon
2065
United Fire Group
UFCS
$1.35B
$1.47M ﹤0.01%
42,058
-6,217
-13% -$215K
WIT icon
2066
Wipro
WIT
$19.5B
$1.47M ﹤0.01%
638,485
+115,338
+22% +$261K
CTS icon
2067
CTS Corp
CTS
$1.76B
$1.46M ﹤0.01%
78,972
-7,710
-9% -$144K
SYBT icon
2068
Stock Yards Bancorp
SYBT
$2.6B
$1.46M ﹤0.01%
60,321
-3,428
-5% -$83.2K
SYNT
2069
DELISTED
Syntel Inc
SYNT
$1.46M ﹤0.01%
32,261
-722
-2% -$31.6K
ACAT
2070
DELISTED
Arctic Cat Inc
ACAT
$1.46M ﹤0.01%
65,857
+33,009
+100% +$925K
TISI icon
2071
Team
TISI
$80.6M
$1.46M ﹤0.01%
4,533
+257
+6% +$110K
WAGE
2072
DELISTED
WageWorks, Inc.
WAGE
$1.46M ﹤0.01%
32,271
-497
-2% -$22.5K
CCC
2073
DELISTED
Calgon Carbon Corp
CCC
$1.45M ﹤0.01%
93,353
-6,910
-7% -$115K
ZLTQ
2074
DELISTED
ZELTIQ Aesthetics, Inc.
ZLTQ
$1.45M ﹤0.01%
45,387
-2,819
-6% -$93.4K
VECO icon
2075
Veeco
VECO
$2.62B
$1.45M ﹤0.01%
70,838
-21,912
-24% -$529K
81 82
83
84 85

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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.