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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
SMP icon
2101
Standard Motor Products
SMP
$902M
$1.39M ﹤0.01%
39,713
+3,983
+11% +$139K
CPS icon
2102
Cooper-Standard Automotive
CPS
$517M
$1.38M ﹤0.01%
23,812
+18,297
+332% +$1.1M
AAWW
2103
DELISTED
Atlas Air Worldwide Holdings, Inc.
AAWW
$1.38M ﹤0.01%
39,922
-26,969
-40% -$1.2M
ANGO icon
2104
AngioDynamics
ANGO
$605M
$1.38M ﹤0.01%
104,584
+11,545
+12% +$174K
SBSI icon
2105
Southside Bancshares
SBSI
$963M
$1.38M ﹤0.01%
53,877
+5,716
+12% +$144K
FPO
2106
DELISTED
First Potomac Realty Trust
FPO
$1.38M ﹤0.01%
124,968
+10,243
+9% +$112K
FCH
2107
DELISTED
Felcor Lodging Trust
FCH
$1.37M ﹤0.01%
194,062
-9,632
-5% -$85.5K
RPXC
2108
DELISTED
RPX Corporation
RPXC
$1.37M ﹤0.01%
99,724
-30,773
-24% -$456K
BRK.A icon
2109
Berkshire Hathaway Class A
BRK.A
$1.1T
$1.37M ﹤0.01%
7
– –
SBY
2110
DELISTED
Silver Bay Realty Trust Corp.
SBY
$1.37M ﹤0.01%
85,393
+6,899
+9% +$112K
IRS
2111
IRSA Inversiones y Representaciones
IRS
$1.31B
$1.37M ﹤0.01%
97,567
-3,424
-3% -$53.2K
FCFS icon
2112
FirstCash
FCFS
$8.77B
$1.36M ﹤0.01%
34,006
-10,762
-24% -$441K
SHEN icon
2113
Shenandoah Telecom
SHEN
$703M
$1.36M ﹤0.01%
63,622
+1,142
+2% +$21.6K
COBZ
2114
DELISTED
CoBiz Financial,Inc
COBZ
$1.36M ﹤0.01%
104,624
-14,555
-12% -$188K
HMHC
2115
DELISTED
Houghton Mifflin Harcourt Company
HMHC
$1.36M ﹤0.01%
66,904
+11,649
+21% +$278K
CLMS
2116
DELISTED
Calamos Asset Management, Inc.
CLMS
$1.36M ﹤0.01%
143,188
-32,221
-18% -$358K
FELE icon
2117
Franklin Electric
FELE
$4.66B
$1.36M ﹤0.01%
49,794
-15,342
-24% -$440K
RP
2118
DELISTED
RealPage, Inc.
RP
$1.35M ﹤0.01%
81,420
+64,848
+391% +$1.21M
MRCY icon
2119
Mercury Systems
MRCY
$5.41B
$1.35M ﹤0.01%
84,929
-15,291
-15% -$232K
RTEC
2120
DELISTED
Rudolph Technologies Inc
RTEC
$1.35M ﹤0.01%
108,537
+26,482
+32% +$325K
ASEI
2121
DELISTED
AMER SCIENCE & ENGR INC.
ASEI
$1.35M ﹤0.01%
37,990
+7,019
+23% +$285K
SFNC icon
2122
Simmons First National
SFNC
$3.39B
$1.35M ﹤0.01%
56,338
-3,562
-6% -$81.6K
JSD
2123
DELISTED
NUVEEN SHORT DURATION CREDIT OPPORTUNITIES FUND
JSD
$1.35M ﹤0.01%
88,789
-4,771
-5% -$76.5K
PSMT icon
2124
Pricesmart
PSMT
$5.94B
$1.35M ﹤0.01%
17,405
-1,301
-7% -$117K
VTA
2125
DELISTED
INVESCO DYNAMIC CREDIT OPPORTUNITIES FUND
VTA
$1.35M ﹤0.01%
127,367
+4,204
+3% +$47.4K
83 84
85
86 87

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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.