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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
SGI
2176
DELISTED
Silicon Graphics Intl.
SGI
$1.26M ﹤0.01%
345,111
+151,089
+78% +$751K
RMAX icon
2177
RE/MAX Holdings
RMAX
$206M
$1.26M ﹤0.01%
34,956
+18,266
+109% +$685K
DX
2178
Dynex Capital
DX
$3.19B
$1.25M ﹤0.01%
63,764
+16,974
+36% +$356K
WLK icon
2179
Westlake Corp
WLK
$9.25B
$1.25M ﹤0.01%
24,137
-22,448
-48% -$1.31M
SDRL
2180
DELISTED
Seadrill Limited Common Stock
SDRL
$1.25M ﹤0.01%
792
-413
-34% -$881K
HR icon
2181
Healthcare Realty
HR
$7.58B
$1.25M ﹤0.01%
50,886
+8,486
+20% +$209K
USCR
2182
DELISTED
U S Concrete, Inc.
USCR
$1.25M ﹤0.01%
26,078
+8,036
+45% +$380K
LILAK icon
2183
Liberty Latin America Class C
LILAK
$1.65B
$1.24M ﹤0.01%
+42,422
New +$1.44M
LCI
2184
DELISTED
Lannett Company, Inc.
LCI
$1.24M ﹤0.01%
7,438
+1,482
+25% +$325K
OLP
2185
One Liberty Properties
OLP
$547M
$1.23M ﹤0.01%
57,871
-5,068
-8% -$112K
VIVO
2186
DELISTED
Meridian Bioscience Inc
VIVO
$1.23M ﹤0.01%
72,180
+6,400
+10% +$117K
NKTR icon
2187
Nektar Therapeutics
NKTR
$2.39B
$1.23M ﹤0.01%
7,499
+2,804
+60% +$496K
JDD
2188
DELISTED
Nuveen Diversified Dividend and Income Fund
JDD
$1.23M ﹤0.01%
118,985
-8,783
-7% -$97.6K
NC icon
2189
NACCO Industries
NC
$359M
$1.23M ﹤0.01%
113,080
-5,721
-5% -$70.4K
TRP icon
2190
TC Energy
TRP
$70.5B
$1.23M ﹤0.01%
38,798
+7,584
+24% +$272K
AEGN
2191
DELISTED
Aegion Corp
AEGN
$1.22M ﹤0.01%
74,302
+10,137
+16% +$183K
UMBF icon
2192
UMB Financial
UMBF
$10.9B
$1.22M ﹤0.01%
24,049
-5,959
-20% -$314K
AMSF icon
2193
AMERISAFE
AMSF
$573M
$1.22M ﹤0.01%
24,454
-7,271
-23% -$352K
KKD
2194
DELISTED
KRISPY KREME DOUGHNUTS INC
KKD
$1.22M ﹤0.01%
83,103
+16,091
+24% +$282K
CONN
2195
DELISTED
Conn's Inc.
CONN
$1.21M ﹤0.01%
50,473
+22,611
+81% +$739K
FGL
2196
DELISTED
Fidelity & Guaranty Life
FGL
$1.21M ﹤0.01%
49,433
+25,388
+106% +$630K
CCJ icon
2197
Cameco
CCJ
$37.9B
$1.21M ﹤0.01%
99,562
+17,042
+21% +$230K
RPAI
2198
DELISTED
RETAIL PROPERTIES OF AMERICA, INC.
RPAI
$1.21M ﹤0.01%
86,020
+12,768
+17% +$183K
HOS
2199
DELISTED
Hornbeck Offshore Services, Inc.
HOS
$1.21M ﹤0.01%
89,598
-30,288
-25% -$537K
ZOES
2200
DELISTED
Zoe's Kitchen, Inc.
ZOES
$1.21M ﹤0.01%
30,550
+76
+0.2% +$2.96K
86 87
88
89 90

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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.