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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
SAFM
2376
DELISTED
Sanderson Farms Inc
SAFM
$932K ﹤0.01%
13,590
-30,776
-69% -$2.15M
AIF
2377
DELISTED
Apollo Tactical Income Fund Inc.
AIF
$931K ﹤0.01%
64,267
+30,295
+89% +$462K
AUD
2378
DELISTED
Audacy, Inc.
AUD
$931K ﹤0.01%
91,626
-5,846
-6% -$61.9K
SNEX icon
2379
StoneX
SNEX
$8.99B
$923K ﹤0.01%
189,246
-4,719
-2% -$26.4K
CIVI
2380
DELISTED
Civitas Solutions, Inc.
CIVI
$921K ﹤0.01%
+40,188
New +$960K
SIGM
2381
DELISTED
Sigma Designs Inc
SIGM
$921K ﹤0.01%
133,701
+10,017
+8% +$96.9K
OIS icon
2382
Oil States International
OIS
$483M
$919K ﹤0.01%
35,174
-2,267
-6% -$67.1K
APTS
2383
DELISTED
Preferred Apartment Communities, Inc.
APTS
$919K ﹤0.01%
84,475
+28,243
+50% +$301K
TIVO
2384
DELISTED
TIVO INC
TIVO
$919K ﹤0.01%
106,177
-15,287
-13% -$145K
BCS.PR.CL
2385
DELISTED
BARCLAYS BANK PLC ADR SER 2 REPSTG PREF SHS SER 2 (UK)
BCS.PR.CL
$917K ﹤0.01%
35,956
-186
-0.5% -$4.77K
QQQ icon
2386
Invesco QQQ Trust
QQQ
$445B
$916K ﹤0.01%
9,003
-179
-2% -$19.2K
REX icon
2387
REX American Resources
REX
$1.4B
$915K ﹤0.01%
108,462
-92,040
-46% -$822K
GRPN icon
2388
Groupon
GRPN
$1.07B
$912K ﹤0.01%
13,986
+3,159
+29% +$281K
SUM
2389
DELISTED
Summit Materials, Inc. Class A Common Stock
SUM
$912K ﹤0.01%
51,485
+25,855
+101% +$595K
CIVI
2390
DELISTED
Civitas Resources
CIVI
$911K ﹤0.01%
2,006
+1,664
+487% +$1.55M
NBHC icon
2391
National Bank Holdings
NBHC
$1.9B
$909K ﹤0.01%
44,291
+26,165
+144% +$541K
NSH
2392
DELISTED
NuStar GP Holdings LLC
NSH
$909K ﹤0.01%
33,993
+2,005
+6% +$65K
UEIC icon
2393
Universal Electronics
UEIC
$58.1M
$907K ﹤0.01%
21,575
-11,775
-35% -$562K
BCA
2394
DELISTED
CORPBANCA SPONSORED ADR REPSTG (1-1,500)COM STK
BCA
$905K ﹤0.01%
67,926
-1,866
-3% -$27.2K
CBR
2395
DELISTED
CIBER Inc.
CBR
$904K ﹤0.01%
284,344
+3,701
+1% +$12.2K
RARE icon
2396
Ultragenyx Pharmaceutical
RARE
$2.56B
$903K ﹤0.01%
9,373
+1,210
+15% +$139K
RBCAA icon
2397
Republic Bancorp
RBCAA
$1.97B
$897K ﹤0.01%
36,534
+2,575
+8% +$64.5K
HTR
2398
DELISTED
Brookfield Total Return Fund Inc
HTR
$895K ﹤0.01%
41,983
+19,108
+84% +$426K
SPN
2399
DELISTED
Superior Energy Services, Inc.
SPN
$894K ﹤0.01%
7,080
-3,504
-33% -$572K
GSM icon
2400
FerroAtlántica
GSM
$628M
$893K ﹤0.01%
73,588
-9,089
-11% -$134K
94 95
96
97 98

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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.