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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
RT
2501
DELISTED
Ruby Tuesday Georgia
RT
$752K ﹤0.01%
121,057
-653
-0.5% -$4.31K
CRAI icon
2502
CRA International
CRAI
$1.16B
$749K ﹤0.01%
34,711
+256
+0.7% +$6.04K
LMOS
2503
DELISTED
Lumos Networks Corp
LMOS
$749K ﹤0.01%
61,585
-596
-1% -$7.77K
IEMG icon
2504
iShares Core MSCI Emerging Markets ETF
IEMG
$147B
$746K ﹤0.01%
+18,700
New +$801K
RKUS
2505
DELISTED
RUCKUS WIRELESS INC COM STK (DE)
RKUS
$746K ﹤0.01%
62,812
+26,186
+71% +$294K
ARTNA icon
2506
Artesian Resources
ARTNA
$361M
$745K ﹤0.01%
30,864
+7,974
+35% +$176K
FEIC
2507
DELISTED
FEI COMPANY
FEIC
$744K ﹤0.01%
10,184
-975
-9% -$76.8K
IAG icon
2508
IAMGOLD
IAG
$8.24B
$743K ﹤0.01%
455,598
+84,977
+23% +$138K
SWC
2509
DELISTED
Stillwater Mining Co
SWC
$743K ﹤0.01%
71,921
-46,079
-39% -$441K
CLNY
2510
DELISTED
Colony Capital, Inc.
CLNY
$742K ﹤0.01%
37,958
-12,812
-25% -$284K
BH icon
2511
Biglari Holdings Class B
BH
$1.18B
$740K ﹤0.01%
3,035
-4,944
-62% -$1.33M
NSL
2512
DELISTED
NUVEEN SENIOR INCM FD
NSL
$740K ﹤0.01%
125,281
-7,790
-6% -$48.2K
GCAP
2513
DELISTED
Gain Capital Holdings, Inc.
GCAP
$739K ﹤0.01%
101,521
+1,534
+2% +$12K
LDR
2514
DELISTED
Landauer Inc
LDR
$738K ﹤0.01%
19,943
+1,418
+8% +$52.7K
UTEK
2515
DELISTED
Ultratech Inc.
UTEK
$738K ﹤0.01%
46,075
+3,224
+8% +$53.7K
FSTR icon
2516
Foster
FSTR
$439M
$736K ﹤0.01%
59,921
+34,524
+136% +$769K
DWRE
2517
DELISTED
DEMANDWARE INC COM STK (DE)
DWRE
$735K ﹤0.01%
14,215
-4,978
-26% -$308K
FRME icon
2518
First Merchants
FRME
$2.74B
$733K ﹤0.01%
27,950
-38,404
-58% -$993K
RBA icon
2519
RB Global
RBA
$21.7B
$733K ﹤0.01%
28,319
+8,792
+45% +$240K
ESL
2520
DELISTED
Esterline Technologies
ESL
$732K ﹤0.01%
10,184
+1,402
+16% +$119K
SEMI
2521
DELISTED
SunEdison Semiconductor Limited
SEMI
$731K ﹤0.01%
+69,351
New +$934K
IPGP icon
2522
IPG Photonics
IPGP
$3.57B
$729K ﹤0.01%
9,602
-4,670
-33% -$396K
GSBC icon
2523
Great Southern Bancorp
GSBC
$879M
$728K ﹤0.01%
16,809
+373
+2% +$15.5K
VGI
2524
Virtus Global Multi-Sector Income Fund
VGI
$81.8M
$726K ﹤0.01%
50,776
-15,253
-23% -$230K
PGEM
2525
DELISTED
Ply Gem Holdings, Inc.
PGEM
$725K ﹤0.01%
61,970
-9,883
-14% -$133K
99 100
101
102 103

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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.