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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
IIP
2526
DELISTED
INTERNAP NETWORK SERVICES CORPORATION
IIP
$724K ﹤0.01%
118,136
+7,910
+7% +$48.5K
TNAV
2527
DELISTED
Telenav Inc.
TNAV
$723K ﹤0.01%
92,581
+49
+0.1% +$356
ICPT
2528
DELISTED
Intercept Pharmaceuticals, Inc.
ICPT
$720K ﹤0.01%
4,338
-2,272
-34% -$500K
QDEL icon
2529
QuidelOrtho
QDEL
$1.14B
$714K ﹤0.01%
37,803
+5,929
+19% +$127K
PTLA
2530
DELISTED
Portola Pharmaceuticals, Inc.
PTLA
$713K ﹤0.01%
16,725
-2,747
-14% -$133K
CMCO icon
2531
Columbus McKinnon
CMCO
$467M
$712K ﹤0.01%
39,187
-2,272
-5% -$47.6K
SENEA icon
2532
Seneca Foods Class A
SENEA
$1.15B
$711K ﹤0.01%
26,984
+1,292
+5% +$37.2K
AMBA icon
2533
Ambarella
AMBA
$3.03B
$708K ﹤0.01%
12,255
-11,556
-49% -$1.09M
BLUE
2534
DELISTED
bluebird bio
BLUE
$708K ﹤0.01%
639
-356
-36% -$649K
IVE icon
2535
iShares S&P 500 Value ETF
IVE
$49.6B
$706K ﹤0.01%
8,399
-935
-10% -$83.6K
UGP icon
2536
Ultrapar
UGP
$6.74B
$706K ﹤0.01%
84,400
+6,150
+8% +$57.4K
HWKN icon
2537
Hawkins
HWKN
$2.99B
$704K ﹤0.01%
36,548
+4,222
+13% +$79.8K
SKUL
2538
DELISTED
SKULLCANDY INC
SKUL
$704K ﹤0.01%
127,280
-20,599
-14% -$145K
PFC
2539
DELISTED
Premier Financial Corp. Common Stock
PFC
$703K ﹤0.01%
38,440
-14
-0% -$259
AT
2540
DELISTED
Atlantic Power Corporation
AT
$703K ﹤0.01%
377,757
-8,388
-2% -$20.1K
BFX
2541
DELISTED
BowFlex Inc.
BFX
$702K ﹤0.01%
46,786
-1,435
-3% -$25.7K
AEPI
2542
DELISTED
AEP Industries Inc
AEPI
$702K ﹤0.01%
12,239
-303
-2% -$17.1K
ADC icon
2543
Agree Realty
ADC
$9.74B
$699K ﹤0.01%
23,433
-3,003
-11% -$89.5K
IVW icon
2544
iShares S&P 500 Growth ETF
IVW
$71.9B
$699K ﹤0.01%
25,940
-5,220
-17% -$148K
FDML
2545
DELISTED
Federal-Mogul Holdings Corporation
FDML
$699K ﹤0.01%
102,333
-49,954
-33% -$467K
WF icon
2546
Woori Financial
WF
$15.9B
$698K ﹤0.01%
29,574
+9,492
+47% +$225K
ANIK icon
2547
Anika Therapeutics
ANIK
$202M
$697K ﹤0.01%
21,891
-435
-2% -$15.2K
HZN
2548
DELISTED
Horizon Global Corporation
HZN
$695K ﹤0.01%
+78,779
New +$880K
ZEN
2549
DELISTED
ZENDESK INC
ZEN
$695K ﹤0.01%
+35,282
New +$741K
DBC icon
2550
Invesco DB Commodity Index Tracking Fund
DBC
$1.65B
$693K ﹤0.01%
+45,714
New +$719K
100 101
102
103 104

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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.