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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
WAC
2576
DELISTED
Walter Investment Mgt Corp
WAC
$665K ﹤0.01%
40,919
-4,201
-9% -$75.8K
DBKO
2577
DELISTED
Xtrackers MSCI South Korea Hedged Equity ETF
DBKO
$659K ﹤0.01%
+30,163
New +$664K
SFE
2578
DELISTED
Safeguard Scientifics, Inc.
SFE
$656K ﹤0.01%
42,229
-535
-1% -$9.6K
HLI icon
2579
Houlihan Lokey
HLI
$10.2B
$654K ﹤0.01%
+42,219
New +$925K
WWD icon
2580
Woodward
WWD
$24.4B
$654K ﹤0.01%
16,068
-8,507
-35% -$402K
PLNT icon
2581
Planet Fitness
PLNT
$4.42B
$652K ﹤0.01%
+38,052
New +$669K
CLDT
2582
Chatham Lodging
CLDT
$635M
$651K ﹤0.01%
30,310
-7,786
-20% -$193K
ANET icon
2583
Arista Networks
ANET
$213B
$648K ﹤0.01%
169,312
+35,856
+27% +$171K
FN icon
2584
Fabrinet
FN
$16.2B
$647K ﹤0.01%
35,273
+5,779
+20% +$109K
GIFI
2585
DELISTED
Gulf Island Fabrication
GIFI
$647K ﹤0.01%
61,428
+24,311
+65% +$279K
BANR icon
2586
Banner Corp
BANR
$2.4B
$644K ﹤0.01%
13,472
-10,694
-44% -$497K
TIP icon
2587
iShares TIPS Bond ETF
TIP
$14.5B
$644K ﹤0.01%
5,819
+28
+0.5% +$3.12K
ACP
2588
abrdn Income Credit Strategies Fund
ACP
$632M
$643K ﹤0.01%
51,702
-1,432
-3% -$18.9K
NXTM
2589
DELISTED
NxStage Medical Inc.
NXTM
$643K ﹤0.01%
40,795
+3,790
+10% +$60.8K
PODD icon
2590
Insulet
PODD
$11.6B
$642K ﹤0.01%
24,787
-9,950
-29% -$302K
REGI
2591
DELISTED
Renewable Energy Group, Inc.
REGI
$641K ﹤0.01%
77,436
-1,349
-2% -$12.8K
GIB icon
2592
CGI
GIB
$15B
$640K ﹤0.01%
17,663
+3,567
+25% +$134K
PEGI
2593
DELISTED
Pattern Energy Group Inc. Class A
PEGI
$640K ﹤0.01%
33,524
-47,036
-58% -$1.11M
SPPI
2594
DELISTED
Spectrum Pharmaceuticals Inc
SPPI
$639K ﹤0.01%
106,868
+16,620
+18% +$115K
ACV
2595
Virtus Diversified Income & Convertible Fund
ACV
$275M
$638K ﹤0.01%
+36,591
New +$735K
MG icon
2596
Mistras Group
MG
$488M
$638K ﹤0.01%
49,673
+2,227
+5% +$35.5K
OIBR
2597
DELISTED
OI S A SPONSORED ADR REPSTG PFD NEW (BRA)
OIBR
$636K ﹤0.01%
940,816
-134,926
-13% -$148K
ENV
2598
DELISTED
ENVESTNET, INC.
ENV
$636K ﹤0.01%
21,225
-27,729
-57% -$1.02M
CAC icon
2599
Camden National
CAC
$989M
$635K ﹤0.01%
23,595
+441
+2% +$11.7K
VASC
2600
DELISTED
Vascular Solutions Inc
VASC
$630K ﹤0.01%
19,437
+642
+3% +$23K
102 103
104
105 106

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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.