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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
FXCB
2626
DELISTED
FOX CHASE BANCORP INC COM STK (MD)
FXCB
$603K ﹤0.01%
34,761
+13,430
+63% +$231K
PPBI
2627
DELISTED
Pacific Premier Bancorp
PPBI
$601K ﹤0.01%
29,581
+1,170
+4% +$22.2K
ZNH
2628
DELISTED
China Southern Airlines Company Limited
ZNH
$600K ﹤0.01%
16,424
-11,627
-41% -$491K
HPS
2629
John Hancock Preferred Income Fund III
HPS
$458M
$599K ﹤0.01%
+35,943
New +$606K
NDLS icon
2630
Noodles & Co
NDLS
$87.2M
$599K ﹤0.01%
5,290
+2,736
+107% +$298K
EMB icon
2631
iShares JPMorgan USD Emerging Markets Bond ETF
EMB
$15B
$598K ﹤0.01%
5,617
+147
+3% +$15.9K
STAG icon
2632
STAG Industrial
STAG
$7.79B
$598K ﹤0.01%
32,839
-8,567
-21% -$161K
MFLX
2633
DELISTED
MULTI-FINELINE ELECTRONIX INC
MFLX
$594K ﹤0.01%
35,540
+21,753
+158% +$379K
PAHC icon
2634
Phibro Animal Health
PAHC
$1.47B
$593K ﹤0.01%
18,746
+4,293
+30% +$157K
JOYY
2635
JOYY Inc
JOYY
$3.78B
$592K ﹤0.01%
10,863
+1,169
+12% +$67.5K
DPLO
2636
DELISTED
DIPLOMAT PHARMACY, INC.
DPLO
$592K ﹤0.01%
20,598
+8,960
+77% +$383K
SPSC icon
2637
SPS Commerce
SPSC
$2.52B
$590K ﹤0.01%
17,382
-8,958
-34% -$313K
QNST icon
2638
QuinStreet
QNST
$923M
$589K ﹤0.01%
106,095
+1,890
+2% +$11.1K
CZZ
2639
DELISTED
Cosan Limited
CZZ
$588K ﹤0.01%
203,376
+94,232
+86% +$390K
AOSL icon
2640
Alpha and Omega Semiconductor
AOSL
$874M
$586K ﹤0.01%
75,265
+8,479
+13% +$66.9K
WIFI
2641
DELISTED
Boingo Wireless, Inc.
WIFI
$586K ﹤0.01%
70,828
+6,862
+11% +$58.8K
FNLC icon
2642
First Bancorp
FNLC
$401M
$585K ﹤0.01%
30,606
+1,111
+4% +$21K
TLYS icon
2643
Tilly's
TLYS
$118M
$585K ﹤0.01%
79,538
-16,395
-17% -$143K
ENOC
2644
DELISTED
EnerNOC, Inc.
ENOC
$585K ﹤0.01%
74,031
-3,587
-5% -$31.2K
CLF icon
2645
Cleveland-Cliffs
CLF
$6.82B
$584K ﹤0.01%
239,428
-349,340
-59% -$1.11M
LQD icon
2646
iShares iBoxx $ Investment Grade Corporate Bond ETF
LQD
$34.5B
$582K ﹤0.01%
5,010
+2,085
+71% +$241K
STNR
2647
DELISTED
STEINER LEISURE LTD
STNR
$582K ﹤0.01%
9,219
-582
-6% -$34.6K
TREX icon
2648
Trex
TREX
$4.58B
$580K ﹤0.01%
69,624
-5,956
-8% -$61.2K
ARPI
2649
DELISTED
AMERICAN RESIDENTIAL PPTYS INC COM
ARPI
$580K ﹤0.01%
33,573
+808
+2% +$14.3K
RBBN icon
2650
Ribbon Communications
RBBN
$359M
$578K ﹤0.01%
101,020
+2,705
+3% +$18.2K
104 105
106
107 108

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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.