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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
TA
2651
DELISTED
TravelCenters of America LLC
TA
$576K ﹤0.01%
11,161
-7,445
-40% -$503K
FXO icon
2652
First Trust Financials AlphaDEX Fund
FXO
$1.15B
$575K ﹤0.01%
25,602
-1,204,349
-98% -$28.4M
LIOX
2653
DELISTED
Lionbridge Technologies
LIOX
$575K ﹤0.01%
116,363
-10,755
-8% -$60K
BAS
2654
DELISTED
Basis Energy Services, Inc.
BAS
$574K ﹤0.01%
305
-243
-44% -$739K
EXAS
2655
DELISTED
Exact Sciences
EXAS
$570K ﹤0.01%
31,687
-2,470
-7% -$56.7K
RM icon
2656
Regional Management Corp
RM
$395M
$570K ﹤0.01%
36,754
+13,958
+61% +$237K
PRFT
2657
DELISTED
Perficient Inc
PRFT
$570K ﹤0.01%
36,926
-2,758
-7% -$44.6K
IRWD icon
2658
Ironwood Pharmaceuticals
IRWD
$630M
$568K ﹤0.01%
65,057
-10,918
-14% -$102K
DTSI
2659
DELISTED
DTS, Inc.
DTSI
$568K ﹤0.01%
21,273
+105
+0.5% +$2.94K
CHEF icon
2660
Chefs' Warehouse
CHEF
$4.05B
$564K ﹤0.01%
39,812
+14,802
+59% +$252K
QTS
2661
DELISTED
QTS REALTY TRUST, INC.
QTS
$564K ﹤0.01%
12,916
+4,339
+51% +$177K
MNTA
2662
DELISTED
Momenta Pharmaceuticals, Inc.
MNTA
$563K ﹤0.01%
34,290
+11,172
+48% +$229K
DGI
2663
DELISTED
DigitalGlobe Inc.
DGI
$563K ﹤0.01%
29,615
-13,321
-31% -$315K
GEN
2664
DELISTED
Genesis Healthcare, Inc.
GEN
$561K ﹤0.01%
91,480
-11,031
-11% -$74.8K
CASS icon
2665
Cass Information Systems
CASS
$720M
$560K ﹤0.01%
15,036
-131
-0.9% -$5.11K
PBPB
2666
DELISTED
Potbelly
PBPB
$559K ﹤0.01%
50,744
+377
+0.7% +$4.52K
RNWK
2667
DELISTED
RealNetworks Inc
RNWK
$558K ﹤0.01%
136,451
-19,568
-13% -$88.8K
BLDR icon
2668
Builders FirstSource
BLDR
$7.93B
$557K ﹤0.01%
43,945
+6,997
+19% +$99.4K
YORW icon
2669
York Water
YORW
$517M
$557K ﹤0.01%
26,506
-2,275
-8% -$48.4K
COHU icon
2670
Cohu
COHU
$2B
$556K ﹤0.01%
56,408
+8,928
+19% +$93.8K
IBA
2671
DELISTED
Industrias Bachoco SAB De C.V.
IBA
$554K ﹤0.01%
9,062
+1,071
+13% +$61.7K
LCII icon
2672
LCI Industries
LCII
$2.63B
$550K ﹤0.01%
10,067
+236
+2% +$13.3K
DEST
2673
DELISTED
Destination Maternity Corporation
DEST
$550K ﹤0.01%
59,608
+12,077
+25% +$129K
FSS icon
2674
Federal Signal
FSS
$7.14B
$549K ﹤0.01%
40,011
-30,304
-43% -$430K
UMH
2675
UMH Properties
UMH
$1.34B
$549K ﹤0.01%
59,020
+17,066
+41% +$162K
105 106
107
108 109

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AF
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MCM
Melvin Capital Management New York $9.86B AUM 16.31% 1-Year Est. Return
PSUF
People's United Financial Bridgeport, Connecticut $3.51B AUM 12.24% 1-Year Est. Return
IA
IndexIQ Advisors New York $2.82B AUM 12.48% 1-Year Est. Return
SCC
Spring Creek Capital Wichita, Kansas $2.53B AUM 19.59% 1-Year Est. Return
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.