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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
PTCT icon
2726
PTC Therapeutics
PTCT
$6.12B
$496K ﹤0.01%
18,569
+3,904
+27% +$167K
BMTC
2727
DELISTED
Bryn Mawr Bank Corp
BMTC
$496K ﹤0.01%
15,965
-315
-2% -$9.4K
MPG
2728
DELISTED
Metaldyne Performance Group Inc.
MPG
$496K ﹤0.01%
+23,597
New +$464K
BELFB
2729
Bel Fuse Inc Class B
BELFB
$3.58B
$494K ﹤0.01%
25,434
+19
+0.1% +$381
LOCK
2730
DELISTED
LifeLock, Inc.
LOCK
$492K ﹤0.01%
56,210
-2,120
-4% -$20.9K
WSR
2731
DELISTED
Whitestone REIT
WSR
$491K ﹤0.01%
42,610
-8,628
-17% -$106K
EEQ
2732
DELISTED
Enbridge Energy Management Llc
EEQ
$490K ﹤0.01%
28,348
+4,568
+19% +$93.7K
CEMP
2733
DELISTED
Cempra, Inc.
CEMP
$489K ﹤0.01%
17,578
-1,479
-8% -$54.9K
VET icon
2734
Vermilion Energy
VET
$1.57B
$483K ﹤0.01%
15,033
+3,050
+25% +$104K
TRQ
2735
DELISTED
Turquoise Hill Resources Ltd
TRQ
$482K ﹤0.01%
18,898
+3,086
+20% +$98.1K
LAYN
2736
DELISTED
Layne Christensen Co
LAYN
$482K ﹤0.01%
74,116
-1,881
-2% -$14.3K
SPNT icon
2737
SiriusPoint
SPNT
$3.1B
$481K ﹤0.01%
35,774
-3,188
-8% -$45.4K
XLF icon
2738
State Street Financial Select Sector SPDR ETF
XLF
$57.3B
$481K ﹤0.01%
24,175
-419
-2% -$8.88K
DFP
2739
Flaherty & Crumrine Dynamic Preferred and Income Fund
DFP
$427M
$480K ﹤0.01%
+21,467
New +$478K
SNDA icon
2740
Sonida Senior Living
SNDA
$2.03B
$480K ﹤0.01%
1,595
-42
-3% -$13.8K
PHX
2741
DELISTED
PHX Minerals
PHX
$478K ﹤0.01%
29,580
+5,670
+24% +$101K
STN icon
2742
Stantec
STN
$8.23B
$476K ﹤0.01%
21,732
-889
-4% -$22.6K
VPG icon
2743
Vishay Precision Group
VPG
$1.17B
$474K ﹤0.01%
40,928
-2,815
-6% -$35.7K
ET icon
2744
Energy Transfer Partners
ET
$68.8B
$471K ﹤0.01%
+22,650
New +$639K
ESLT icon
2745
Elbit Systems
ESLT
$38.2B
$469K ﹤0.01%
6,288
+668
+12% +$53K
LYTS icon
2746
LSI Industries
LYTS
$862M
$469K ﹤0.01%
55,613
+394
+0.7% +$3.7K
FRPT icon
2747
Freshpet
FRPT
$3.06B
$468K ﹤0.01%
44,569
+6,451
+17% +$93.3K
ZUMZ icon
2748
Zumiez
ZUMZ
$341M
$467K ﹤0.01%
29,864
+11,343
+61% +$259K
CDI
2749
DELISTED
CDI Corp.
CDI
$467K ﹤0.01%
54,661
+397
+0.7% +$4.22K
KING
2750
DELISTED
KING DIGITAL ENTMT PLC ORD SHS (IRL)
KING
$467K ﹤0.01%
34,527
+21,165
+158% +$305K
108 109
110
111 112

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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.