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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
MNR
2751
DELISTED
Monmouth Real Estate Investment Corp
MNR
$467K ﹤0.01%
47,892
+7,931
+20% +$76.5K
INDA icon
2752
iShares MSCI India ETF
INDA
$6.77B
$466K ﹤0.01%
+16,321
New +$479K
IYR icon
2753
iShares US Real Estate ETF
IYR
$4.73B
$465K ﹤0.01%
6,551
-148
-2% -$10.8K
KRNY icon
2754
Kearny Financial
KRNY
$595M
$463K ﹤0.01%
40,326
-17,242
-30% -$197K
LITE icon
2755
Lumentum
LITE
$55.4B
$463K ﹤0.01%
+27,319
New +$518K
MRLN
2756
DELISTED
Marlin Business Services Corp
MRLN
$463K ﹤0.01%
30,078
+363
+1% +$5.56K
LKFN icon
2757
Lakeland Financial Corp
LKFN
$1.57B
$461K ﹤0.01%
15,318
-18,287
-54% -$515K
OPY icon
2758
Oppenheimer Holdings
OPY
$1.18B
$460K ﹤0.01%
22,987
+517
+2% +$11.3K
XCRA
2759
DELISTED
Xcerra Corporation
XCRA
$458K ﹤0.01%
72,894
-28,519
-28% -$183K
AIQ
2760
DELISTED
Alliance Healthcare Services
AIQ
$458K ﹤0.01%
46,965
+551
+1% +$8.12K
STCN
2761
DELISTED
Steel Connect, Inc. Common Stock
STCN
$457K ﹤0.01%
17,117
-192
-1% -$5.63K
TUES
2762
DELISTED
Tuesday Morning Corp
TUES
$457K ﹤0.01%
84,475
-32,955
-28% -$290K
AKO.A icon
2763
Embotelladora Andina Series A
AKO.A
$3.59B
$456K ﹤0.01%
26,736
-1,749
-6% -$26.6K
HUBS icon
2764
HubSpot
HUBS
$11.4B
$455K ﹤0.01%
+9,822
New +$481K
QLYS icon
2765
Qualys
QLYS
$4.75B
$455K ﹤0.01%
15,986
+2,963
+23% +$99.4K
EMCI
2766
DELISTED
EMC INS Group Inc
EMCI
$455K ﹤0.01%
19,592
+69
+0.4% +$1.67K
EXXI
2767
DELISTED
ENERGY XXI LTD COM SHS
EXXI
$455K ﹤0.01%
433,040
-100,606
-19% -$169K
AHRT
2768
AH Realty Trust
AHRT
$536M
$453K ﹤0.01%
46,372
-4,830
-9% -$48.5K
BZH icon
2769
Beazer Homes USA
BZH
$903M
$453K ﹤0.01%
33,985
-40,494
-54% -$706K
MLR icon
2770
Miller Industries
MLR
$584M
$453K ﹤0.01%
23,170
+1,879
+9% +$37.2K
RESI
2771
DELISTED
Front Yard Residential Corporation Common Stock
RESI
$453K ﹤0.01%
32,549
-38,803
-54% -$622K
SRPT icon
2772
Sarepta Therapeutics
SRPT
$1.68B
$452K ﹤0.01%
14,079
+6,497
+86% +$220K
DWA
2773
DELISTED
DREAMWORKS ANIMATION SKG INC CL-A
DWA
$451K ﹤0.01%
25,861
-10,030
-28% -$217K
CUBI icon
2774
Customers Bancorp
CUBI
$2.66B
$450K ﹤0.01%
17,519
+7
+0% +$178
WMS icon
2775
Advanced Drainage Systems
WMS
$11B
$447K ﹤0.01%
+15,461
New +$448K
109 110
111
112 113

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NIPH
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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
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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.