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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
ADAM
2776
Adamas Trust
ADAM
$783M
$445K ﹤0.01%
20,260
-44,875
-69% -$1.24M
OFIX icon
2777
Orthofix Medical
OFIX
$481M
$445K ﹤0.01%
13,188
-1,285
-9% -$45.7K
PGEN icon
2778
Precigen
PGEN
$1.93B
$445K ﹤0.01%
+14,113
New +$689K
HTWR
2779
DELISTED
HEARTWARE INTERNATIONAL INC COM STK (DE)
HTWR
$445K ﹤0.01%
8,500
-5,603
-40% -$426K
FM
2780
DELISTED
iShares Frontier and Select EM ETF
FM
$444K ﹤0.01%
+17,675
New +$480K
JGV
2781
DELISTED
NUVEEN GLOBAL EQUITY INCOME FUND
JGV
$439K ﹤0.01%
43,109
-1,647
-4% -$18.8K
KRO icon
2782
KRONOS Worldwide
KRO
$705M
$438K ﹤0.01%
70,503
+7,319
+12% +$60.9K
IGE icon
2783
iShares North American Natural Resources ETF
IGE
$735M
$437K ﹤0.01%
15,053
+1,789
+13% +$57.6K
TWOU
2784
DELISTED
2U Inc
TWOU
$436K ﹤0.01%
404
+192
+91% +$198K
LION
2785
DELISTED
Fidelity Southern Corporation
LION
$436K ﹤0.01%
20,641
– –
RSPP
2786
DELISTED
RSP Permian, Inc.
RSPP
$436K ﹤0.01%
21,534
+7,191
+50% +$170K
FNFV
2787
DELISTED
Fidelity Natl Financial, Inc.
FNFV
$436K ﹤0.01%
37,216
-26,227
-41% -$381K
IEV icon
2788
iShares Europe ETF
IEV
$1.64B
$435K ﹤0.01%
+10,936
New +$468K
IMGN
2789
DELISTED
Immunogen Inc
IMGN
$433K ﹤0.01%
45,153
+2,921
+7% +$42.7K
ZAYO
2790
DELISTED
Zayo Group Holdings, Inc.
ZAYO
$433K ﹤0.01%
+17,090
New +$459K
DTLK
2791
DELISTED
Datalink Corp
DTLK
$432K ﹤0.01%
72,330
-99
-0.1% -$643
JPI
2792
DELISTED
Nuveen Preferred Securities & Income Opportunities Fund
JPI
$430K ﹤0.01%
19,610
-1,267
-6% -$28.3K
TECK icon
2793
Teck Resources
TECK
$29.3B
$428K ﹤0.01%
89,217
+49,840
+127% +$354K
HTB
2794
HomeTrust Bancshares
HTB
$833M
$428K ﹤0.01%
23,071
-7,271
-24% -$129K
ZAGG
2795
DELISTED
ZAGG Inc Common Stock (Delaware)
ZAGG
$426K ﹤0.01%
62,810
-6,803
-10% -$51.1K
ELGX
2796
DELISTED
Endologix Inc
ELGX
$426K ﹤0.01%
3,472
-139
-4% -$18.9K
CALD
2797
DELISTED
Callidus Software, Inc.
CALD
$426K ﹤0.01%
25,077
-11,017
-31% -$177K
SALE
2798
DELISTED
RetailMeNot, Inc. Series 1
SALE
$426K ﹤0.01%
+51,683
New +$602K
PSF icon
2799
Cohen & Steers Select Preferred & Income Fund
PSF
$233M
$425K ﹤0.01%
+18,233
New +$437K
STNG icon
2800
Scorpio Tankers
STNG
$3.9B
$425K ﹤0.01%
4,631
+297
+7% +$29.8K
110 111
112
113 114

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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.