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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
NOAH
2851
Noah Holdings
NOAH
$595M
$381K ﹤0.01%
16,206
-285
-2% -$6.57K
SPAB icon
2852
State Street SPDR Portfolio Aggregate Bond ETF
SPAB
$9.78B
$380K ﹤0.01%
13,162
-488
-4% -$14K
PATK icon
2853
Patrick Industries
PATK
$2.81B
$379K ﹤0.01%
21,573
+2,756
+15% +$48.6K
RRTS
2854
DELISTED
RoadRunner Transportation Systems, Inc.
RRTS
$379K ﹤0.01%
824
-7
-0.8% -$4.04K
SHI
2855
DELISTED
Sinopec Shanghai Petrochemical Co., Ltd.
SHI
$378K ﹤0.01%
9,765
+2,621
+37% +$106K
SCMP
2856
DELISTED
Sucampo Pharmaceuticals, Inc.
SCMP
$378K ﹤0.01%
19,010
-4,178
-18% -$95.8K
HZO icon
2857
MarineMax
HZO
$799M
$375K ﹤0.01%
26,542
-17,106
-39% -$301K
NATR icon
2858
Nature's Sunshine
NATR
$362M
$375K ﹤0.01%
31,306
+1,153
+4% +$14.4K
TTGT icon
2859
TechTarget
TTGT
$275M
$375K ﹤0.01%
44,005
+14,171
+47% +$130K
GDF
2860
DELISTED
WESTERN ASSET GLB PARTNERS INCM FUND INC. COM
GDF
$375K ﹤0.01%
47,016
+493
+1% +$4.23K
UDF
2861
DELISTED
UNITED DEV FDG IV COM SHS OF BENE INT (TX)
UDF
$375K ﹤0.01%
+21,313
New +$378K
ESGR
2862
DELISTED
Enstar Group
ESGR
$374K ﹤0.01%
2,494
-46
-2% -$7.13K
OSUR icon
2863
OraSure Technologies
OSUR
$273M
$374K ﹤0.01%
84,131
-7,237
-8% -$37.8K
ADPT
2864
DELISTED
Adeptus Health Inc
ADPT
$374K ﹤0.01%
+4,626
New +$477K
DMND
2865
DELISTED
DIAMOND FOODS, INC.
DMND
$374K ﹤0.01%
12,133
-34,524
-74% -$1.08M
BHR
2866
Braemar Hotels & Resorts
BHR
$157M
$372K ﹤0.01%
26,804
-4,724
-15% -$67.3K
ESI
2867
DELISTED
ITT EDUCATIONAL SERVICES INC
ESI
$371K ﹤0.01%
108,125
-39,775
-27% -$147K
VEDL
2868
DELISTED
Vedanta Limited American Depostary Shares (Each representing four equity shares)
VEDL
$371K ﹤0.01%
71,570
+52,254
+271% +$374K
OLED icon
2869
Universal Display
OLED
$3.81B
$370K ﹤0.01%
10,924
-444
-4% -$18.5K
RBS.PRS.CL
2870
DELISTED
The Royal Bank Of Scotland Group
RBS.PRS.CL
$370K ﹤0.01%
14,773
-51
-0.3% -$1.28K
GBLI icon
2871
Global Indemnity Group
GBLI
$396M
$369K ﹤0.01%
14,084
+1,448
+11% +$39.6K
INF
2872
DELISTED
BROOKFIELD GLOBAL LISTED INFRASTRUCTURE INCOME FUND INC.
INF
$369K ﹤0.01%
+29,481
New +$430K
AUB icon
2873
Atlantic Union Bankshares
AUB
$5.98B
$368K ﹤0.01%
15,339
-40,825
-73% -$970K
SYNH
2874
DELISTED
Syneos Health, Inc. Class A Common Stock
SYNH
$368K ﹤0.01%
+9,201
New +$402K
RST
2875
DELISTED
ROSETTA STONE INC
RST
$365K ﹤0.01%
54,507
-954
-2% -$6.8K
113 114
115
116 117

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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.