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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
TAHO
2876
DELISTED
Tahoe Resources Inc
TAHO
$365K ﹤0.01%
47,173
+27,156
+136% +$242K
ESIO
2877
DELISTED
Electro Scientific Industries
ESIO
$364K ﹤0.01%
78,392
+8,868
+13% +$41.2K
RLD
2878
DELISTED
REALD INC COM STK
RLD
$364K ﹤0.01%
37,887
+4,036
+12% +$43.7K
UCTT
2879
Ultra Clean Holdings
UCTT
$3.9B
$361K ﹤0.01%
62,876
+25,554
+68% +$169K
ZG icon
2880
Zillow
ZG
$7.32B
$361K ﹤0.01%
12,552
-38,391
-75% -$1.03M
HOLI
2881
DELISTED
Hollsys Automation Technologies INTERNATIONAL, LTD. COMMON (British Virgin Island)
HOLI
$360K ﹤0.01%
20,584
+297
+1% +$5.77K
AERI
2882
DELISTED
Aerie Pharmaceuticals
AERI
$360K ﹤0.01%
20,312
-1,640
-7% -$29.7K
ARAY icon
2883
Accuray
ARAY
$26.8M
$358K ﹤0.01%
71,633
-40,823
-36% -$262K
TSYS
2884
DELISTED
TELECOMMUNICATIONS SYS INC "A"
TSYS
$358K ﹤0.01%
103,988
+28,745
+38% +$102K
GIC icon
2885
Global Industrial
GIC
$1.36B
$357K ﹤0.01%
47,619
+619
+1% +$5.08K
FBNK
2886
DELISTED
First Connecticut Bancorp, Inc
FBNK
$357K ﹤0.01%
22,122
-51
-0.2% -$825
CRTO icon
2887
Criteo
CRTO
$1.05B
$356K ﹤0.01%
9,495
-1,564
-14% -$71.5K
CULP icon
2888
Culp Inc
CULP
$45.5M
$356K ﹤0.01%
+11,107
New +$350K
FMSA
2889
DELISTED
Fairmount Santrol Holdings Inc.
FMSA
$356K ﹤0.01%
131,755
+56,840
+76% +$300K
CBPX
2890
DELISTED
CONTINENTAL BUILDING PRODUCTS, INC.
CBPX
$354K ﹤0.01%
17,226
+3,401
+25% +$71.4K
YELL
2891
DELISTED
Yellow Corporation Common Stock
YELL
$354K ﹤0.01%
+26,697
New +$418K
SLCA
2892
DELISTED
U.S. SILICA HOLDINGS, INC.
SLCA
$353K ﹤0.01%
25,064
-15,099
-38% -$322K
NATL
2893
DELISTED
National Interstate Corporation
NATL
$353K ﹤0.01%
13,219
-126
-0.9% -$3.37K
AOI
2894
DELISTED
Alliance One International
AOI
$352K ﹤0.01%
+17,290
New +$391K
HALL
2895
DELISTED
Hallmark Financial Services, Inc.
HALL
$351K ﹤0.01%
3,059
+94
+3% +$10.6K
DEX
2896
DELISTED
DELAWARE ENHANCED GLOBAL DIVIDEND & INCOME FUND
DEX
$351K ﹤0.01%
37,880
-2,072
-5% -$21.1K
HILL
2897
DELISTED
DOT HILL SYSTEMS CORP
HILL
$350K ﹤0.01%
35,961
-6,813
-16% -$52.6K
WEYS icon
2898
Weyco Group
WEYS
$368M
$349K ﹤0.01%
12,915
+2,406
+23% +$67K
DALN
2899
DELISTED
DallasNews
DALN
$348K ﹤0.01%
17,672
+10
+0.1% +$200
DLN icon
2900
WisdomTree US LargeCap Dividend Fund
DLN
$6.25B
$348K ﹤0.01%
10,338
+3,940
+62% +$139K
114 115
116
117 118

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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.