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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
EWJ icon
2901
iShares MSCI Japan ETF
EWJ
$21.7B
$348K ﹤0.01%
7,620
-4,124
-35% -$203K
LPSN icon
2902
LivePerson
LPSN
$20.8M
$347K ﹤0.01%
3,058
+299
+11% +$40.5K
PGTI
2903
DELISTED
PGT, Inc.
PGTI
$347K ﹤0.01%
28,295
-6,770
-19% -$93.7K
PHIIK
2904
DELISTED
PHI, Inc. Non-Voting Common Stock
PHIIK
$346K ﹤0.01%
18,318
-1,326
-7% -$34.5K
EXAC
2905
DELISTED
Exactech Inc
EXAC
$345K ﹤0.01%
19,820
+1,015
+5% +$19.6K
EPM icon
2906
Evolution Petroleum
EPM
$129M
$342K ﹤0.01%
61,543
+45,546
+285% +$252K
RAIL icon
2907
FreightCar America
RAIL
$279M
$342K ﹤0.01%
19,944
-7,543
-27% -$152K
MACK
2908
DELISTED
Merrimack Pharmaceuticals, Inc.
MACK
$342K ﹤0.01%
5,112
+99
+2% +$8.08K
HALO icon
2909
Halozyme
HALO
$9.66B
$339K ﹤0.01%
25,262
-1,295
-5% -$26K
ONIT
2910
Onity Group
ONIT
$336M
$339K ﹤0.01%
3,372
-5,669
-63% -$718K
KVHI icon
2911
KVH Industries
KVHI
$181M
$338K ﹤0.01%
33,820
-2,569
-7% -$29.3K
CPF icon
2912
Central Pacific Financial
CPF
$1.01B
$337K ﹤0.01%
16,070
-2,467
-13% -$54.4K
ATRO icon
2913
Astronics
ATRO
$3.47B
$336K ﹤0.01%
15,157
-947
-6% -$29.5K
NID
2914
DELISTED
NUVEEN INTERMEDIATE DURATION MUNICIPAL TERM FUND
NID
$334K ﹤0.01%
26,961
-598
-2% -$7.33K
MQT
2915
DELISTED
BlackRock MuniYield Quality Fund II
MQT
$333K ﹤0.01%
26,151
-3,672
-12% -$46.5K
CVT
2916
DELISTED
CVENT, INC.
CVT
$333K ﹤0.01%
9,879
-4,332
-30% -$131K
NRO
2917
Neuberger Real Estate Securities Income Fund Inc
NRO
$194M
$332K ﹤0.01%
75,574
-3,128
-4% -$14.1K
CSII
2918
DELISTED
Cardiovascular Systems, Inc.
CSII
$331K ﹤0.01%
33,042
+12,356
+60% +$311K
VA
2919
DELISTED
Virgin America Inc.
VA
$327K ﹤0.01%
+9,546
New +$312K
JONE
2920
DELISTED
Jones Energy, Inc.
JONE
$326K ﹤0.01%
3,704
+2,389
+182% +$278K
BWX icon
2921
State Street SPDR Bloomberg International Treasury Bond ETF
BWX
$1.31B
$325K ﹤0.01%
12,480
+1,270
+11% +$33K
AP icon
2922
Ampco-Pittsburgh
AP
$177M
$323K ﹤0.01%
29,575
-873
-3% -$11.1K
QMCO icon
2923
Quantum Corp
QMCO
$432M
$323K ﹤0.01%
2,894
-56
-2% -$10.4K
HYB
2924
DELISTED
New America High Income Fund, Inc.
HYB
$323K ﹤0.01%
40,529
+1,392
+4% +$11.6K
RDWR icon
2925
Radware
RDWR
$1.23B
$321K ﹤0.01%
19,733
+488
+3% +$9.29K
115 116
117
118 119

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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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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.