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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
SZMK
2926
DELISTED
SIZMEK INC COM STK (DE)
SZMK
$321K ﹤0.01%
53,545
+15,685
+41% +$106K
BNED icon
2927
Barnes & Noble Education
BNED
$445M
$320K ﹤0.01%
+251
New +$325K
PACB icon
2928
Pacific Biosciences
PACB
$422M
$320K ﹤0.01%
87,514
-2,131
-2% -$10.4K
FNV icon
2929
Franco-Nevada
FNV
$41.4B
$319K ﹤0.01%
7,247
+2,763
+62% +$119K
NETI
2930
DELISTED
Eneti Inc.
NETI
$319K ﹤0.01%
1,958
+811
+71% +$152K
YDLE
2931
DELISTED
YODLEE INC COMMON STOCK
YDLE
$319K ﹤0.01%
19,761
-15
-0.1% -$225
CLS icon
2932
Celestica
CLS
$36.6B
$317K ﹤0.01%
24,612
-624
-2% -$7.72K
FLIC
2933
DELISTED
First of Long Island Corp
FLIC
$317K ﹤0.01%
17,619
+954
+6% +$17K
SSNI
2934
DELISTED
Silver Spring Networks, Inc.
SSNI
$316K ﹤0.01%
24,523
+704
+3% +$8.61K
CBB
2935
DELISTED
Cincinnati Bell Inc.
CBB
$315K ﹤0.01%
20,200
-34,886
-63% -$633K
LGTY
2936
DELISTED
Logility Supply Chain Solutions, Inc. Common Stock
LGTY
$314K ﹤0.01%
33,343
-1,256
-4% -$11.7K
ACET
2937
DELISTED
Aceto Corp
ACET
$314K ﹤0.01%
11,452
+2,480
+28% +$61.8K
ZEUS
2938
DELISTED
Olympic Steel
ZEUS
$313K ﹤0.01%
31,445
-9,085
-22% -$115K
XCO
2939
DELISTED
Exco Resources
XCO
$313K ﹤0.01%
27,859
-3,957
-12% -$43.7K
GABC icon
2940
German American Bancorp
GABC
$1.83B
$312K ﹤0.01%
16,002
-563
-3% -$11K
MDXG icon
2941
MiMedx Group
MDXG
$635M
$312K ﹤0.01%
32,357
+13,714
+74% +$145K
CHW
2942
Calamos Global Dynamic Income Fund
CHW
$538M
$311K ﹤0.01%
44,718
-1,859
-4% -$14.8K
MNI
2943
DELISTED
The McClatchy Company Class A Common Stock
MNI
$311K ﹤0.01%
32,071
-234
-0.7% -$2.4K
ARII
2944
DELISTED
American Railcar Industries, Inc.
ARII
$311K ﹤0.01%
8,602
-11,274
-57% -$463K
CVGW
2945
DELISTED
Calavo Growers
CVGW
$310K ﹤0.01%
6,954
+299
+4% +$15.6K
WNC icon
2946
Wabash National
WNC
$538M
$310K ﹤0.01%
42,240
+8,883
+27% +$109K
EWT icon
2947
iShares MSCI Taiwan ETF
EWT
$9.99B
$309K ﹤0.01%
11,758
+4,413
+60% +$124K
USAK
2948
DELISTED
USA Truck Inc
USAK
$309K ﹤0.01%
17,934
+3,456
+24% +$69K
RIGL icon
2949
Rigel Pharmaceuticals
RIGL
$692M
$308K ﹤0.01%
12,461
+4,088
+49% +$122K
COB
2950
DELISTED
CommunityOne Bancorp
COB
$307K ﹤0.01%
28,249
+2,312
+9% +$24.6K
116 117
118
119 120

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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.