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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
DWM icon
2951
WisdomTree International Equity Fund
DWM
$670M
$306K ﹤0.01%
6,731
+119
+2% +$5.87K
AY
2952
DELISTED
Atlantica Sustainable Infrastructure plc Ordinary Shares
AY
$306K ﹤0.01%
18,495
+10,667
+136% +$255K
LUMO
2953
DELISTED
Lumos Pharma, Inc. Common Stock
LUMO
$306K ﹤0.01%
948
+396
+72% +$174K
EGIO
2954
DELISTED
Edgio, Inc. Common Stock
EGIO
$306K ﹤0.01%
4,008
+685
+21% +$83.9K
ATRI
2955
DELISTED
Atrion Corp
ATRI
$306K ﹤0.01%
815
-25
-3% -$9.7K
GWPH
2956
DELISTED
GW Pharmaceuticals Plc American Depositary Shares
GWPH
$304K ﹤0.01%
3,328
– –
RYAM icon
2957
Rayonier Advanced Materials
RYAM
$573M
$303K ﹤0.01%
49,581
+432
+0.9% +$4.37K
WMAR
2958
DELISTED
West Marine Inc
WMAR
$303K ﹤0.01%
34,526
-174
-0.5% -$1.58K
HNRG icon
2959
Hallador Energy
HNRG
$717M
$302K ﹤0.01%
43,465
+20,069
+86% +$149K
IJR icon
2960
iShares Core S&P Small-Cap ETF
IJR
$110B
$302K ﹤0.01%
5,660
-118
-2% -$6.69K
BFIN
2961
DELISTED
BankFinancial
BFIN
$301K ﹤0.01%
24,243
-1,223
-5% -$14.8K
ACHN
2962
DELISTED
Achillion Pharmaceuticals
ACHN
$301K ﹤0.01%
43,517
-25,130
-37% -$205K
RYZ
2963
Ryerson Holding Corp
RYZ
$1.59B
$300K ﹤0.01%
57,233
+26,910
+89% +$191K
BONT
2964
DELISTED
Bon-Ton Stores Inc/The
BONT
$298K ﹤0.01%
94,770
-53,034
-36% -$224K
IDV icon
2965
iShares International Select Dividend ETF
IDV
$8.24B
$297K ﹤0.01%
10,574
+541
+5% +$16.5K
PAMT
2966
PAMT Corp
PAMT
$356M
$297K ﹤0.01%
35,904
-64
-0.2% -$769
BSRR icon
2967
Sierra Bancorp
BSRR
$538M
$296K ﹤0.01%
18,548
+2,110
+13% +$35.5K
DYAX
2968
DELISTED
DYAX CORPORATION
DYAX
$296K ﹤0.01%
15,530
-8,479
-35% -$202K
AVAL icon
2969
Grupo Aval
AVAL
$5.72B
$295K ﹤0.01%
38,506
+27,691
+256% +$226K
MRC
2970
DELISTED
MRC Global
MRC
$294K ﹤0.01%
26,348
-32,487
-55% -$424K
EZA icon
2971
iShares MSCI South Africa ETF
EZA
$533M
$293K ﹤0.01%
+5,463
New +$322K
GAME
2972
DELISTED
SHANDA GAMES LTD SPON ADR REPSTG CL A (CAYMAN ISLANDS)
GAME
$293K ﹤0.01%
43,759
+369
+0.9% +$2.45K
CCBG icon
2973
Capital City Bank Group
CCBG
$890M
$292K ﹤0.01%
19,578
+293
+2% +$4.44K
MN
2974
DELISTED
MANNING & NAPIER, INC.
MN
$292K ﹤0.01%
39,657
-9,910
-20% -$94.5K
AGM icon
2975
Federal Agricultural Mortgage
AGM
$2.27B
$291K ﹤0.01%
11,235
+3,013
+37% +$79.6K
117 118
119
120 121

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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.