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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
FSD
3001
DELISTED
FIRST TRUST HIGH INCOME LONG/SHORT FUND
FSD
$278K ﹤0.01%
19,696
-866
-4% -$12.8K
MODN
3002
DELISTED
MODEL N, INC.
MODN
$278K ﹤0.01%
27,794
+2,182
+9% +$23.6K
MFIC icon
3003
MidCap Financial Investment
MFIC
$790M
$274K ﹤0.01%
16,684
-1,145
-6% -$22.7K
TUMI
3004
DELISTED
TUMI HLDGS INC COM
TUMI
$273K ﹤0.01%
15,481
-1,585
-9% -$31.1K
NMBL
3005
DELISTED
Nimble Storage, Inc.
NMBL
$272K ﹤0.01%
11,297
-2,501
-18% -$65.2K
HIMX
3006
Himax Technologies
HIMX
$2.22B
$270K ﹤0.01%
33,815
-7,741
-19% -$57.5K
AIFU
3007
AIFU Inc
AIFU
$205M
$270K ﹤0.01%
88
-1
-1% -$3.14K
APLE icon
3008
Apple Hospitality REIT
APLE
$3.98B
$269K ﹤0.01%
14,459
+3,697
+34% +$67.7K
RFP
3009
DELISTED
Resolute Forest Products Inc.
RFP
$268K ﹤0.01%
32,253
-9,639
-23% -$93.4K
SGYP
3010
DELISTED
Synergy Pharmaceuticals, Inc Common Stock
SGYP
$268K ﹤0.01%
50,585
-24,405
-33% -$189K
IRBT
3011
DELISTED
iRobot
IRBT
$266K ﹤0.01%
9,123
-19,088
-68% -$581K
BOOM icon
3012
DMC Global
BOOM
$117M
$265K ﹤0.01%
27,739
+1,088
+4% +$11.2K
CTRE icon
3013
CareTrust REIT
CTRE
$10.1B
$265K ﹤0.01%
23,347
+2,638
+13% +$31.9K
ACH
3014
DELISTED
Alum Corp of China Ltd
ACH
$265K ﹤0.01%
34,213
-19,506
-36% -$174K
KWEB icon
3015
KraneShares CSI China Internet ETF
KWEB
$5.34B
$262K ﹤0.01%
+8,742
New +$292K
QADA
3016
DELISTED
QAD Inc.
QADA
$262K ﹤0.01%
10,240
– –
HTHT icon
3017
Huazhu Hotels Group
HTHT
$12.9B
$261K ﹤0.01%
42,988
-7,480
-15% -$45.5K
MTUS icon
3018
Metallus
MTUS
$869M
$260K ﹤0.01%
25,741
-12,766
-33% -$231K
DMRC icon
3019
Digimarc Corp
DMRC
$137M
$259K ﹤0.01%
8,484
+3,991
+89% +$149K
FLXS icon
3020
Flexsteel Industries
FLXS
$309M
$257K ﹤0.01%
8,222
+551
+7% +$20K
TAC icon
3021
TransAlta
TAC
$4.25B
$257K ﹤0.01%
55,320
-30,944
-36% -$177K
VMBS icon
3022
Vanguard Mortgage-Backed Securities ETF
VMBS
$15.5B
$257K ﹤0.01%
4,816
-56
-1% -$2.97K
BRG
3023
DELISTED
Bluerock Residential Growth REIT, Inc.
BRG
$257K ﹤0.01%
+21,436
New +$257K
DFRG
3024
DELISTED
Del Frisco's Restaurant Group, Inc. Common Stock
DFRG
$256K ﹤0.01%
18,459
-52
-0.3% -$791
BDBD
3025
DELISTED
BOULDER BRANDS INC
BDBD
$256K ﹤0.01%
31,201
-30,392
-49% -$243K
119 120
121
122 123

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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.