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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
AREX
3026
DELISTED
Approach Resources Inc.
AREX
$253K ﹤0.01%
135,043
+50,358
+59% +$169K
PZN
3027
DELISTED
Pzena Investment Management, Inc. Class A
PZN
$252K ﹤0.01%
28,298
-3,734
-12% -$37.2K
MRGE
3028
DELISTED
MERGE HEALTHCARE INC COM STK (WI)
MRGE
$252K ﹤0.01%
35,563
-67,058
-65% -$423K
ECH icon
3029
iShares MSCI Chile ETF
ECH
$998M
$249K ﹤0.01%
+7,541
New +$265K
CPSS icon
3030
Consumer Portfolio Services
CPSS
$199M
$248K ﹤0.01%
49,715
-5,118
-9% -$29.4K
RENT
3031
DELISTED
RENTRAK CORP
RENT
$248K ﹤0.01%
4,583
-4,151
-48% -$233K
CERS icon
3032
Cerus
CERS
$609M
$247K ﹤0.01%
54,479
+28,078
+106% +$145K
COWN
3033
DELISTED
Cowen Inc. Class A Common Stock
COWN
$247K ﹤0.01%
13,556
+5,380
+66% +$118K
BWZ icon
3034
State Street SPDR Bloomberg Short Term International Treasury Bond ETF
BWZ
$264M
$246K ﹤0.01%
8,192
+381
+5% +$11.5K
ARWR icon
3035
Arrowhead Research
ARWR
$12.2B
$244K ﹤0.01%
42,301
-23,467
-36% -$148K
INWK
3036
DELISTED
InnerWorkings, Inc.
INWK
$244K ﹤0.01%
39,084
+19,547
+100% +$138K
AAOI icon
3037
Applied Optoelectronics
AAOI
$7.52B
$243K ﹤0.01%
+12,931
New +$252K
CRVL icon
3038
CorVel
CRVL
$3.13B
$242K ﹤0.01%
22,515
-36,648
-62% -$394K
GLOB icon
3039
Globant
GLOB
$1.43B
$240K ﹤0.01%
+7,861
New +$242K
CIGI icon
3040
Colliers International
CIGI
$5.21B
$234K ﹤0.01%
5,774
-262
-4% -$11.2K
VLRS
3041
Controladora Vuela Compania de Aviacion
VLRS
$886M
$234K ﹤0.01%
15,713
-2,101
-12% -$28.9K
XLK icon
3042
State Street Technology Select Sector SPDR ETF
XLK
$113B
$234K ﹤0.01%
11,828
-4,082
-26% -$84.1K
STRP
3043
DELISTED
Straight Path Communications Inc.
STRP
$234K ﹤0.01%
5,801
-459
-7% -$13.2K
POWR
3044
DELISTED
POWERSECURE INTL INC COM STK (DE)
POWR
$233K ﹤0.01%
20,227
-401
-2% -$5.39K
CZR icon
3045
Caesars Entertainment
CZR
$6.12B
$232K ﹤0.01%
+25,741
New +$232K
KBE icon
3046
State Street SPDR S&P Bank ETF
KBE
$1.64B
$232K ﹤0.01%
6,979
-2,632
-27% -$91.8K
VB icon
3047
Vanguard Small-Cap ETF
VB
$79.6B
$232K ﹤0.01%
2,148
+170
+9% +$19.9K
EJ
3048
DELISTED
E HOUSE (CHINA) HOLDINGS LIMITED
EJ
$228K ﹤0.01%
38,392
+16,745
+77% +$100K
CLCT
3049
DELISTED
Collectors Universe
CLCT
$226K ﹤0.01%
14,995
-422
-3% -$7.84K
KLIC icon
3050
Kulicke & Soffa
KLIC
$5.03B
$225K ﹤0.01%
24,529
-7,390
-23% -$76.1K
120 121
122
123 124

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AF
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MCM
Melvin Capital Management New York $9.86B AUM 16.31% 1-Year Est. Return
PSUF
People's United Financial Bridgeport, Connecticut $3.51B AUM 12.24% 1-Year Est. Return
IA
IndexIQ Advisors New York $2.82B AUM 12.48% 1-Year Est. Return
SCC
Spring Creek Capital Wichita, Kansas $2.53B AUM 19.59% 1-Year Est. Return
BAM
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ACI
AMP Capital Investors Sydney, Australia $2.37B AUM 23.59% 1-Year Est. Return

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.