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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
NMIH icon
3051
NMI Holdings
NMIH
$3.28B
$225K ﹤0.01%
29,550
+10,265
+53% +$84.1K
AMRC icon
3052
Ameresco
AMRC
$1.12B
$224K ﹤0.01%
38,079
+619
+2% +$3.94K
BTO
3053
John Hancock Financial Opportunities Fund
BTO
$807M
$224K ﹤0.01%
8,863
-285
-3% -$7.7K
NSA
3054
DELISTED
National Storage Affiliates Trust
NSA
$223K ﹤0.01%
+16,444
New +$211K
MEG
3055
DELISTED
Media General, Inc
MEG
$223K ﹤0.01%
15,944
-48,752
-75% -$662K
BIN
3056
DELISTED
PROGRESSIVE WASTE SOLUTIONS LTD COM
BIN
$223K ﹤0.01%
8,452
-954
-10% -$25.4K
TDAY
3057
USA Today Co
TDAY
$1.25B
$222K ﹤0.01%
+14,337
New +$230K
HASI icon
3058
Hannon Armstrong Sustainable Infrastructure Capital
HASI
$4.87B
$221K ﹤0.01%
+12,857
New +$249K
VO icon
3059
Vanguard Mid-Cap ETF
VO
$106B
$220K ﹤0.01%
7,540
+612
+9% +$19.1K
SPNC
3060
DELISTED
Spectranetics Corp
SPNC
$220K ﹤0.01%
18,693
-39,856
-68% -$714K
MPAA icon
3061
Motorcar Parts of America
MPAA
$259M
$218K ﹤0.01%
6,944
-15,562
-69% -$480K
MXL icon
3062
MaxLinear
MXL
$5.72B
$218K ﹤0.01%
17,558
+1,588
+10% +$17.5K
YZC
3063
DELISTED
Yanzhou Coal Mining
YZC
$218K ﹤0.01%
49,225
-12,496
-20% -$67.8K
TCRT icon
3064
Alaunos Therapeutics
TCRT
$4.71M
$217K ﹤0.01%
160
+17
+12% +$28.1K
BEBE
3065
DELISTED
Bebe Stores Inc
BEBE
$217K ﹤0.01%
23,043
-654
-3% -$10.5K
BDSI
3066
DELISTED
BioDelivery Sciences International, Inc.
BDSI
$217K ﹤0.01%
39,097
-19,677
-33% -$145K
CTO
3067
CTO Realty Growth
CTO
$747M
$216K ﹤0.01%
15,948
-1,326
-8% -$19.9K
HPF
3068
John Hancock Preferred Income Fund II
HPF
$341M
$216K ﹤0.01%
+11,291
New +$217K
REXR icon
3069
Rexford Industrial Realty
REXR
$8.68B
$216K ﹤0.01%
15,691
-19,211
-55% -$268K
ENZ
3070
DELISTED
Enzo Biochem, Inc.
ENZ
$216K ﹤0.01%
68,281
-533
-0.8% -$1.62K
TAT
3071
DELISTED
TransAtlantic Petroleum LTD.
TAT
$216K ﹤0.01%
84,885
+65,551
+339% +$218K
NHS
3072
Neuberger High Yield Strategies Fund Inc
NHS
$251M
$215K ﹤0.01%
21,060
+2,111
+11% +$23.1K
CNBKA
3073
DELISTED
Century Bancorp Inc/Mass
CNBKA
$215K ﹤0.01%
+5,280
New +$216K
CRWN
3074
DELISTED
CROWN MEDIA HOLDINGS INC CL-A
CRWN
$215K ﹤0.01%
40,162
+9,201
+30% +$44.3K
IGLB icon
3075
iShares 10+ Year Investment Grade Corporate Bond ETF
IGLB
$2.64B
$214K ﹤0.01%
3,744
-18,577
-83% -$1.06M
121 122
123
124 125

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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
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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.