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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
ATCO
3126
DELISTED
Atlas Corp.
ATCO
$166K ﹤0.01%
10,845
-1,585
-13% -$27.7K
TPLM
3127
DELISTED
Triangle Petroleum Corporation
TPLM
$164K ﹤0.01%
115,269
+58,095
+102% +$195K
ADXS
3128
DELISTED
Advaxis Inc
ADXS
$162K ﹤0.01%
+1,058
New +$256K
SIM icon
3129
Grupo SIMEC
SIM
$4.07B
$160K ﹤0.01%
+21,710
New +$180K
INFI
3130
DELISTED
Infinity Pharmaceuticals, Inc.
INFI
$158K ﹤0.01%
18,674
+6,932
+59% +$63.9K
NXRT
3131
NexPoint Residential Trust
NXRT
$665M
$157K ﹤0.01%
11,716
-183,518
-94% -$2.41M
TGTX icon
3132
TG Therapeutics
TGTX
$8.58B
$157K ﹤0.01%
15,618
-18,190
-54% -$271K
TZOO icon
3133
Travelzoo
TZOO
$103M
$156K ﹤0.01%
18,861
+125
+0.7% +$1.17K
GFA
3134
DELISTED
Gafisa S.A.
GFA
$156K ﹤0.01%
11,975
-302
-2% -$5.34K
RQI icon
3135
Cohen & Steers Quality Income Realty Fund
RQI
$1.71B
$155K ﹤0.01%
13,683
-362
-3% -$4.04K
SIEN
3136
DELISTED
Sientra, Inc.
SIEN
$155K ﹤0.01%
1,524
+6
+0.4% +$1.36K
SPNS
3137
DELISTED
Sapiens International
SPNS
$154K ﹤0.01%
13,393
+1,142
+9% +$13K
DHG
3138
DELISTED
Deutsche High Incm Opportunities
DHG
$154K ﹤0.01%
11,733
-21,135
-64% -$295K
EGO icon
3139
Eldorado Gold
EGO
$8.31B
$153K ﹤0.01%
9,528
+5,724
+150% +$95.2K
FBIO icon
3140
Fortress Biotech
FBIO
$111M
$153K ﹤0.01%
3,928
– –
BTE icon
3141
Baytex Energy
BTE
$3.08B
$152K ﹤0.01%
47,638
+5,949
+14% +$45.4K
CVGI icon
3142
Commercial Vehicle Group
CVGI
$157M
$152K ﹤0.01%
37,792
-9,898
-21% -$52.5K
EVC icon
3143
Entravision Communication
EVC
$983M
$152K ﹤0.01%
22,846
-635
-3% -$4.84K
ICA
3144
DELISTED
EMPRESAS ICA, S.A. DE C.V. ADS (EA REPTG 4 ORD PART CERT)
ICA
$151K ﹤0.01%
90,641
+78,007
+617% +$174K
CENX icon
3145
Century Aluminum
CENX
$4.57B
$149K ﹤0.01%
32,357
-115,483
-78% -$806K
CBK
3146
DELISTED
Christopher & Banks Corporation
CBK
$149K ﹤0.01%
133,809
-6,976
-5% -$17.4K
CSFL
3147
DELISTED
CenterState Bank Corporation Common Stock
CSFL
$147K ﹤0.01%
10,009
-33,428
-77% -$467K
ORC
3148
Orchid Island Capital
ORC
$1.31B
$145K ﹤0.01%
3,141
-85
-3% -$3.9K
ORIG
3149
DELISTED
Ocean Rig UDW Inc. Class A Common Shares
ORIG
$142K ﹤0.01%
7
– –
MM
3150
DELISTED
MILLENNIAL MEDIA INC COM STK (DE)
MM
$142K ﹤0.01%
81,182
-53,116
-40% -$85.6K
124 125
126
127 128

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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.