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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
VHI icon
3251
Valhi
VHI
$385M
$26K ﹤0.01%
1,125
+34
+3% +$1.4K
CYTR
3252
DELISTED
CytRx Corp
CYTR
$26K ﹤0.01%
1,848
-3,411
-65% -$57.8K
APPS icon
3253
Digital Turbine
APPS
$1.02B
$22K ﹤0.01%
+12,420
New +$29.4K
IMMU
3254
DELISTED
Immunomedics Inc
IMMU
$20K ﹤0.01%
+11,735
New +$30K
FLNA
3255
Filana Therapeutics
FLNA
$43M
$19K ﹤0.01%
1,504
-1,520
-50% -$19.2K
FWM
3256
DELISTED
FAIRWAY GROUP HLDGS CORP CL A COM STK (DE)
FWM
$14K ﹤0.01%
12,869
-11,622
-47% -$28.3K
HK
3257
DELISTED
Halcon Resources Corporation
HK
$12K ﹤0.01%
134
-146
-52% -$24K
RBCN
3258
DELISTED
Rubicon Technology, Inc.
RBCN
$11K ﹤0.01%
1,046
-522
-33% -$8.56K
MHR
3259
DELISTED
MAGNUM HUNTER RESOURCES CORP (DEL)
MHR
$7K ﹤0.01%
21,226
-123,436
-85% -$114K
ZQK
3260
DELISTED
QUICKSILVER,INC.
ZQK
$4K ﹤0.01%
181,019
-11,594
-6% -$5.93K
ABR icon
3261
Arbor Realty Trust
ABR
$960M
– –
-68,311
Closed -$462K
AGEN
3262
Agenus
AGEN
$249M
– –
-1,130
Closed -$191K
ALG icon
3263
Alamo Group
ALG
$2.01B
– –
-3,783
Closed -$207K
ANGI icon
3264
Angi Inc
ANGI
$224M
– –
-3,961
Closed -$244K
ANIP icon
3265
ANI Pharmaceuticals
ANIP
$1.77B
– –
-7,113
Closed -$441K
ATHM icon
3266
Autohome
ATHM
$2.43B
– –
-3,972
Closed -$201K
ATLO icon
3267
AMES National
ATLO
$266M
– –
-9,080
Closed -$228K
ATRC icon
3268
AtriCure
ATRC
$1.77B
– –
-18,305
Closed -$451K
BBDO icon
3269
Banco Bradesco
BBDO
$33.9B
– –
-28,478
Closed -$136K
BLX icon
3270
Bladex Inc
BLX
$2.24B
– –
-35,637
Closed -$1.15M
BOX icon
3271
Box
BOX
$4.02B
– –
-46,124
Closed -$860K
CHI
3272
Calamos Convertible Opportunities and Income Fund
CHI
$1.02B
– –
-75,640
Closed -$924K
CNOB icon
3273
Center Bancorp
CNOB
$1.63B
– –
-12,632
Closed -$272K
CSTE icon
3274
Caesarstone
CSTE
$72.3M
– –
-5,181
Closed -$355K
CVCO icon
3275
Cavco Industries
CVCO
$4.39B
– –
-3,343
Closed -$252K
129 130
131
132 133

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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.