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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
IMOS
3301
ChipMOS TECHNOLOGIES
IMOS
$1.91B
– –
-8,319
Closed -$200K
INSM icon
3302
Insmed
INSM
$22.9B
– –
-10,492
Closed -$256K
JKS
3303
JinkoSolar
JKS
$799M
– –
-12,864
Closed -$380K
KPTI icon
3304
Karyopharm Therapeutics
KPTI
$162M
– –
-753
Closed -$307K
LAB icon
3305
Standard BioTools
LAB
$302M
– –
-8,287
Closed -$201K
LSTA icon
3306
Lisata Therapeutics
LSTA
$13.4M
– –
-76
Closed -$21K
MGNI icon
3307
Magnite
MGNI
$2.75B
– –
-11,758
Closed -$176K
MSGS icon
3308
Madison Square Garden
MSGS
$9.52B
– –
-102,621
Closed -$6.11M
MS.PRE icon
3309
Morgan Stanley Series E Preferred Stock
MS.PRE
$875M
– –
-38,734
Closed -$1.08M
MS.PRF icon
3310
Morgan Stanley Series F Preferred Stock
MS.PRF
$858K
– –
-12,932
Closed -$345K
NNBR icon
3311
NN Inc
NNBR
$274M
– –
-18,537
Closed -$473K
NVEC icon
3312
NVE Corp
NVEC
$562M
– –
-4,117
Closed -$323K
NXP icon
3313
Nuveen Select Tax-Free Income Portfolio
NXP
$897M
– –
-17,968
Closed -$244K
ODC icon
3314
Oil-Dri
ODC
$1.44B
– –
-22,722
Closed -$345K
PAGP icon
3315
Plains GP Holdings
PAGP
$5.17B
– –
-5,264
Closed -$362K
PARAA
3316
DELISTED
Paramount Global Class A
PARAA
– –
-8,717
Closed -$500K
PBE icon
3317
Invesco Biotechnology & Genome ETF
PBE
$284M
– –
-5,031
Closed -$294K
PDS
3318
Precision Drilling
PDS
$1.04B
– –
-586
Closed -$79K
PKOH icon
3319
Park-Ohio Holdings
PKOH
$554M
– –
-16,733
Closed -$811K
PLUG icon
3320
Plug Power
PLUG
$2.87B
– –
-61,159
Closed -$150K
PROV icon
3321
Provident Financial
PROV
$109M
– –
-23,658
Closed -$396K
BCIC
3322
BCP Investment Corp
BCIC
$88.7M
– –
-4,617
Closed -$276K
RGLS
3323
DELISTED
Regulus Therapeutics
RGLS
– –
-114
Closed -$150K
SHYF
3324
DELISTED
The Shyft Group
SHYF
– –
-65,461
Closed -$300K
SSTK icon
3325
Shutterstock
SSTK
$217M
– –
-13,032
Closed -$764K
131 132
133
134 135

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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.