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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
VSI
1676
DELISTED
Vitamin Shoppe Inc.
VSI
$2.49M ﹤0.01%
76,260
+16,763
+28% +$598K
AMFW
1677
DELISTED
AMEC Foster Wheeler plc
AMFW
$2.49M ﹤0.01%
228,538
+173,108
+312% +$2.12M
GMED icon
1678
Globus Medical
GMED
$10.9B
$2.49M ﹤0.01%
120,330
-1,882
-2% -$47.7K
NSLR
1679
Neostellar Capital Corp
NSLR
$269M
$2.49M ﹤0.01%
487,728
+137
+0% +$830
AIR icon
1680
AAR Corp
AIR
$5.62B
$2.48M ﹤0.01%
130,995
-5,362
-4% -$139K
MANT
1681
DELISTED
Mantech International Corp
MANT
$2.48M ﹤0.01%
96,710
+3,755
+4% +$106K
FBR
1682
DELISTED
Fibria Celulose Sa
FBR
$2.48M ﹤0.01%
183,224
+46,397
+34% +$632K
SHLM
1683
DELISTED
Schulman (A.) Inc
SHLM
$2.48M ﹤0.01%
76,395
-6,276
-8% -$222K
OTEX icon
1684
Open Text
OTEX
$6.02B
$2.48M ﹤0.01%
110,816
+80,698
+268% +$1.75M
CHSP
1685
DELISTED
Chesapeake Lodging Trust
CHSP
$2.48M ﹤0.01%
95,169
-2,570
-3% -$77.7K
KOF icon
1686
Coca-Cola Femsa
KOF
$22.8B
$2.48M ﹤0.01%
35,683
-2,998
-8% -$220K
SCSC icon
1687
Scansource
SCSC
$1.16B
$2.48M ﹤0.01%
69,795
+14,186
+26% +$519K
GFF icon
1688
Griffon
GFF
$4.29B
$2.47M ﹤0.01%
156,505
+1,984
+1% +$32.4K
IMAX icon
1689
IMAX
IMAX
$2.59B
$2.46M ﹤0.01%
72,960
-2,817
-4% -$97.6K
WOLF icon
1690
Wolfspeed
WOLF
$1.14B
$2.46M ﹤0.01%
101,489
+5,138
+5% +$131K
ANH
1691
DELISTED
Anworth Mortgage Asset Corporation
ANH
$2.46M ﹤0.01%
497,166
-50,648
-9% -$258K
TBI
1692
Trueblue
TBI
$235M
$2.45M ﹤0.01%
109,007
-17,450
-14% -$448K
MTDR icon
1693
Matador Resources
MTDR
$5.73B
$2.44M ﹤0.01%
117,864
+14,858
+14% +$324K
COHR icon
1694
Coherent
COHR
$47.6B
$2.44M ﹤0.01%
151,949
+23,324
+18% +$402K
FIZZ icon
1695
National Beverage
FIZZ
$3.05B
$2.44M ﹤0.01%
158,594
-14,524
-8% -$186K
WEN icon
1696
Wendy's
WEN
$1.46B
$2.43M ﹤0.01%
281,289
-44,915
-14% -$435K
HELE icon
1697
Helen of Troy
HELE
$672M
$2.43M ﹤0.01%
27,239
+823
+3% +$73.7K
MFC icon
1698
Manulife Financial
MFC
$74.2B
$2.43M ﹤0.01%
156,979
-1,801
-1% -$30.2K
ALNY icon
1699
Alnylam Pharmaceuticals
ALNY
$38.5B
$2.43M ﹤0.01%
30,216
-6,605
-18% -$734K
ADX icon
1700
Adams Diversified Equity Fund
ADX
$3.08B
$2.41M ﹤0.01%
189,340
+37,653
+25% +$512K
66 67
68
69 70

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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.