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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
SNR
2251
DELISTED
NEW SENIOR INVESTMENT GROUP INC.
SNR
$1.11M ﹤0.01%
106,229
+29,008
+38% +$353K
ORBK
2252
DELISTED
Orbotech Ltd
ORBK
$1.11M ﹤0.01%
71,865
-1,635
-2% -$28.5K
SNCR
2253
DELISTED
Synchronoss Technologies
SNCR
$1.11M ﹤0.01%
3,755
-9
-0.2% -$3.49K
GIMO
2254
DELISTED
Gigamon Inc.
GIMO
$1.11M ﹤0.01%
55,324
-2,219
-4% -$58.2K
JD icon
2255
JD.com
JD
$42.9B
$1.11M ﹤0.01%
42,459
+25,805
+155% +$746K
LTXB
2256
DELISTED
LegacyTexas Financial Group Inc
LTXB
$1.1M ﹤0.01%
36,192
+3,054
+9% +$89.3K
TSRO
2257
DELISTED
TESARO, Inc.
TSRO
$1.1M ﹤0.01%
27,498
-5,349
-16% -$292K
ESRT icon
2258
Empire State Realty Trust
ESRT
$976M
$1.1M ﹤0.01%
64,709
+20,723
+47% +$356K
DAKT icon
2259
Daktronics
DAKT
$953M
$1.1M ﹤0.01%
126,847
+29,231
+30% +$300K
PEGA icon
2260
Pegasystems
PEGA
$4.85B
$1.1M ﹤0.01%
89,402
-4,414
-5% -$54.6K
SMCI icon
2261
Super Micro Computer
SMCI
$18.4B
$1.1M ﹤0.01%
403,060
-256,990
-39% -$684K
HIX
2262
Western Asset High Income Fund II
HIX
$349M
$1.09M ﹤0.01%
+168,948
New +$1.18M
CFNL
2263
DELISTED
Cardinal Financial Corp
CFNL
$1.09M ﹤0.01%
47,314
+12,943
+38% +$294K
IDT icon
2264
IDT Corp
IDT
$1.69B
$1.09M ﹤0.01%
107,684
-13,754
-11% -$158K
DGII icon
2265
Digi International
DGII
$2.53B
$1.08M ﹤0.01%
91,948
+4,011
+5% +$40.8K
BBG
2266
DELISTED
Bill Barrett Corp
BBG
$1.08M ﹤0.01%
328,350
+93,565
+40% +$489K
ACAS
2267
DELISTED
American Capital Ltd
ACAS
$1.08M ﹤0.01%
89,130
-28,356
-24% -$380K
CWST icon
2268
Casella Waste Systems
CWST
$5.79B
$1.08M ﹤0.01%
186,652
+2,533
+1% +$15.5K
OPK icon
2269
Opko Health
OPK
$1.23B
$1.08M ﹤0.01%
128,801
+81,690
+173% +$1.08M
JRVR icon
2270
James River Group Holdings
JRVR
$222M
$1.08M ﹤0.01%
40,168
+326
+0.8% +$8.83K
WIRE
2271
DELISTED
Encore Wire Corp
WIRE
$1.08M ﹤0.01%
33,045
-2,261
-6% -$80.1K
REV
2272
DELISTED
Revlon, Inc.
REV
$1.08M ﹤0.01%
36,652
-6,759
-16% -$231K
CSG
2273
DELISTED
CHAMBERS STR PPTYS COM
CSG
$1.08M ﹤0.01%
165,958
-51,186
-24% -$365K
NBIX icon
2274
Neurocrine Biosciences
NBIX
$18.4B
$1.08M ﹤0.01%
27,038
+2,786
+11% +$135K
ZVO
2275
DELISTED
Zovio Inc. Common Stock
ZVO
$1.07M ﹤0.01%
141,138
-29,691
-17% -$254K
89 90
91
92 93

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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
Spring Creek Capital Wichita, Kansas $2.53B AUM 19.59% 1-Year Est. Return
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.