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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
UMC icon
2426
United Microelectronic
UMC
$43.6B
$860K ﹤0.01%
530,841
+119,886
+29% +$214K
VIA
2427
DELISTED
Via Renewables, Inc. Class A Common Stock
VIA
$859K ﹤0.01%
20,756
+6,210
+43% +$249K
VOXX
2428
DELISTED
VOXX International Corporation Class A
VOXX
$853K ﹤0.01%
114,958
+24,375
+27% +$192K
WIBC
2429
DELISTED
WILSHIRE BANCORP INC
WIBC
$853K ﹤0.01%
81,123
-9,162
-10% -$104K
DSPG
2430
DELISTED
DSP Group Inc
DSPG
$850K ﹤0.01%
93,316
+9,500
+11% +$84.6K
AKS
2431
DELISTED
AK Steel Holding Corp
AKS
$850K ﹤0.01%
352,897
-175,034
-33% -$509K
ANDX
2432
DELISTED
Andeavor Logistics LP
ANDX
$849K ﹤0.01%
18,874
-450
-2% -$23.3K
UAM
2433
DELISTED
Universal American Corp
UAM
$849K ﹤0.01%
124,181
-49,577
-29% -$402K
BBRG
2434
DELISTED
Bravo Brio Restaurant Group Inc.
BBRG
$848K ﹤0.01%
75,238
+3,238
+4% +$41.1K
CALX icon
2435
Calix
CALX
$2.34B
$846K ﹤0.01%
108,570
+27,097
+33% +$206K
RAX
2436
DELISTED
Rackspace Hosting Inc
RAX
$842K ﹤0.01%
34,133
-57,570
-63% -$1.85M
MSFG
2437
DELISTED
MainSource Financial Group Inc
MSFG
$842K ﹤0.01%
41,356
-1,564
-4% -$33.4K
SCTY
2438
DELISTED
SolarCity Corporation
SCTY
$841K ﹤0.01%
19,692
-9,616
-33% -$483K
SWBI icon
2439
Smith & Wesson
SWBI
$657M
$840K ﹤0.01%
64,795
+1,599
+3% +$20.9K
DDD icon
2440
3D Systems Corp
DDD
$412M
$837K ﹤0.01%
72,457
+25,639
+55% +$356K
AUO
2441
DELISTED
AU Optronics Corp
AUO
$837K ﹤0.01%
282,937
+109,742
+63% +$372K
ALX
2442
Alexander's
ALX
$1.36B
$836K ﹤0.01%
2,235
-228
-9% -$88.5K
VSLR
2443
DELISTED
VIVINT SOLAR, INC.
VSLR
$836K ﹤0.01%
79,791
+336
+0.4% +$4.33K
VDE icon
2444
Vanguard Energy ETF
VDE
$9.72B
$835K ﹤0.01%
9,857
+200
+2% +$19K
PRIM icon
2445
Primoris Services
PRIM
$4.28B
$830K ﹤0.01%
46,325
-7,418
-14% -$134K
SRI icon
2446
Stoneridge
SRI
$208M
$830K ﹤0.01%
67,223
-1,831
-3% -$21.7K
HEI icon
2447
HEICO Corp
HEI
$50.8B
$828K ﹤0.01%
41,355
-12,134
-23% -$264K
BIV icon
2448
Vanguard Intermediate-Term Bond ETF
BIV
$29B
$826K ﹤0.01%
9,741
+4,562
+88% +$384K
TOWN icon
2449
Towne Bank
TOWN
$3.53B
$826K ﹤0.01%
43,813
-3,622
-8% -$64.9K
CMRX
2450
DELISTED
Chimerix, Inc.
CMRX
$826K ﹤0.01%
21,625
+15,190
+236% +$750K
96 97
98
99 100

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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.