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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
AMCC
2601
DELISTED
Applied Micro Circuits Corporation New
AMCC
$629K ﹤0.01%
118,502
+17,870
+18% +$105K
PSV
2602
DELISTED
Hermitage Offshore Services Ltd.
PSV
$628K ﹤0.01%
10,463
+6,576
+169% +$445K
FF icon
2603
Future Fuel
FF
$202M
$625K ﹤0.01%
63,222
+12,454
+25% +$135K
TG icon
2604
Tredegar Corp
TG
$265M
$625K ﹤0.01%
47,748
-3,944
-8% -$65.9K
BWG
2605
BrandywineGLOBAL Global Income Opportunities Fund
BWG
$129M
$624K ﹤0.01%
53,715
-17,058
-24% -$223K
SP
2606
DELISTED
SP Plus Corporation
SP
$624K ﹤0.01%
26,943
+765
+3% +$18.7K
LCM
2607
DELISTED
Advent/Claymore Enhanced Gth & F
LCM
$620K ﹤0.01%
75,565
+23,096
+44% +$202K
HRTX icon
2608
Heron Therapeutics
HRTX
$92.4M
$619K ﹤0.01%
25,377
+15,865
+167% +$529K
TAL icon
2609
TAL Education Group
TAL
$5.8B
$619K ﹤0.01%
115,542
-15,942
-12% -$86K
RAVN
2610
DELISTED
Raven Industries Inc
RAVN
$619K ﹤0.01%
36,545
+118
+0.3% +$2.16K
CVLG icon
2611
Covenant Logistics
CVLG
$1.1B
$618K ﹤0.01%
68,788
+13,890
+25% +$163K
FCBC icon
2612
First Community Bankshares
FCBC
$918M
$618K ﹤0.01%
34,548
+91
+0.3% +$1.63K
GLDD
2613
DELISTED
Great Lakes Dredge & Dock
GLDD
$618K ﹤0.01%
122,600
+17,626
+17% +$96.6K
OPCH icon
2614
Option Care Health
OPCH
$3.53B
$614K ﹤0.01%
82,023
+959
+1% +$9.69K
BRSL
2615
Brightstar Lottery PLC
BRSL
$1.92B
$613K ﹤0.01%
39,957
+11,567
+41% +$205K
NILE
2616
DELISTED
Blue Nile, Inc.
NILE
$612K ﹤0.01%
18,254
+3,208
+21% +$104K
ENTA icon
2617
Enanta Pharmaceuticals
ENTA
$369M
$611K ﹤0.01%
16,917
-2,287
-12% -$98.2K
SCZ icon
2618
iShares MSCI EAFE Small-Cap ETF
SCZ
$13.2B
$609K ﹤0.01%
12,750
-797
-6% -$39.8K
IWC icon
2619
iShares Micro-Cap ETF
IWC
$1.45B
$608K ﹤0.01%
8,712
+3,307
+61% +$252K
VT icon
2620
Vanguard Total World Stock ETF
VT
$76.4B
$608K ﹤0.01%
10,993
+1,152
+12% +$68.4K
NWPX icon
2621
NWPX Infrastructure Inc
NWPX
$1.22B
$605K ﹤0.01%
46,347
+24,635
+113% +$410K
CLD
2622
DELISTED
Cloud Peak Energy Inc
CLD
$605K ﹤0.01%
230,142
+80,390
+54% +$268K
Z icon
2623
Zillow
Z
$7.68B
$604K ﹤0.01%
+22,366
New +$584K
OMN
2624
DELISTED
OMNOVA Solutions Inc.
OMN
$603K ﹤0.01%
108,853
+147
+0.1% +$942
JMBA
2625
DELISTED
Jamba, Inc.
JMBA
$603K ﹤0.01%
42,343
-1,264
-3% -$18.6K
103 104
105
106 107

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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.