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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
PES
2676
DELISTED
Pioneer Energy Services Corp.
PES
$549K ﹤0.01%
261,542
+13,561
+5% +$46.1K
EVF
2677
Eaton Vance Senior Income Trust
EVF
$90.1M
$547K ﹤0.01%
93,207
-3,993
-4% -$24.5K
NKSH icon
2678
National Bankshares
NKSH
$251M
$545K ﹤0.01%
17,528
+3,393
+24% +$105K
THR
2679
DELISTED
Thermon Group Holdings
THR
$545K ﹤0.01%
26,534
+295
+1% +$6.82K
BKLN icon
2680
Invesco Senior Loan ETF
BKLN
$6.97B
$543K ﹤0.01%
+23,567
New +$554K
ACLS icon
2681
Axcelis
ACLS
$3.59B
$541K ﹤0.01%
50,660
-1,424
-3% -$17.3K
KEYW
2682
DELISTED
The KEYW Holding Corporation
KEYW
$541K ﹤0.01%
88,034
+43,626
+98% +$353K
REXX
2683
DELISTED
Rex Energy Corporation
REXX
$540K ﹤0.01%
26,098
-16,452
-39% -$476K
ABCB icon
2684
Ameris Bancorp
ABCB
$5.85B
$539K ﹤0.01%
18,731
+865
+5% +$23.5K
TR icon
2685
Tootsie Roll Industries
TR
$2.94B
$538K ﹤0.01%
23,794
+2,174
+10% +$50K
VLGEA icon
2686
Village Super Market
VLGEA
$642M
$538K ﹤0.01%
22,767
-839
-4% -$23.8K
ONTO icon
2687
Onto Innovation
ONTO
$11.8B
$534K ﹤0.01%
44,000
+956
+2% +$13.5K
TWIN icon
2688
Twin Disc
TWIN
$334M
$534K ﹤0.01%
43,067
+4,233
+11% +$62.7K
PTVCB
2689
DELISTED
Protective Insurance Corporation Class B Common Stock
PTVCB
$534K ﹤0.01%
24,588
+2,107
+9% +$48.2K
AVAV icon
2690
AeroVironment
AVAV
$7.89B
$531K ﹤0.01%
26,503
+837
+3% +$20.4K
RSE
2691
DELISTED
ROUSE PPTYS INC COM (DE)
RSE
$531K ﹤0.01%
34,066
-8,013
-19% -$134K
CRD.B icon
2692
Crawford & Co Class B
CRD.B
$512M
$529K ﹤0.01%
94,300
+168
+0.2% +$1.16K
FOLD
2693
DELISTED
Amicus Therapeutics
FOLD
$529K ﹤0.01%
37,832
+5,313
+16% +$83.3K
AMNB
2694
DELISTED
American National Bankshares Inc
AMNB
$528K ﹤0.01%
22,512
+1,804
+9% +$42.2K
SUPN icon
2695
Supernus Pharmaceuticals
SUPN
$2.73B
$526K ﹤0.01%
37,466
+10,864
+41% +$202K
HLIO icon
2696
Helios Technologies
HLIO
$2.59B
$525K ﹤0.01%
19,108
-1,747
-8% -$57.3K
NS
2697
DELISTED
NuStar Energy L.P.
NS
$525K ﹤0.01%
11,709
-263
-2% -$13.9K
VICR icon
2698
Vicor
VICR
$8.66B
$524K ﹤0.01%
51,350
-2,547
-5% -$26.4K
MXWL
2699
DELISTED
Maxwell Technologies Inc
MXWL
$524K ﹤0.01%
96,733
+22,924
+31% +$116K
LEE icon
2700
Lee Enterprises
LEE
$174M
$522K ﹤0.01%
25,077
-81
-0.3% -$1.99K
106 107
108
109 110

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NIPH
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AF
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MCM
Melvin Capital Management New York $9.86B AUM 16.31% 1-Year Est. Return
PSUF
People's United Financial Bridgeport, Connecticut $3.51B AUM 12.24% 1-Year Est. Return
IA
IndexIQ Advisors New York $2.82B AUM 12.48% 1-Year Est. Return
SCC
Spring Creek Capital Wichita, Kansas $2.53B AUM 19.59% 1-Year Est. Return
BAM
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ACI
AMP Capital Investors Sydney, Australia $2.37B AUM 23.59% 1-Year Est. Return

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.