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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
ARRY
3076
DELISTED
Array Biopharma Inc
ARRY
$214K ﹤0.01%
46,985
+20,289
+76% +$120K
IHI icon
3077
iShares US Medical Devices ETF
IHI
$3.04B
$213K ﹤0.01%
11,472
-486
-4% -$9.77K
WIX icon
3078
WIX.com
WIX
$2.21B
$212K ﹤0.01%
12,154
-399
-3% -$8.92K
AEM icon
3079
Agnico Eagle Mines
AEM
$73.4B
$211K ﹤0.01%
8,351
-6,283
-43% -$153K
PGH
3080
DELISTED
Pengrowth Energy Corporation
PGH
$211K ﹤0.01%
245,277
-169,460
-41% -$245K
MR
3081
DELISTED
Montage Resources Corporation Common Stock
MR
$210K ﹤0.01%
7,186
+4,512
+169% +$259K
KEG
3082
DELISTED
KEY ENERGY SERVICES INC
KEG
$210K ﹤0.01%
446,701
-397,950
-47% -$187K
ASC icon
3083
Ardmore Shipping
ASC
$675M
$208K ﹤0.01%
17,202
-2,961
-15% -$36.7K
NCIT
3084
DELISTED
NCI, Inc.
NCIT
$208K ﹤0.01%
15,661
+1,469
+10% +$18.5K
FSV icon
3085
FirstService
FSV
$6.36B
$207K ﹤0.01%
+6,407
New +$199K
VATE icon
3086
INNOVATE Corp
VATE
$116M
$207K ﹤0.01%
+2,955
New +$221K
SQBG
3087
DELISTED
Sequential Brands Group, Inc.
SQBG
$207K ﹤0.01%
+358
New +$234K
ZGNX
3088
DELISTED
Zogenix, Inc.
ZGNX
$206K ﹤0.01%
15,281
+13,262
+657% +$239K
HWCC
3089
DELISTED
Houston Wire & Cable Company
HWCC
$205K ﹤0.01%
32,299
-4,904
-13% -$40.4K
STEW
3090
SRH Total Return Fund
STEW
$1.76B
$204K ﹤0.01%
27,401
-1,516
-5% -$12.1K
ORN icon
3091
Orion Group Holdings
ORN
$525M
$203K ﹤0.01%
33,928
-44,915
-57% -$314K
ERUS
3092
DELISTED
iShares MSCI Russia ETF
ERUS
$202K ﹤0.01%
+8,330
New +$212K
UONEK icon
3093
Urban One Class D
UONEK
$22.7M
$201K ﹤0.01%
9,435
-404
-4% -$10.9K
ATE
3094
DELISTED
Advantest Corp
ATE
$201K ﹤0.01%
28,014
-120,505
-81% -$1.04M
EGHT icon
3095
8x8 Inc
EGHT
$255M
$198K ﹤0.01%
23,967
-3,859
-14% -$32K
GNL icon
3096
Global Net Lease
GNL
$1.87B
$198K ﹤0.01%
+7,174
New +$184K
TGH
3097
DELISTED
Textainer Group Holdings limited
TGH
$198K ﹤0.01%
12,007
+3,632
+43% +$71.9K
AVHI
3098
DELISTED
A V Homes, Inc.
AVHI
$197K ﹤0.01%
14,541
+608
+4% +$8.55K
SAAS
3099
DELISTED
inContact, Inc.
SAAS
$197K ﹤0.01%
26,281
-14,878
-36% -$123K
BAK icon
3100
Braskem
BAK
$972M
$195K ﹤0.01%
23,135
-8,549
-27% -$66K
122 123
124
125 126

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NIPH
NN Investment Partners Holdings The Hague, Netherlands $18.6B AUM 18.31% 1-Year Est. Return
AF
Amalgamated Financial New York $12.6B AUM
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
Barrett Asset Management New York $2.39B AUM 14.06% 1-Year Est. Return
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.