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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
NBTB icon
1651
NBT Bancorp
NBTB
$2.79B
$2.59M 0.01%
96,028
+4,046
+4% +$107K
STRZA
1652
DELISTED
Starz - Series A
STRZA
$2.58M 0.01%
69,090
-3,674
-5% -$147K
FRA icon
1653
BlackRock Floating Rate Income Strategies Fund
FRA
$381M
$2.58M 0.01%
199,149
+2,312
+1% +$30.6K
CYBX
1654
DELISTED
CYBERONICS INC
CYBX
$2.58M 0.01%
42,404
+11,137
+36% +$700K
VLY icon
1655
Valley National Bancorp
VLY
$8.01B
$2.58M 0.01%
261,819
+81,128
+45% +$798K
LAZ icon
1656
Lazard
LAZ
$4.21B
$2.57M 0.01%
59,393
+1,150
+2% +$59.3K
CM icon
1657
Canadian Imperial Bank of Commerce
CM
$109B
$2.57M 0.01%
71,426
+16,082
+29% +$569K
QLGC
1658
DELISTED
QLOGIC CORP
QLGC
$2.57M 0.01%
250,676
+39,976
+19% +$421K
DCOM
1659
DELISTED
Dime Community Bancshares
DCOM
$2.56M 0.01%
151,629
+6,317
+4% +$107K
TBBK icon
1660
The Bancorp
TBBK
$2.86B
$2.55M 0.01%
334,683
+194,982
+140% +$1.63M
LTC
1661
LTC Properties
LTC
$2.14B
$2.54M 0.01%
59,531
+1,430
+2% +$60.7K
SLAB icon
1662
Silicon Laboratories
SLAB
$7.17B
$2.53M ﹤0.01%
60,931
-15,768
-21% -$720K
LXFT
1663
DELISTED
Luxoft Holding, Inc.
LXFT
$2.53M ﹤0.01%
39,968
+10,070
+34% +$627K
VRE
1664
DELISTED
Veris Residential
VRE
$2.53M ﹤0.01%
133,948
+5,009
+4% +$98.5K
LHCG
1665
DELISTED
LHC Group LLC
LHCG
$2.53M ﹤0.01%
56,459
+8,254
+17% +$363K
PAY
1666
DELISTED
Verifone Systems Inc
PAY
$2.52M ﹤0.01%
90,958
-135,273
-60% -$4.22M
WRLD icon
1667
World Acceptance Corp
WRLD
$880M
$2.52M ﹤0.01%
93,865
+35,805
+62% +$1.52M
NEOG icon
1668
Neogen
NEOG
$2B
$2.51M ﹤0.01%
148,827
+17,798
+14% +$350K
KAMN
1669
DELISTED
Kaman Corp
KAMN
$2.51M ﹤0.01%
70,011
-5,453
-7% -$213K
ELME
1670
Elme Communities
ELME
$142M
$2.51M ﹤0.01%
100,636
+471
+0.5% +$12.1K
IEFA icon
1671
iShares Core MSCI EAFE ETF
IEFA
$187B
$2.51M ﹤0.01%
+47,450
New +$2.69M
CFG icon
1672
Citizens Financial Group
CFG
$30.8B
$2.5M ﹤0.01%
104,864
+51,528
+97% +$1.32M
VMO icon
1673
Invesco Municipal Opportunity Trust
VMO
$653M
$2.5M ﹤0.01%
198,650
+34,172
+21% +$425K
MTN icon
1674
Vail Resorts
MTN
$5.6B
$2.5M ﹤0.01%
23,840
+2,071
+10% +$224K
ABCO
1675
DELISTED
Advisory Board Co
ABCO
$2.5M ﹤0.01%
54,791
-6,910
-11% -$359K
65 66
67
68 69

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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.