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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
TTMI icon
1726
TTM Technologies
TTMI
$11.3B
$2.35M ﹤0.01%
377,221
+42,115
+13% +$331K
RNG icon
1727
RingCentral
RNG
$4.77B
$2.35M ﹤0.01%
129,315
+28,221
+28% +$515K
AFB
1728
AllianceBernstein National Municipal Income Fund
AFB
$314M
$2.34M ﹤0.01%
176,162
-8,784
-5% -$116K
MTRN icon
1729
Materion
MTRN
$4.36B
$2.34M ﹤0.01%
77,882
-1,366
-2% -$43.6K
BCE icon
1730
BCE
BCE
$20.3B
$2.33M ﹤0.01%
56,998
-2,765
-5% -$113K
COLB icon
1731
Columbia Banking Systems
COLB
$8.84B
$2.33M ﹤0.01%
74,742
+5,964
+9% +$188K
EOT
1732
Eaton Vance National Municipal Opportunities Trust
EOT
$269M
$2.33M ﹤0.01%
112,645
-12,981
-10% -$264K
RSTI
1733
DELISTED
Rofin-Sinar Technologies Inc
RSTI
$2.33M ﹤0.01%
89,948
+6,219
+7% +$158K
GASS icon
1734
StealthGas
GASS
$329M
$2.33M ﹤0.01%
518,953
-4,938
-0.9% -$25.4K
EPAM icon
1735
EPAM Systems
EPAM
$5.25B
$2.33M ﹤0.01%
31,251
+2,181
+8% +$157K
GVA icon
1736
Granite Construction
GVA
$5.31B
$2.33M ﹤0.01%
78,401
-10,834
-12% -$364K
PFPT
1737
DELISTED
Proofpoint, Inc.
PFPT
$2.32M ﹤0.01%
38,393
+7,411
+24% +$460K
SRC
1738
DELISTED
SPIRIT REALTY CAPITAL, INC.
SRC
$2.31M ﹤0.01%
56,349
-45,678
-45% -$2.02M
AEIS icon
1739
Advanced Energy
AEIS
$10.9B
$2.31M ﹤0.01%
87,776
-16,229
-16% -$419K
ENT
1740
DELISTED
Global Eagle Entertainment Inc.
ENT
$2.31M ﹤0.01%
+8,045
New +$2.43M
BSV icon
1741
Vanguard Short-Term Bond ETF
BSV
$44.7B
$2.3M ﹤0.01%
28,598
-7,074
-20% -$567K
EXTR icon
1742
Extreme Networks
EXTR
$3.92B
$2.3M ﹤0.01%
683,969
+108,280
+19% +$302K
AIN icon
1743
Albany International
AIN
$2.16B
$2.3M ﹤0.01%
80,251
-4,742
-6% -$161K
WKC icon
1744
World Kinect Corp
WKC
$2.06B
$2.3M ﹤0.01%
64,141
-82,455
-56% -$3.43M
BEE
1745
DELISTED
STRATEGIC HOTELS & RESORTS, INC
BEE
$2.29M ﹤0.01%
166,402
+488
+0.3% +$6.62K
HNGR
1746
DELISTED
Hanger Inc.
HNGR
$2.29M ﹤0.01%
168,155
+8,162
+5% +$157K
IONS icon
1747
Ionis Pharmaceuticals
IONS
$9.14B
$2.29M ﹤0.01%
56,668
-1,987
-3% -$103K
BRC icon
1748
Brady Corp
BRC
$4.6B
$2.29M ﹤0.01%
116,284
+19,747
+20% +$446K
USA icon
1749
Liberty All-Star Equity Fund
USA
$1.79B
$2.28M ﹤0.01%
448,261
+129,292
+41% +$710K
CSR
1750
Centerspace
CSR
$941M
$2.28M ﹤0.01%
29,411
+1,232
+4% +$88.1K
68 69
70
71 72

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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.