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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
BCC icon
2076
Boise Cascade
BCC
$2.73B
$1.45M ﹤0.01%
57,501
-5,843
-9% -$186K
ILG
2077
DELISTED
ILG, Inc Common Stock
ILG
$1.45M ﹤0.01%
78,823
-1,472
-2% -$30.4K
MNDT
2078
DELISTED
Mandiant, Inc. Common Stock
MNDT
$1.45M ﹤0.01%
45,440
-10,603
-19% -$442K
UBA
2079
DELISTED
Urstadt Biddle Properties Inc. Class A
UBA
$1.44M ﹤0.01%
76,985
+2,504
+3% +$46.9K
WW
2080
DELISTED
WW International
WW
$1.44M ﹤0.01%
225,455
+142,237
+171% +$760K
NTK
2081
DELISTED
NORTEK INC COM NEW (DE)
NTK
$1.44M ﹤0.01%
22,700
-601
-3% -$47K
CGNX icon
2082
Cognex
CGNX
$9.62B
$1.44M ﹤0.01%
83,524
-38,292
-31% -$761K
TLN
2083
DELISTED
Talen Energy Corporation
TLN
$1.43M ﹤0.01%
142,020
-133,412
-48% -$1.96M
GOVT icon
2084
iShares US Treasury Bond ETF
GOVT
$43.7B
$1.43M ﹤0.01%
+56,400
New +$1.42M
LORL
2085
DELISTED
Loral Space and Communications, Inc.
LORL
$1.43M ﹤0.01%
30,441
-1,543
-5% -$91K
APEI icon
2086
American Public Education
APEI
$940M
$1.43M ﹤0.01%
61,063
+12,905
+27% +$308K
WLY icon
2087
John Wiley & Sons Class A
WLY
$2.83B
$1.43M ﹤0.01%
28,554
-6,349
-18% -$330K
NPF
2088
DELISTED
NUVEEN PREMIER MUNI INCOME FD
NPF
$1.43M ﹤0.01%
109,170
+5,643
+5% +$73.5K
WMC
2089
DELISTED
Western Asset Mortgage Capital Corporation
WMC
$1.42M ﹤0.01%
11,258
-6,404
-36% -$875K
SAVE
2090
DELISTED
Spirit Airlines, Inc.
SAVE
$1.42M ﹤0.01%
29,954
-39,687
-57% -$2.22M
LMNX
2091
DELISTED
Luminex Corp
LMNX
$1.42M ﹤0.01%
83,668
+17,907
+27% +$324K
EXAM
2092
DELISTED
EXAMWORKS GROUP INC COM STK (DE)
EXAM
$1.41M ﹤0.01%
48,351
-15,850
-25% -$547K
MTOR
2093
DELISTED
MERITOR, Inc.
MTOR
$1.41M ﹤0.01%
132,729
-90,082
-40% -$1.16M
TPC
2094
Tutor Perini Cor
TPC
$4.03B
$1.4M ﹤0.01%
85,166
-31,505
-27% -$578K
STBZ
2095
DELISTED
State Bank Financial Corporation. Common Stock
STBZ
$1.4M ﹤0.01%
67,723
-5,017
-7% -$104K
LQDT icon
2096
Liquidity Services
LQDT
$1.2B
$1.4M ﹤0.01%
189,373
+48,058
+34% +$399K
TRMK icon
2097
Trustmark
TRMK
$2.75B
$1.4M ﹤0.01%
60,383
-1,660
-3% -$39.3K
MUB icon
2098
iShares National Muni Bond ETF
MUB
$45.2B
$1.4M ﹤0.01%
12,747
-5,076
-28% -$552K
HVT icon
2099
Haverty Furniture Companies
HVT
$418M
$1.4M ﹤0.01%
59,429
+3,493
+6% +$80.2K
SBGI icon
2100
Sinclair Inc
SBGI
$1.02B
$1.39M ﹤0.01%
54,682
+2,809
+5% +$77.4K
82 83
84
85 86

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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.