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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
WEB
2276
DELISTED
Web.com Group, Inc.
WEB
$1.07M ﹤0.01%
51,007
-372
-0.7% -$8.55K
DOOR
2277
DELISTED
MASONITE INTERNATIONAL CORP
DOOR
$1.07M ﹤0.01%
17,724
+348
+2% +$23.2K
RGEN icon
2278
Repligen
RGEN
$7.11B
$1.07M ﹤0.01%
38,445
+7,247
+23% +$262K
CC icon
2279
Chemours
CC
$2.57B
$1.06M ﹤0.01%
+164,615
New +$1.72M
GWB
2280
DELISTED
Great Western Bancorp, Inc.
GWB
$1.06M ﹤0.01%
+41,826
New +$1.05M
SASR
2281
DELISTED
Sandy Spring Bancorp Inc
SASR
$1.06M ﹤0.01%
40,487
+3,404
+9% +$91.2K
DSL
2282
DoubleLine Income Solutions Fund
DSL
$1.23B
$1.06M ﹤0.01%
61,239
-2,891
-5% -$54.4K
VIAV icon
2283
Viavi Solutions
VIAV
$8.66B
$1.06M ﹤0.01%
197,269
-53,334
-21% -$313K
NPKI
2284
NPK International
NPKI
$1.09B
$1.06M ﹤0.01%
206,488
+24,042
+13% +$164K
FNBC
2285
DELISTED
First NBC Bank Holding Company
FNBC
$1.06M ﹤0.01%
30,173
+8,809
+41% +$318K
IPAR icon
2286
Interparfums
IPAR
$4.09B
$1.05M ﹤0.01%
42,508
+3,064
+8% +$87K
MBI icon
2287
MBIA
MBI
$278M
$1.05M ﹤0.01%
173,536
-84,892
-33% -$546K
UNT
2288
DELISTED
UNIT Corporation
UNT
$1.05M ﹤0.01%
93,724
+21,098
+29% +$359K
GLQ
2289
Clough Global Equity Fund
GLQ
$152M
$1.05M ﹤0.01%
83,282
-4,298
-5% -$61K
SABA
2290
Saba Capital Income & Opportunities Fund II
SABA
$221M
$1.05M ﹤0.01%
86,493
– –
MRTN icon
2291
Marten Transport
MRTN
$1.25B
$1.05M ﹤0.01%
162,468
+2,705
+2% +$20.6K
ORIT
2292
DELISTED
Oritani Financial Corp. New
ORIT
$1.05M ﹤0.01%
67,284
-18,934
-22% -$294K
OSPN icon
2293
OneSpan
OSPN
$572M
$1.05M ﹤0.01%
61,537
-40,746
-40% -$837K
XPO icon
2294
XPO
XPO
$24B
$1.05M ﹤0.01%
127,022
-52,704
-29% -$691K
PDT
2295
John Hancock Premium Dividend Fund
PDT
$637M
$1.05M ﹤0.01%
83,288
-3,825
-4% -$50.5K
FBC
2296
DELISTED
Flagstar Bancorp, Inc. New
FBC
$1.05M ﹤0.01%
50,894
-8,900
-15% -$175K
TFM
2297
DELISTED
THE FRESH MARKET, INC COM STK
TFM
$1.04M ﹤0.01%
46,189
+15,180
+49% +$412K
BANF icon
2298
BancFirst
BANF
$3.89B
$1.04M ﹤0.01%
33,016
-554
-2% -$17.4K
BTA
2299
DELISTED
BlackRock Long-Term Municipal Advantage Trust
BTA
$1.04M ﹤0.01%
94,655
+21,827
+30% +$239K
EIM
2300
Eaton Vance Municipal Bond Fund
EIM
$493M
$1.04M ﹤0.01%
83,206
-34,947
-30% -$432K
90 91
92
93 94

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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.