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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
OVV icon
2476
Ovintiv
OVV
$16.4B
$792K ﹤0.01%
24,586
+10,481
+74% +$402K
SRGA
2477
DELISTED
Surgalign Holdings, Inc. Common Stock
SRGA
$790K ﹤0.01%
4,638
-97
-2% -$18.6K
KW
2478
DELISTED
Kennedy-Wilson Holdings
KW
$788K ﹤0.01%
35,559
-19,844
-36% -$489K
TRNO icon
2479
Terreno Realty
TRNO
$7.72B
$785K ﹤0.01%
39,953
+1,946
+5% +$39.9K
FISI icon
2480
Financial Institutions
FISI
$830M
$783K ﹤0.01%
31,595
-793
-2% -$19.4K
GBDC icon
2481
Golub Capital BDC
GBDC
$3.38B
$783K ﹤0.01%
50,046
-80
-0.2% -$1.29K
HDV
2482
iShares Core High Dividend ETF
HDV
$14.7B
$782K ﹤0.01%
56,200
-4,315
-7% -$62.5K
TNET icon
2483
TriNet
TNET
$3.14B
$781K ﹤0.01%
46,495
+268
+0.6% +$5.48K
DOC
2484
DELISTED
PHYSICIANS REALTY TRUST
DOC
$781K ﹤0.01%
51,774
-7,606
-13% -$117K
UVSP icon
2485
Univest Financial
UVSP
$1.24B
$775K ﹤0.01%
40,324
-1,439
-3% -$28.3K
PE
2486
DELISTED
PARSLEY ENERGY INC
PE
$768K ﹤0.01%
50,948
+14,214
+39% +$221K
XENT
2487
DELISTED
Intersect ENT, Inc
XENT
$766K ﹤0.01%
32,728
+12,899
+65% +$356K
MLCO icon
2488
Melco Resorts & Entertainment
MLCO
$2.19B
$763K ﹤0.01%
55,463
+9,567
+21% +$184K
MCRN
2489
DELISTED
Milacron Holdings Corp.
MCRN
$763K ﹤0.01%
+43,491
New +$825K
IXYS
2490
DELISTED
IXYS Corp
IXYS
$763K ﹤0.01%
68,325
+3,990
+6% +$48.2K
MCHB
2491
Mechanics Bancorp
MCHB
$3.51B
$761K ﹤0.01%
32,943
-1,904
-5% -$43K
FNSR
2492
DELISTED
Finisar Corp
FNSR
$761K ﹤0.01%
68,404
-5,456
-7% -$85.5K
FBNC icon
2493
First Bancorp
FBNC
$2.66B
$760K ﹤0.01%
44,729
-709
-2% -$12K
MORE
2494
DELISTED
Monogram Residential Trust, Inc.
MORE
$760K ﹤0.01%
81,588
+56,364
+223% +$528K
HAFC icon
2495
Hanmi Financial
HAFC
$947M
$759K ﹤0.01%
30,118
-13,820
-31% -$345K
DCO icon
2496
Ducommun
DCO
$2.68B
$757K ﹤0.01%
37,738
+6,742
+22% +$157K
LBAI
2497
DELISTED
Lakeland Bancorp Inc
LBAI
$754K ﹤0.01%
67,902
+6,723
+11% +$76.7K
AXLL
2498
DELISTED
AXIALL CORP COM STK (DE)
AXLL
$754K ﹤0.01%
48,028
+12,698
+36% +$340K
AAON icon
2499
Aaon
AAON
$7.68B
$752K ﹤0.01%
58,167
-6,161
-10% -$88.3K
JBSS icon
2500
John B. Sanfilippo & Son
JBSS
$989M
$752K ﹤0.01%
14,673
+1,240
+9% +$64.1K
98 99
100
101 102

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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.