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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
ITGR icon
926
Integer Holdings
ITGR
$3.38B
$6.73M 0.01%
130,902
+2,278
+2% +$114K
OII icon
927
Oceaneering
OII
$5.19B
$6.73M 0.01%
171,273
+51,679
+43% +$2.14M
KEYS icon
928
Keysight
KEYS
$53.6B
$6.72M 0.01%
218,061
+28,742
+15% +$895K
HPY
929
DELISTED
HEARTLAND PAYMENT SYSTEMS, INC. COM STK
HPY
$6.72M 0.01%
106,708
+1,109
+1% +$66K
TCF
930
DELISTED
TCF Financial Corporation
TCF
$6.71M 0.01%
442,383
+82,965
+23% +$1.32M
ALOG
931
DELISTED
Analogic Corp
ALOG
$6.71M 0.01%
81,738
+37,683
+86% +$3.05M
SM icon
932
SM Energy
SM
$7.26B
$6.69M 0.01%
208,744
-9,114
-4% -$331K
GHC icon
933
Graham Holdings Company
GHC
$5.08B
$6.69M 0.01%
11,590
-3,361
-22% -$2.22M
CACI icon
934
CACI
CACI
$11B
$6.65M 0.01%
89,841
-1,585
-2% -$126K
GDOT icon
935
Green Dot
GDOT
$746M
$6.64M 0.01%
377,314
+150,176
+66% +$2.79M
REG icon
936
Regency Centers
REG
$15.1B
$6.64M 0.01%
106,824
+1,337
+1% +$82.4K
CRH icon
937
CRH
CRH
$68.7B
$6.63M 0.01%
249,985
+48,603
+24% +$1.41M
GK
938
DELISTED
G&K Services Inc
GK
$6.62M 0.01%
99,388
+1,107
+1% +$75.4K
ALE
939
DELISTED
Allete
ALE
$6.61M 0.01%
130,918
+22,565
+21% +$1.09M
RRX icon
940
Regal Rexnord
RRX
$14B
$6.61M 0.01%
117,046
+48,651
+71% +$3.26M
OFG icon
941
OFG Bancorp
OFG
$2.21B
$6.59M 0.01%
754,637
+611,750
+428% +$5.26M
MIC
942
DELISTED
Macquarie Infrastructure Holdings, LLC
MIC
$6.58M 0.01%
88,197
+72,217
+452% +$5.76M
HZNP
943
DELISTED
Horizon Therapeutics Public Limited Company Ordinary Shares
HZNP
$6.57M 0.01%
331,400
+173,994
+111% +$5.5M
GMCR
944
DELISTED
KEURIG GREEN MTN INC
GMCR
$6.55M 0.01%
125,628
+16,205
+15% +$997K
FCE.A
945
DELISTED
Forest City Realty Trust, Inc.
FCE.A
$6.55M 0.01%
325,298
-24,216
-7% -$534K
ISD
946
PGIM High Yield Bond Fund
ISD
$418M
$6.54M 0.01%
446,009
-18,211
-4% -$272K
BURL icon
947
Burlington
BURL
$22.5B
$6.54M 0.01%
128,054
+22,662
+22% +$1.21M
PRGS icon
948
Progress Software
PRGS
$1.59B
$6.52M 0.01%
252,286
+49,004
+24% +$1.39M
IGR
949
CBRE Global Real Estate Income Fund
IGR
$712M
$6.49M 0.01%
879,299
-41,038
-4% -$320K
STE icon
950
Steris
STE
$21.3B
$6.49M 0.01%
99,839
-1,143
-1% -$75.5K
36 37
38
39 40

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MCM
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PSUF
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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.