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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
CFFN icon
2001
Capitol Federal Financial
CFFN
$1.09B
$1.61M ﹤0.01%
132,509
-16,246
-11% -$196K
AXON
2002
Axon Enterprise
AXON
$44.2B
$1.6M ﹤0.01%
72,808
-174
-0.2% -$4.59K
MEI icon
2003
Methode Electronics
MEI
$487M
$1.6M ﹤0.01%
50,088
-2,340
-4% -$65.9K
IVC
2004
DELISTED
Invacare Corporation
IVC
$1.6M ﹤0.01%
110,301
-9,228
-8% -$161K
PETS icon
2005
PetMed Express
PETS
$42.5M
$1.59M ﹤0.01%
98,767
+4,075
+4% +$68.3K
DHX icon
2006
DHI Group
DHX
$175M
$1.59M ﹤0.01%
217,313
+18,126
+9% +$146K
LZB icon
2007
La-Z-Boy
LZB
$1.63B
$1.59M ﹤0.01%
59,799
+545
+0.9% +$14.5K
WWW icon
2008
Wolverine World Wide
WWW
$1.66B
$1.59M ﹤0.01%
73,343
-1,091
-1% -$29.7K
MGRC icon
2009
McGrath RentCorp
MGRC
$2.88B
$1.59M ﹤0.01%
59,420
-1,400
-2% -$37.3K
PAG icon
2010
Penske Automotive Group
PAG
$14.5B
$1.58M ﹤0.01%
32,722
-33,231
-50% -$1.7M
DRA
2011
DELISTED
Diversified Real Asset Income Fd
DRA
$1.58M ﹤0.01%
98,561
+49,338
+100% +$837K
CMTL icon
2012
Comtech Telecommunications
CMTL
$50M
$1.58M ﹤0.01%
76,817
-7,902
-9% -$217K
BID
2013
DELISTED
Sotheby's
BID
$1.58M ﹤0.01%
49,424
+18,547
+60% +$711K
IL
2014
DELISTED
IntraLinks Holdings Inc.
IL
$1.58M ﹤0.01%
190,571
+3,102
+2% +$32.9K
GHL
2015
DELISTED
Greenhill & Co., Inc.
GHL
$1.58M ﹤0.01%
55,384
-13,916
-20% -$511K
BKMU
2016
DELISTED
Bank Mutual Corp
BKMU
$1.57M ﹤0.01%
204,945
+7,455
+4% +$54.5K
FRGI
2017
DELISTED
Fiesta Restaurant Group, Inc.
FRGI
$1.57M ﹤0.01%
34,647
-12,801
-27% -$660K
CPE
2018
DELISTED
Callon Petroleum Company
CPE
$1.57M ﹤0.01%
21,554
-11,518
-35% -$894K
MUS
2019
DELISTED
BLACKROCK MUNIHOLDINGS QUALITY FUND, INC.
MUS
$1.57M ﹤0.01%
121,265
+5,978
+5% +$77.5K
MOV icon
2020
Movado Group
MOV
$828M
$1.56M ﹤0.01%
60,556
+12,039
+25% +$313K
NBR icon
2021
Nabors Industries
NBR
$1.17B
$1.56M ﹤0.01%
3,308
-5,094
-61% -$2.86M
ARGO
2022
DELISTED
Argo Group International Holdings, Ltd.
ARGO
$1.56M ﹤0.01%
34,887
+155
+0.4% +$6.89K
FUN icon
2023
Cedar Fair
FUN
$1.91B
$1.56M ﹤0.01%
+29,646
New +$1.61M
BERY
2024
DELISTED
Berry Global Group, Inc.
BERY
$1.56M ﹤0.01%
56,494
+7,176
+15% +$207K
HY icon
2025
Hyster-Yale Materials Handling
HY
$582M
$1.56M ﹤0.01%
26,957
+1,517
+6% +$96.8K
79 80
81
82 83

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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.