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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
RGS icon
1776
Regis Corp
RGS
$68.2M
$2.19M ﹤0.01%
8,370
+1,586
+23% +$434K
KCG
1777
DELISTED
KCG Holdings, Inc.
KCG
$2.19M ﹤0.01%
199,641
+123,799
+163% +$1.38M
AF
1778
DELISTED
Astoria Financial Corporation
AF
$2.18M ﹤0.01%
135,655
+52,368
+63% +$809K
HNI icon
1779
HNI Corp
HNI
$3.17B
$2.18M ﹤0.01%
50,847
+1,160
+2% +$55.3K
IWN icon
1780
iShares Russell 2000 Value ETF
IWN
$14.5B
$2.18M ﹤0.01%
24,189
+10,906
+82% +$1.05M
CBF
1781
DELISTED
Capital Bank Financial Corp. Class A Common Stock
CBF
$2.18M ﹤0.01%
72,043
+1,949
+3% +$58.4K
AVNS icon
1782
Avanos Medical
AVNS
$2.18M ﹤0.01%
76,508
-19,727
-20% -$688K
NYT icon
1783
New York Times
NYT
$12.2B
$2.18M ﹤0.01%
184,249
-83,560
-31% -$1.05M
TIVO
1784
DELISTED
Tivo Inc
TIVO
$2.18M ﹤0.01%
207,441
-57,300
-22% -$693K
SJI
1785
DELISTED
South Jersey Industries, Inc.
SJI
$2.17M ﹤0.01%
86,118
-20,706
-19% -$506K
OIA icon
1786
Invesco Municipal Income Opportunities Trust
OIA
$293M
$2.17M ﹤0.01%
321,100
+16,511
+5% +$111K
AROC icon
1787
Archrock
AROC
$6.19B
$2.17M ﹤0.01%
120,505
+39,803
+49% +$953K
CATM
1788
DELISTED
Cardtronics plc Class A Ordinary Shares (UK)
CATM
$2.17M ﹤0.01%
66,291
+1,453
+2% +$50.2K
NXGN
1789
DELISTED
NextGen Healthcare, Inc. Common Stock
NXGN
$2.16M ﹤0.01%
173,272
+36,750
+27% +$505K
IMPV
1790
DELISTED
Imperva, Inc.
IMPV
$2.16M ﹤0.01%
33,022
-1,923
-6% -$128K
FLTX
1791
DELISTED
Fleetmatics Group PLC
FLTX
$2.16M ﹤0.01%
43,914
-1,499
-3% -$71.4K
PLKI
1792
DELISTED
Popeyes Louisiana Kitchen, Inc.
PLKI
$2.15M ﹤0.01%
38,169
+12,836
+51% +$741K
MATV icon
1793
Mativ Holdings
MATV
$482M
$2.15M ﹤0.01%
62,495
-5,635
-8% -$206K
CRESY
1794
Cresud
CRESY
$808M
$2.15M ﹤0.01%
246,604
-3,753
-1% -$37K
NNC
1795
DELISTED
Nuveen North Carolina Quality Municipal Income Fund
NNC
$2.15M ﹤0.01%
168,623
– –
KOP icon
1796
Koppers
KOP
$965M
$2.15M ﹤0.01%
106,389
+19,426
+22% +$412K
CTRN icon
1797
Citi Trends
CTRN
$559M
$2.14M ﹤0.01%
91,712
+55
+0.1% +$1.35K
PGI
1798
DELISTED
PREMIERE GLOBAL SERVICES, INC.
PGI
$2.14M ﹤0.01%
155,841
+4,151
+3% +$46.7K
BUI icon
1799
BlackRock Utilities, Infrastructure & Power Opportunities Trust
BUI
$731M
$2.14M ﹤0.01%
131,632
+6,324
+5% +$113K
AX icon
1800
Axos Financial
AX
$5.64B
$2.14M ﹤0.01%
66,404
+3,088
+5% +$92.3K
70 71
72
73 74

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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.