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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
CNS icon
2451
Cohen & Steers
CNS
$4.24B
$825K ﹤0.01%
30,067
-14,156
-32% -$435K
DMB
2452
BNY Mellon Municipal Bond Infrastructure Fund
DMB
$195M
$824K ﹤0.01%
69,455
+10,053
+17% +$118K
AGYS icon
2453
Agilysys
AGYS
$3.12B
$823K ﹤0.01%
74,016
+14,251
+24% +$139K
NGS icon
2454
Natural Gas Services Group
NGS
$460M
$823K ﹤0.01%
42,637
-1,401
-3% -$28.8K
SCLN
2455
DELISTED
Sciclone Pharmaceuticals Inc
SCLN
$821K ﹤0.01%
118,265
+7,011
+6% +$60K
PKY
2456
DELISTED
Parkway, Inc.
PKY
$820K ﹤0.01%
52,691
-38,219
-42% -$645K
GBX icon
2457
The Greenbrier Companies
GBX
$1.6B
$819K ﹤0.01%
25,513
-27,514
-52% -$1.15M
RVT icon
2458
Royce Value Trust
RVT
$2.22B
$817K ﹤0.01%
+71,037
New +$902K
HHS icon
2459
Harte-Hanks
HHS
$16.3M
$815K ﹤0.01%
23,101
-51
-0.2% -$2.3K
LNW
2460
DELISTED
Light & Wonder
LNW
$812K ﹤0.01%
77,686
-98,429
-56% -$1.29M
LQ
2461
DELISTED
La Quinta Holdings Inc.
LQ
$811K ﹤0.01%
51,407
-6,641
-11% -$133K
MCRI icon
2462
Monarch Casino & Resort
MCRI
$2.2B
$808K ﹤0.01%
44,952
+1,481
+3% +$27.9K
NWS icon
2463
News Corp Class B
NWS
$17.2B
$807K ﹤0.01%
62,963
+48,761
+343% +$671K
KOS icon
2464
Kosmos Energy
KOS
$1.39B
$805K ﹤0.01%
144,331
-179,329
-55% -$1.24M
ABCW
2465
DELISTED
ANCHOR BANCORP WISCONSIN INC COMMON STOCK
ABCW
$805K ﹤0.01%
18,906
+1,965
+12% +$78.8K
MHY
2466
DELISTED
WESTERN ASSET MANAGED HIGH INCOM FD INC. COM
MHY
$802K ﹤0.01%
179,415
-35,020
-16% -$165K
WD icon
2467
Walker & Dunlop
WD
$1.75B
$801K ﹤0.01%
30,699
+21,562
+236% +$539K
AMRI
2468
DELISTED
Albany Molecular Research Inc
AMRI
$800K ﹤0.01%
45,937
-1,733
-4% -$35.3K
JTD
2469
DELISTED
NUVEEN TAX-ADVANTAGE DIVIDEND GROWTH FUND
JTD
$798K ﹤0.01%
59,036
+225
+0.4% +$3.37K
NYRT
2470
DELISTED
New York REIT, Inc.
NYRT
$798K ﹤0.01%
7,935
+99
+1% +$9.94K
ABAX
2471
DELISTED
Abaxis Inc
ABAX
$797K ﹤0.01%
18,126
-2,168
-11% -$107K
OCFC icon
2472
OceanFirst Financial
OCFC
$1.74B
$795K ﹤0.01%
46,186
+544
+1% +$9.79K
RDUS
2473
DELISTED
Radius Recycling
RDUS
$795K ﹤0.01%
58,710
-10,990
-16% -$180K
RNDY
2474
DELISTED
ROUNDYS INC COM STK
RNDY
$794K ﹤0.01%
342,189
-52,046
-13% -$138K
HAYN
2475
DELISTED
Haynes International, Inc.
HAYN
$793K ﹤0.01%
20,955
-2,225
-10% -$91K
97 98
99
100 101

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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
Spring Creek Capital Wichita, Kansas $2.53B AUM 19.59% 1-Year Est. Return
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.