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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
BPFH
1826
DELISTED
Boston Private Financial Holdings, Inc.
BPFH
$2.08M ﹤0.01%
177,375
-69,894
-28% -$863K
RAS
1827
DELISTED
RAIT Financial Trust
RAS
$2.07M ﹤0.01%
417,913
+98,338
+31% +$539K
JAKK icon
1828
Jakks Pacific
JAKK
$305M
$2.07M ﹤0.01%
24,306
+124
+0.5% +$11.7K
BCO icon
1829
Brink's
BCO
$4.87B
$2.06M ﹤0.01%
76,285
-372
-0.5% -$10.7K
SF
1830
Stifel
SF
$12.8B
$2.06M ﹤0.01%
110,115
-29,513
-21% -$668K
CABO icon
1831
Cable One
CABO
$249M
$2.06M ﹤0.01%
+4,902
New +$2.03M
BNCL
1832
DELISTED
Beneficial Bancorp, Inc.
BNCL
$2.05M ﹤0.01%
154,334
+10,089
+7% +$129K
DNR
1833
DELISTED
Denbury Resources, Inc.
DNR
$2.04M ﹤0.01%
837,777
+103,382
+14% +$400K
IVR icon
1834
Invesco Mortgage Capital
IVR
$769M
$2.04M ﹤0.01%
16,691
+2,952
+21% +$411K
RGP icon
1835
Resources Connection
RGP
$136M
$2.04M ﹤0.01%
135,383
+20,624
+18% +$327K
MAGN
1836
Magnera Corp
MAGN
$498M
$2.04M ﹤0.01%
9,102
-743
-8% -$184K
AIMC
1837
DELISTED
Altra Industrial Motion Corp
AIMC
$2.04M ﹤0.01%
88,137
-2,808
-3% -$70.4K
KGC icon
1838
Kinross Gold
KGC
$28.1B
$2.04M ﹤0.01%
1,184,305
+217,384
+22% +$397K
STBA icon
1839
S&T Bancorp
STBA
$1.92B
$2.03M ﹤0.01%
62,283
-8,555
-12% -$262K
NHI icon
1840
National Health Investors
NHI
$3.81B
$2.02M ﹤0.01%
35,204
-7,630
-18% -$461K
TY icon
1841
TRI-Continental Corp
TY
$1.86B
$2.02M ﹤0.01%
103,583
+46,993
+83% +$968K
MSM icon
1842
MSC Industrial Direct
MSM
$6.97B
$2.02M ﹤0.01%
33,017
-2,899
-8% -$198K
BSMX
1843
DELISTED
Banco Santander México, S, A., Institución de Banca Múltiple, Grupo Financiero Santander México
BSMX
$2.01M ﹤0.01%
274,325
+64,477
+31% +$535K
PVTB
1844
DELISTED
PrivateBancorp Inc
PVTB
$2M ﹤0.01%
52,294
-2,565
-5% -$101K
BRO icon
1845
Brown & Brown
BRO
$24.6B
$2M ﹤0.01%
129,330
+1,830
+1% +$30K
P
1846
DELISTED
Pandora Media Inc
P
$2M ﹤0.01%
93,858
+12,335
+15% +$216K
PERY
1847
DELISTED
Perry Ellis International Inc
PERY
$2M ﹤0.01%
91,137
+8,989
+11% +$214K
LABL
1848
DELISTED
Multi-Color Corp
LABL
$2M ﹤0.01%
26,142
+6,486
+33% +$426K
ESE icon
1849
ESCO Technologies
ESE
$8.18B
$2M ﹤0.01%
55,667
-1,713
-3% -$62.9K
MIK
1850
DELISTED
Michaels Stores, Inc
MIK
$2M ﹤0.01%
86,512
+48,512
+128% +$1.24M
72 73
74
75 76

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AF
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MCM
Melvin Capital Management New York $9.86B AUM 16.31% 1-Year Est. Return
PSUF
People's United Financial Bridgeport, Connecticut $3.51B AUM 12.24% 1-Year Est. Return
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.