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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
WASH icon
2326
Washington Trust Bancorp
WASH
$754M
$998K ﹤0.01%
25,965
+456
+2% +$17.9K
HT
2327
DELISTED
Hersha Hospitality Trust Priority Class A Common Shares of Beneficial Interest
HT
$997K ﹤0.01%
43,977
-4,935
-10% -$126K
AMU
2328
DELISTED
ETRACS Alerian MLP Index ETN
AMU
$997K ﹤0.01%
52,187
-32,991
-39% -$748K
RJET
2329
DELISTED
REPUBLIC AWYS HLDGS INC
RJET
$996K ﹤0.01%
172,307
-2,629
-2% -$13.4K
RBS.PRL.CL
2330
DELISTED
Royal Bank Of Scotland Group Plc
RBS.PRL.CL
$996K ﹤0.01%
41,051
-234
-0.6% -$5.75K
RICE
2331
DELISTED
Rice Energy Inc.
RICE
$995K ﹤0.01%
61,563
+11,899
+24% +$227K
FOR icon
2332
Forestar Group
FOR
$1.5B
$992K ﹤0.01%
75,440
+29,194
+63% +$376K
MOD icon
2333
Modine Manufacturing
MOD
$11B
$991K ﹤0.01%
125,899
+528
+0.4% +$4.92K
ICON
2334
DELISTED
Iconix Brand Group, Inc.
ICON
$987K ﹤0.01%
7,304
-1,681
-19% -$291K
KATE
2335
DELISTED
Kate Spade & Company
KATE
$987K ﹤0.01%
51,642
-536
-1% -$10.7K
PSEM
2336
DELISTED
PERICOM SEMICONDUCTOR CP
PSEM
$985K ﹤0.01%
53,976
+7,324
+16% +$101K
MTL
2337
DELISTED
Mechel PAO American Depository Shares, each representing two ordinary shares (ADSs)
MTL
$984K ﹤0.01%
540,556
-40,171
-7% -$78.2K
SHOR
2338
DELISTED
ShoreTel, Inc.
SHOR
$983K ﹤0.01%
131,598
+2,842
+2% +$20.5K
HPP
2339
Hudson Pacific Properties
HPP
$765M
$980K ﹤0.01%
4,865
-140
-3% -$29K
BBSI icon
2340
Barrett Business Services
BBSI
$1.01B
$978K ﹤0.01%
91,156
+13,528
+17% +$127K
BSET icon
2341
Bassett Furniture
BSET
$171M
$978K ﹤0.01%
35,117
+4,329
+14% +$139K
MDRX
2342
DELISTED
Veradigm Inc. Common Stock
MDRX
$975K ﹤0.01%
78,629
-23,902
-23% -$329K
OSG
2343
Octave Specialty Group
OSG
$261M
$974K ﹤0.01%
67,322
+46,446
+222% +$753K
KBAL
2344
DELISTED
Kimball International
KBAL
$973K ﹤0.01%
102,895
-24
-0% -$270
CMPR icon
2345
Cimpress
CMPR
$2.43B
$971K ﹤0.01%
12,754
+2,084
+20% +$155K
SEB icon
2346
Seaboard Corp
SEB
$4.36B
$970K ﹤0.01%
315
+13
+4% +$43.2K
PAYC icon
2347
Paycom
PAYC
$7.54B
$969K ﹤0.01%
26,989
+12,596
+88% +$457K
SJR
2348
DELISTED
Shaw Communications Inc.
SJR
$968K ﹤0.01%
49,912
-1,608
-3% -$32.7K
HCOM
2349
DELISTED
Hawaiian Telcom Holdco, Inc
HCOM
$967K ﹤0.01%
46,513
+210
+0.5% +$4.86K
CAA
2350
DELISTED
CalAtlantic Group, Inc.
CAA
$965K ﹤0.01%
24,122
+8,570
+55% +$374K
92 93
94
95 96

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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.