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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
GEK.CL
3426
DELISTED
General Electric Capital Corp.
GEK.CL
– –
-33,584
Closed -$816K
HDNG
3427
DELISTED
Hardinge Inc
HDNG
– –
-15,709
Closed -$155K
AEK.CL
3428
DELISTED
Aegon NV
AEK.CL
– –
-15,909
Closed -$440K
JUNO
3429
DELISTED
Juno Therapeutics, Inc.
JUNO
– –
-4,209
Closed -$224K
GEH.CL
3430
DELISTED
General Electric Capital Corp.
GEH.CL
– –
-25,405
Closed -$627K
ENTL
3431
DELISTED
Entellus Medical, Inc. Common Stock
ENTL
– –
-15,302
Closed -$396K
GEB.CL
3432
DELISTED
General Electric Capital Corp
GEB.CL
– –
-25,368
Closed -$629K
RXDX
3433
DELISTED
Ignyta, Inc.
RXDX
– –
-12,222
Closed -$184K
PSB.PRT.CL
3434
DELISTED
PS Business Parks Inc
PSB.PRT.CL
– –
-16,639
Closed -$410K
ARH.PRC.CL
3435
DELISTED
Arch Capital Group Ltd
ARH.PRC.CL
– –
-10,727
Closed -$274K
GLBR
3436
DELISTED
Global Brokerage, Inc. Class A Common Stock
GLBR
– –
-21,858
Closed -$317K
CCV.CL
3437
DELISTED
Comcast Corporation
CCV.CL
– –
-12,579
Closed -$315K
JPM.PRD.CL
3438
DELISTED
JPMorgan Chase & Co.
JPM.PRD.CL
– –
-37,278
Closed -$882K
SCHW.PRB.CL
3439
DELISTED
The Charles Schwab Corporation
SCHW.PRB.CL
– –
-17,577
Closed -$453K
PN
3440
DELISTED
Patriot National, Inc.
PN
– –
-26,617
Closed -$426K
GS.PRI.CL
3441
DELISTED
The Goldman Sachs Group, Inc.
GS.PRI.CL
– –
-17,136
Closed -$427K
AFSD
3442
DELISTED
AFLAC Inc
AFSD
– –
-12,753
Closed -$311K
FSAM
3443
DELISTED
Fifth Street Asset Management Inc. Class A
FSAM
– –
-10,832
Closed -$111K
BXE
3444
DELISTED
Bellatrix Exploration Ltd.
BXE
– –
-12,487
Closed -$145K
PWE
3445
DELISTED
Penn West Energy Petroleum Ltd
PWE
– –
-610,719
Closed -$1.06M
BNCN
3446
DELISTED
BNC Bancorp
BNCN
– –
-22,604
Closed -$437K
JIVE
3447
DELISTED
Jive Software, Inc.
JIVE
– –
-10,801
Closed -$57K
TSL
3448
DELISTED
Trina Solar Limited
TSL
– –
-28,283
Closed -$329K
HPTRP
3449
DELISTED
HOSPITALITY PROPERTIES TRUST 7.125% Series D Cumulative Redeemable Preferred Shares,
HPTRP
– –
-12,687
Closed -$324K
TUBE
3450
DELISTED
TubeMogul, Inc.
TUBE
– –
-11,025
Closed -$158K
136 137
138
139 140

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PSUF
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BAM
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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.