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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
ACTS
3451
DELISTED
Actions Semiconductor Co
ACTS
– –
-36,568
Closed -$57K
EAC
3452
DELISTED
Erickson Incorporated
EAC
– –
-35,416
Closed -$154K
HNR
3453
DELISTED
Harvest Natural Resources
HNR
– –
-6,069
Closed -$42K
GLRI
3454
DELISTED
GLORI ENERGY INC COMMON STOCK
GLRI
– –
-16,312
Closed -$23K
SQNM
3455
DELISTED
SEQUENOM INC NEW
SQNM
– –
-12,620
Closed -$38K
RLYP
3456
DELISTED
RELYPSA INC COM
RLYP
– –
-14,550
Closed -$481K
DLR.PRE
3457
DELISTED
DIGITAL REALTY TRUST, INC. REDEEMABLE PFD SER E
DLR.PRE
– –
-13,681
Closed -$350K
RLOC
3458
DELISTED
REACHLOCAL INC COM STK (DE)
RLOC
– –
-15,702
Closed -$49K
NPD
3459
DELISTED
CHINA NEPSTAR CHAIN DRUGSTORE LTD. COM
NPD
– –
-67,202
Closed -$155K
HERO
3460
DELISTED
HERCULES OFFSHORE INC COM STK
HERO
– –
-326,669
Closed -$76K
LINE
3461
DELISTED
LINN ENERGY LLC COM UTS REP LTD LIABILITY CO INTS
LINE
– –
-40,579
Closed -$362K
UNIS
3462
DELISTED
Unilife Corporation
UNIS
– –
-2,304
Closed -$50K
ABGB
3463
DELISTED
Abengoa SA Class B
ABGB
– –
-225,375
Closed -$3.58M
BTU
3464
DELISTED
PEABODY ENERGY CORP COM STK NEW (DE)
BTU
– –
-40,235
Closed -$1.32M
NPT
3465
DELISTED
NUVEEN PREM INSD MUNI FD-4 INC
NPT
– –
-11,225
Closed -$147K
JMI
3466
DELISTED
JAVELIN MTG INVESTMENT CORP COM
JMI
– –
-11,096
Closed -$79K
SFXE
3467
DELISTED
SFX ENTERTAINMENT, INC COM
SFXE
– –
-11,359
Closed -$51K
LBMH
3468
DELISTED
LIBERATOR MED HLDGS INC (NY)
LBMH
– –
-27,326
Closed -$62K
TC
3469
DELISTED
Thompson Creek Metals Company Inc. Ordinary Shares (Canada)
TC
– –
-355,684
Closed -$292K
GDP
3470
DELISTED
GOODRICH PETROLEUM CORP(NEW)
GDP
– –
-441,893
Closed -$822K
ISH
3471
DELISTED
INTL SHIPHOLDING CORP
ISH
– –
-19,710
Closed -$126K
SFY
3472
DELISTED
SWIFT ENERGY CO (HOLDING COMPANY)
SFY
– –
-281,701
Closed -$572K
PGN
3473
DELISTED
PARAGON OFFSHORE PLC (GBR)
PGN
– –
-204,196
Closed -$223K
MSO
3474
DELISTED
MARTHA STEWART LIVING OMNIMEDIA INC
MSO
– –
-58,330
Closed -$364K
GSF.CL
3475
DELISTED
GOLDMAN SACHS GROUP INC 6.125% NTS DUE 2060
GSF.CL
– –
-13,050
Closed -$331K
137 138
139
140 141

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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.