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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
KIM.PRH
3476
DELISTED
KIMCO REALTY CORP DEP SH RPSTG 1/100TH REDM PFD CL H
KIM.PRH
– –
-9,445
Closed -$238K
BTH
3477
DELISTED
BLYTH,INC
BTH
– –
-39,167
Closed -$249K
IEH
3478
DELISTED
INTEGRYS ENERGY GROUP INC 6% JR SUB NT DUE 8-1-2073 (WI)
IEH
– –
-17,735
Closed -$472K
AFQ.CL
3479
DELISTED
AMERICAN FINANCIAL GROUP INC 7% SENIOR NOTES DUE 2050 (OH)
AFQ.CL
– –
-9,675
Closed -$246K
TSRE
3480
DELISTED
TRADE STREET RESIDENTIAL, INC. COMMON STOCK
TSRE
– –
-18,024
Closed -$120K
OWW
3481
DELISTED
ORBITZ WORLDWIDE, INC
OWW
– –
-341,558
Closed -$3.9M
HSP
3482
DELISTED
HOSPIRA INC
HSP
– –
-235,256
Closed -$20.9M
PLL
3483
DELISTED
PALL CORP
PLL
– –
-285,051
Closed -$35.5M
IFT
3484
DELISTED
IMPERIAL HLDGS INC COM STK (FL)
IFT
– –
-21,787
Closed -$126K
RCPT
3485
DELISTED
RECEPTOS INC COM STK (DE)
RCPT
– –
-18,782
Closed -$3.57M
PPO
3486
DELISTED
POLYPORE INTERNATIONAL, INC
PPO
– –
-44,545
Closed -$2.67M
ANN
3487
DELISTED
ANN INC
ANN
– –
-68,962
Closed -$3.33M
BRLI
3488
DELISTED
BIO-REFERENCE LABS INC-NEW-
BRLI
– –
-39,376
Closed -$1.62M
QLTY
3489
DELISTED
QUALITY DISTR INC FLA
QLTY
– –
-22,474
Closed -$347K
MCGC
3490
DELISTED
MCG CAP CORP
MCGC
– –
-24,188
Closed -$110K
OCR
3491
DELISTED
OMNICARE INC
OCR
– –
-246,167
Closed -$23.2M
GTI
3492
DELISTED
GRAFTECH INTERNATIONAL LTD
GTI
– –
-188,536
Closed -$935K
AEC
3493
DELISTED
ASSOCIATED ESTATES REALTY CORP
AEC
– –
-90,985
Closed -$2.6M
INFA
3494
DELISTED
INFORMATICA CORP
INFA
– –
-62,980
Closed -$3.05M
CYNI
3495
DELISTED
CYAN INC COM
CYNI
– –
-54,489
Closed -$286K
MCRL
3496
DELISTED
MICREL INC
MCRL
– –
-248,912
Closed -$3.46M
EXL
3497
DELISTED
EXCEL TRUST , INC COM STK
EXL
– –
-107,290
Closed -$1.69M
MRH
3498
DELISTED
MONTPELIER RE HOLDINGS LTD
MRH
– –
-73,186
Closed -$2.89M
SUSQ
3499
DELISTED
SUSQUEHANNA BANCSHARES INC
SUSQ
– –
-222,513
Closed -$3.14M
MILL
3500
DELISTED
MILLER ENERGY RESOURCES, INC COM STK
MILL
– –
-181,020
Closed -$66K
138 139
140
141 142

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PSUF
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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.