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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
RBS.PRN
3501
DELISTED
ROYAL BK SCOTLAND GROUP PLC ADR RPTNG PFD SHRS SER N (UK)
RBS.PRN
– –
-11,707
Closed -$291K
RBS.PRQ
3502
DELISTED
ROYAL BANK OF SCOTLAND GP PLC (THE) ADR REPSTG PFD SHS SER Q
RBS.PRQ
– –
-11,679
Closed -$295K
PWRD
3503
DELISTED
PERFECT WORLD CO LTD SPONSORED ADR REPSTG CL B (CAYMAN ISL)
PWRD
– –
-13,806
Closed -$274K
DTV
3504
DELISTED
DIRECTV COM STK (DE)
DTV
– –
-1,412,893
Closed -$131M
CTRX
3505
DELISTED
CATAMARAN CORP COM STK (CDA)
CTRX
– –
-79,835
Closed -$4.88M
ROSE
3506
DELISTED
ROSETTA RESOURCES INC
ROSE
– –
-83,149
Closed -$1.92M
BALT
3507
DELISTED
BALTIC TRADING LIMITED COMMON STOCK
BALT
– –
-59,379
Closed -$95K
ANR
3508
DELISTED
Alpha Natural Resources Inc
ANR
– –
-178,136
Closed -$54K
RALY
3509
DELISTED
RALLY SOFTWARE DEV CORP
RALY
– –
-22,604
Closed -$440K
ADVS
3510
DELISTED
Advent Software Inc
ADVS
– –
-151,245
Closed -$6.69M
WLT
3511
DELISTED
WALTER ENERGY INC COM STK (DE)
WLT
– –
-56,832
Closed -$12K
MIG
3512
DELISTED
MEADOWBROOK INSURANCE GRP INC
MIG
– –
-132,367
Closed -$1.14M
KRFT
3513
DELISTED
KRAFT FOODS GROUP INC COM STK (VA)
KRFT
– –
-1,070,531
Closed -$91.1M
FDO
3514
DELISTED
FAMILY DOLLAR STORES
FDO
– –
-294,611
Closed -$23.2M
ADNC
3515
DELISTED
AUDIENCE INC COM STK (DE)
ADNC
– –
-34,448
Closed -$168K
TACO
3516
DELISTED
Del Taco Restaurants, Inc. Common Stock
TACO
– –
-16,614
Closed -$253K
RKT
3517
DELISTED
ROCK-TENN COMPANY CL-A
RKT
– –
-165,121
Closed -$9.94M
HVB
3518
DELISTED
HUDSON VY HLDG CORP
HVB
– –
-41,184
Closed -$1.16M
IGTE
3519
DELISTED
IGATE CORPORATION
IGTE
– –
-32,567
Closed -$1.55M
MWV
3520
DELISTED
MEADWESTVACO CORP
MWV
– –
-369,451
Closed -$17.4M
DRC
3521
DELISTED
DRESSER-RAND GROUP INC
DRC
– –
-225,854
Closed -$19.2M
KNM
3522
DELISTED
KONAMI CORPORATION ADS (1 SH COM STK)
KNM
– –
-30,042
Closed -$561K
GFIG
3523
DELISTED
GFI GROUP INC
GFIG
– –
-280,012
Closed -$1.65M
BPZ
3524
DELISTED
BPZ RESOURCES INC COM STK
BPZ
– –
-97,634
Closed -$2K
RSH
3525
DELISTED
RADIOSHACK CORP
RSH
– –
-32,665
Closed -$2K
139 140
141
142 143

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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.