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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
TCBK icon
3326
TriCo Bancshares
TCBK
$1.85B
– –
-26,532
Closed -$638K
TPST icon
3327
Tempest Therapeutics
TPST
$14.8M
– –
-6
Closed -$480K
TVTX icon
3328
Travere Therapeutics
TVTX
$5.33B
– –
-10,011
Closed -$332K
TXMD icon
3329
TherapeuticsMD
TXMD
$23.8M
– –
-328
Closed -$129K
UEC icon
3330
Uranium Energy
UEC
$4.71B
– –
-38,760
Closed -$62K
UFPT icon
3331
UFP Technologies
UFPT
$1.84B
– –
-23,693
Closed -$496K
USCI icon
3332
US Commodity Index
USCI
$372M
– –
-175,818
Closed -$8.29M
USPH icon
3333
US Physical Therapy
USPH
$1.14B
– –
-16,075
Closed -$880K
UUP icon
3334
Invesco DB US Dollar Index Bullish Fund
UUP
$434M
– –
-170,709
Closed -$4.27M
VHC icon
3335
VirnetX Holding Corp
VHC
$52.3M
– –
-812
Closed -$68K
VNO.PRL icon
3336
Vornado Realty Trust 5.40% Series L Preferred Shares
VNO.PRL
$209M
– –
-9,553
Closed -$214K
WK icon
3337
Workiva
WK
$2.94B
– –
-20,670
Closed -$286K
ZTR
3338
Virtus Total Return Fund
ZTR
$340M
– –
-361,268
Closed -$4.67M
RPT
3339
Rithm Property Trust
RPT
$90.5M
– –
-13,754
Closed -$1.13M
IVAC
3340
DELISTED
Intevac Inc
IVAC
– –
-37,867
Closed -$222K
VIRX
3341
DELISTED
Viracta Therapeutics, Inc. Common Stock
VIRX
– –
-222
Closed -$140K
RF.PRB
3342
DELISTED
REGIONS FINANCIAL CORPORATION
RF.PRB
– –
-18,147
Closed -$467K
BIOL
3343
DELISTED
Biolase, Inc.
BIOL
– –
-2
Closed -$45K
AMJ
3344
DELISTED
JP Morgan Alerian MLP Index ETN 5/24/24
AMJ
– –
-7,708
Closed -$305K
GS.PRK
3345
DELISTED
GOLDMAN SACHS GROUP, INC. THE 6.375%
GS.PRK
– –
-24,552
Closed -$638K
NBSE
3346
DELISTED
NeuBase Therapeutics, Inc. Common Stock
NBSE
– –
-27
Closed -$27K
STT.PRD
3347
DELISTED
State Street Corporation Depository Shares, each representing a 1/4000th ownership interest in a share of Fixed-to-Floating Rate Non-Cumulative Perpetual Preferred Stock, Series D
STT.PRD
– –
-24,942
Closed -$640K
WFC.PRR
3348
DELISTED
WELLS FARGO & COMPANY Depositary Shares, each representing a 1/1,000th interest in a share of 6.625% Fixed-to-Floating Rate Non-Cumulative Perpetual Class A Preferred Stock, Series R
WFC.PRR
– –
-39,073
Closed -$1.08M
CTG
3349
DELISTED
Computer Task Group, Inc.
CTG
– –
-10,249
Closed -$79K
WFC.PRQ
3350
DELISTED
Wells Fargo & Co.
WFC.PRQ
– –
-30,217
Closed -$771K
132 133
134
135 136

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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.