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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
FRBK
3351
DELISTED
Republic First Bancorp Inc
FRBK
– –
-12,661
Closed -$44K
ISEE
3352
DELISTED
IVERIC bio, Inc. Common Stock
ISEE
– –
-6,246
Closed -$325K
SRNE
3353
DELISTED
Sorrento Therapeutics, Inc.
SRNE
– –
-10,430
Closed -$184K
OTIC
3354
DELISTED
Otonomy, Inc.
OTIC
– –
-13,299
Closed -$306K
GBL
3355
DELISTED
GAMCO Investors, Inc.
GBL
– –
-21,083
Closed -$780K
CTT
3356
DELISTED
CATCHMARK TIMBER TRUST, INC.
CTT
– –
-25,515
Closed -$295K
MBII
3357
DELISTED
Marrone Bio Innovations, Inc.
MBII
– –
-48,904
Closed -$97K
ZNGA
3358
DELISTED
ZYNGA INC. CL A COMMON
ZNGA
– –
-1,440,076
Closed -$4.12M
HGH
3359
DELISTED
THE HARTFORD FINANCIAL SERVICES GROUP, INC. 7.875% FIXED-TO-FLOATING RATE JR SUB DEBENTURE DUE 2042
HGH
– –
-7,612
Closed -$226K
ARNA
3360
DELISTED
Arena Pharmaceuticals Inc
ARNA
– –
-1,876
Closed -$87K
CSLT
3361
DELISTED
CASTLIGHT HEALTH, INC.
CSLT
– –
-69,612
Closed -$567K
IPLDP
3362
DELISTED
Interstate Power & Light Company Perp Prd Ser D
IPLDP
– –
-8,789
Closed -$218K
GPX
3363
DELISTED
GP Strategies Corp.
GPX
– –
-7,258
Closed -$241K
DUKH
3364
DELISTED
Duke Energy Corporation 5.125% Junior Subordinated Debentures due January 15, 2073
DUKH
– –
-15,706
Closed -$385K
LEAF
3365
DELISTED
Leaf Group Ltd.
LEAF
– –
-11,123
Closed -$71K
DUC
3366
DELISTED
Duff & Phelps Utility & Corporate Bond Trust
DUC
– –
-24,727
Closed -$232K
PRGX
3367
DELISTED
PRGX Global, Inc.
PRGX
– –
-88,034
Closed -$386K
USB.PRO
3368
DELISTED
U.S. BANCORP Depositary Shares Each Representing a 1/1,000th Interest in a Share of Series H Non-Cum
USB.PRO
– –
-9,962
Closed -$243K
HSBC.PRA
3369
DELISTED
HSBC Holdings PLC, Inc. ADS(1/40 shr. 6.2% Non-Cum. Dlr. Pref. Shrs., Ser.A)
HSBC.PRA
– –
-10,513
Closed -$265K
MVC
3370
DELISTED
MVC Capital, Inc.
MVC
– –
-20,369
Closed -$208K
BK.PRC
3371
DELISTED
THE BANK OF NEW YORK MELLON CORPORATION Depositary Shares each representing a 1/ 4,000th interest in
BK.PRC
– –
-44,204
Closed -$1.06M
BITA
3372
DELISTED
Bitauto Holdings Limited
BITA
– –
-9,104
Closed -$465K
EZT
3373
DELISTED
Entergy Texas, Inc. First Mortgage Bonds, 5.625% Series due June 1, 2064
EZT
– –
-8,914
Closed -$227K
WRB.PRB
3374
DELISTED
W.R. BERKLEY CORPORATION 5.625% Subordinated Debentures due 2053
WRB.PRB
– –
-12,485
Closed -$302K
BREW
3375
DELISTED
Craft Brew Alliance, Inc.
BREW
– –
-10,480
Closed -$116K
133 134
135
136 137

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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.