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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
MSL
3401
DELISTED
Midsouth Bancorp, Inc.
MSL
– –
-15,462
Closed -$236K
KIM.PRK.CL
3402
DELISTED
KIMCO REALTY CORPORATION Class K Depositary Shares, each of which represents a one-one thousandth fr
KIM.PRK.CL
– –
-11,633
Closed -$281K
KIM.PRI.CL
3403
DELISTED
KIMCO REALTY CORPORATION Class I Depositary Shares
KIM.PRI.CL
– –
-16,569
Closed -$408K
BAC.PRW.CL
3404
DELISTED
Bank of America Corporation Depositary Shares, each representing a 1/1000 th interest in a share of
BAC.PRW.CL
– –
-55,724
Closed -$1.42M
BBT.PRE.CL
3405
DELISTED
BB&T Corporation Depositary Shares each representing 1/1,000th interest in a share of Series E Non-C
BBT.PRE.CL
– –
-44,230
Closed -$1.07M
JPM.PRE.CL
3406
DELISTED
JPMORGAN CHASE & CO. Depositary Shares, each representing a 1/400th interest in a share of 6.30% Non
JPM.PRE.CL
– –
-18,150
Closed -$458K
ISF.CL
3407
DELISTED
ING Groep NV
ISF.CL
– –
-13,804
Closed -$353K
HIFR
3408
DELISTED
InfraREIT, Inc.
HIFR
– –
-7,786
Closed -$221K
KONA
3409
DELISTED
Kona Grill, Inc.
KONA
– –
-11,136
Closed -$216K
DLR.PRH.CL
3410
DELISTED
Digital Realty Trust, Inc.
DLR.PRH.CL
– –
-12,223
Closed -$329K
VZA.CL
3411
DELISTED
Verizon Communications Inc.
VZA.CL
– –
-24,228
Closed -$635K
GZT
3412
DELISTED
Gazit-globe Ltd
GZT
– –
-13,878
Closed -$165K
SPA
3413
DELISTED
Sparton
SPA
– –
-12,670
Closed -$346K
JPM.PRB.CL
3414
DELISTED
JPMorgan Chase & Co.
JPM.PRB.CL
– –
-16,450
Closed -$431K
C.PRL.CL
3415
DELISTED
Citigroup Inc.
C.PRL.CL
– –
-21,317
Closed -$563K
ENLK
3416
DELISTED
EnLink Midstream Partners, LP
ENLK
– –
-58,772
Closed -$1.29M
HDP
3417
DELISTED
Hortonworks, Inc.
HDP
– –
-8,058
Closed -$204K
C.PRC.CL
3418
DELISTED
Citigroup Inc.
C.PRC.CL
– –
-34,741
Closed -$865K
WFC.PRJ.CL
3419
DELISTED
Wells Fargo & Company
WFC.PRJ.CL
– –
-35,521
Closed -$1M
CTX.CL
3420
DELISTED
Qwest Corporation
CTX.CL
– –
-10,808
Closed -$277K
CTW.CL
3421
DELISTED
Qwest Corporation
CTW.CL
– –
-9,619
Closed -$251K
FFKT
3422
DELISTED
Farmers Capital Bank Corp
FFKT
– –
-8,318
Closed -$236K
BAC.PRI.CL
3423
DELISTED
Bk Of Amer Corp 6.625% Ser I
BAC.PRI.CL
– –
-20,793
Closed -$530K
FCRE
3424
DELISTED
FC Global Realty Incorporated Common Stock
FCRE
– –
-9,944
Closed -$68K
HSEB.CL
3425
DELISTED
HSBC Holdings plc
HSEB.CL
– –
-66,972
Closed -$1.73M
135 136
137
138 139

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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.