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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
MESA
3551
DELISTED
MESA AIR GROUP INC (NEV)
MESA
– –
-891,868
Closed –
ROS
3552
DELISTED
ROSTELEKOM
ROS
– –
-71,424
Closed -$679K
ADVNB
3553
DELISTED
Advanta Corp Class B
ADVNB
– –
-13,195
Closed –
UCBH
3554
DELISTED
UCBH HOLDINGS INC
UCBH
– –
-28,845
Closed –
CHB
3555
DELISTED
CHAMPION ENTERPRISES INC
CHB
– –
-15,836
Closed –
AZ
3556
DELISTED
Allianz Se Sponsored Adr Repstg 1/10 Ord Sh
AZ
– –
-1,567,737
Closed -$24.6M
AAUK
3557
DELISTED
ANGLO AMER PLC NEW ADR UK
AAUK
– –
-593,832
Closed -$4.3M
FUJI
3558
DELISTED
FUJI FILM HOLDINGS ADR 2 ORD
FUJI
– –
-192,169
Closed -$6.86M
NSANY
3559
DELISTED
NISSAN MOTOR CO LTD SPONS ADR
NSANY
– –
-601,879
Closed -$12.6M
TDK
3560
DELISTED
TDK CORP AMER DEP SH
TDK
– –
-59,831
Closed -$4.61M
IFX
3561
DELISTED
INFINEON TECH AG ADS(REP1 ORD)
IFX
– –
-284,873
Closed -$3.57M
DASTY
3562
DELISTED
DASSAULT SYSTEMES SA ADR
DASTY
– –
-130,371
Closed -$9.52M
ITY
3563
DELISTED
IMPERIAL TOBACCO GRP ADS(RP 2
ITY
– –
-130,803
Closed -$12.6M
KPN
3564
DELISTED
ROYAL KPN NV ADS (EA REPTG 1 ORD SH)
KPN
– –
-903,215
Closed -$3.5M
AKH
3565
DELISTED
AIR France-KLM
AKH
– –
-10,233
Closed -$71K
SEO
3566
DELISTED
STORA ENSO OYJ, ADS(RP 1 SR R)
SEO
– –
-245,339
Closed -$2.52M
VOLV
3567
DELISTED
VOLVO A B ADR-B
VOLV
– –
-477,643
Closed -$5.97M
UPM
3568
DELISTED
UPM-KYMMRME ADR (REPR ORD SHS)
UPM
– –
-153,798
Closed -$2.72M
NHY
3569
DELISTED
NORSK HYDRO A. S. ADR
NHY
– –
-825,370
Closed -$3.42M
REXMY
3570
DELISTED
REXAM PLC ADR - NEW
REXMY
– –
-73,196
Closed -$3.19M
BAY
3571
DELISTED
BAYER AG SPONS ADR
BAY
– –
-248,509
Closed -$35M
BRG
3572
DELISTED
BG GROUP PLC ADS(RP 5 ORD SHS)
BRG
– –
-1,015,513
Closed -$17M
LR
3573
DELISTED
LAFARGE ADS (1/4 COM) NEW
LR
– –
-226,586
Closed -$3.75M
MX
3574
DELISTED
METSO CRP ADS (REP 1 SHS)
MX
– –
-169,891
Closed -$1.15M
EON
3575
DELISTED
E.ON AG ADS (REPTG 1/3 ORD SHS)
EON
– –
-263,119
Closed -$3.51M
141 142
143
144 145

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AF
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MCM
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PSUF
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IA
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SCC
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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.