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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
BF
3576
DELISTED
BASF AKTIENGESELLT ADS(RP1 ORD
BF
– –
-214,360
Closed -$19M
SCM
3577
DELISTED
SWISSCOM AG ADS(RP 1/10 REG SH
SCM
– –
-125,627
Closed -$7.04M
AKZOY
3578
DELISTED
Akzo Nobel NV
AKZOY
– –
-951,476
Closed -$23.1M
TKP
3579
DELISTED
TECHNIP ADS (EA REPTG ONE ORD SHS)
TKP
– –
-619,511
Closed -$9.66M
SDX
3580
DELISTED
SODEXHO ALLIANCE SA ADS (REP 1 COM SHR)
SDX
– –
-102,036
Closed -$9.78M
ANZ
3581
DELISTED
AUSTRALIA & NW ZEAL ADS(RP5 SH
ANZ
– –
-729,211
Closed -$18.1M
NAB
3582
DELISTED
NATL AUSTRALIA BK LTD ADS5
NAB
– –
-1,178,728
Closed -$15M
SCO
3583
DELISTED
SCOR ADS (ORD 1/10 SH FRF 25 P.V.)
SCO
– –
-1,159,477
Closed -$4.17M
AMCR
3584
DELISTED
AMCOR LTD ADR
AMCR
– –
-188,469
Closed -$8M
TELN
3585
DELISTED
TELENOR ASA
TELN
– –
-58,790
Closed -$3.86M
EDP
3586
DELISTED
EDP-ELECT DE PORTUGAL S A (REPTG 10 ORD)
EDP
– –
-108,323
Closed -$4.13M
NPSN
3587
DELISTED
NASPERS LTD
NPSN
– –
-3,355
Closed -$523K
BNL
3588
DELISTED
BUNZL PLC ADS (RP 5 ORD SHS)
BNL
– –
-471,542
Closed -$13M
TMIC
3589
DELISTED
TREND MICRO INC SPONS ADR-NEW
TMIC
– –
-58,989
Closed -$2.03M
PCW
3590
DELISTED
PCCW LIMITED ADS (10 ORD) (NEW)
PCW
– –
-45,897
Closed -$271K
TKA
3591
DELISTED
TELEKOM AUSTRIA AG ADS (1 ORD)
TKA
– –
-12,555
Closed -$163K
TLS
3592
DELISTED
TELSTRA CRP LTD ADS(RP 5 ORD)
TLS
– –
-413,288
Closed -$9.74M
MNP
3593
DELISTED
Western Asset Municipal Partners Fund, Inc.
MNP
– –
-18,094
Closed -$272K
KNBWY
3594
DELISTED
KIRIN BREWERY LTD SPONSORED ADR
KNBWY
– –
-373,840
Closed -$5.13M
ELUX
3595
DELISTED
AKTIEB. ELECTROLUX B ADR SPNSD
ELUX
– –
-70,400
Closed -$4.43M
C.PRK
3596
DELISTED
Citigroup Inc. Depositary Shares, Each Representing a 1/1,000th Interest in a Share of 6.875% Fixed Rate/Floating Rate Noncumulative Preferred Stock, Series K
C.PRK
– –
-32,125
Closed -$856K
GS.PRJ
3597
DELISTED
GOLDMAN SACHS GROUP, INC. 5.50% SER J
GS.PRJ
– –
-42,703
Closed -$1.05M
PNC.PRP
3598
DELISTED
THE PNC FINANCIAL SERVICES GROUP, INC.
PNC.PRP
– –
-58,098
Closed -$1.59M
STFC
3599
DELISTED
State Auto Financial Corp
STFC
– –
-32,099
Closed -$769K
USB.PRM
3600
DELISTED
U.S. Bancorp Depositary Shares, each representing 1/1000th interest in a share of Series F Non-Cumul
USB.PRM
– –
-20,272
Closed -$572K
142 143
144
145 146

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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.