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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
NUE icon
501
Nucor
NUE
$56.4B
$18.6M 0.04%
494,505
-44,944
-8% -$1.93M
HOT
502
DELISTED
STARWOOD HOTELS & RESORTS WORLDWIDE, INC.
HOT
$18.5M 0.04%
277,981
-15,584
-5% -$1.18M
ACGL icon
503
Arch Capital
ACGL
$36.1B
$18.4M 0.04%
750,783
+23,796
+3% +$558K
NTRS icon
504
Northern Trust
NTRS
$22.2B
$18.4M 0.04%
269,492
-3,525
-1% -$259K
BDJ icon
505
BlackRock Enhanced Equity Dividend Trust
BDJ
$1.7B
$18.3M 0.04%
2,544,659
+368,543
+17% +$2.82M
TWO
506
Two Harbors Investment
TWO
$1.27B
$18.3M 0.04%
259,298
+109,723
+73% +$8.54M
TSLA icon
507
Tesla
TSLA
$1.24T
$18.3M 0.04%
1,104,090
-49,155
-4% -$835K
BBD icon
508
Banco Bradesco
BBD
$38.1B
$18.2M 0.04%
7,235,722
+30,030
+0.4% +$101K
KIM icon
509
Kimco Realty
KIM
$17.6B
$18.2M 0.04%
746,174
+27,975
+4% +$672K
WY icon
510
Weyerhaeuser
WY
$17.3B
$18.2M 0.04%
665,609
-171,042
-20% -$5.05M
SNDK
511
DELISTED
SANDISK CORP
SNDK
$18.2M 0.04%
334,600
-20,831
-6% -$1.15M
UTF icon
512
Cohen & Steers Infrastructure Fund
UTF
$3.14B
$18.2M 0.04%
952,369
+13,752
+1% +$278K
RH icon
513
RH
RH
$3.3B
$18.2M 0.04%
194,541
+160,145
+466% +$15.8M
RSG icon
514
Republic Services
RSG
$66.7B
$18.1M 0.04%
439,204
+12,740
+3% +$525K
TGNA
515
DELISTED
TEGNA Inc
TGNA
$18M 0.04%
1,255,470
-57,494
-4% -$974K
TE
516
DELISTED
TECO ENERGY INC
TE
$17.9M 0.03%
680,726
+66,579
+11% +$1.49M
CSC
517
DELISTED
Computer Sciences
CSC
$17.8M 0.03%
689,777
-110,123
-14% -$2.97M
ETFC
518
DELISTED
E*Trade Financial Corporation
ETFC
$17.8M 0.03%
675,043
-128,170
-16% -$3.55M
ALTR
519
DELISTED
Altera Corp
ALTR
$17.7M 0.03%
354,332
+7,170
+2% +$356K
BF.B icon
520
Brown-Forman Class B
BF.B
$12B
$17.6M 0.03%
568,066
-10,668
-2% -$348K
NMR icon
521
Nomura Holdings
NMR
$28.7B
$17.6M 0.03%
3,025,644
+1,693,000
+127% +$11.2M
EDU icon
522
New Oriental
EDU
$7.84B
$17.6M 0.03%
871,109
+4,432
+0.5% +$94.9K
NLSN
523
DELISTED
Nielsen Holdings plc
NLSN
$17.6M 0.03%
395,395
+65,250
+20% +$3.01M
FTSM icon
524
First Trust Enhanced Short Maturity ETF
FTSM
$6.51B
$17.5M 0.03%
+292,900
New +$17.6M
CTXS
525
DELISTED
Citrix Systems Inc
CTXS
$17.5M 0.03%
317,892
-7,323
-2% -$417K
19 20
21
22 23

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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.