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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
CNI icon
901
Canadian National Railway
CNI
$78.1B
$7.11M 0.01%
125,189
+9,894
+9% +$576K
SIGI icon
902
Selective Insurance
SIGI
$5.54B
$7.08M 0.01%
228,052
+57,061
+33% +$1.74M
YELP icon
903
Yelp
YELP
$1.46B
$7.07M 0.01%
326,344
+205,052
+169% +$5.69M
BGB
904
Blackstone Strategic Credit 2027 Term Fund
BGB
$500M
$7.06M 0.01%
496,929
+32,269
+7% +$488K
NRG icon
905
NRG Energy
NRG
$29B
$7.06M 0.01%
475,167
-99,793
-17% -$1.98M
NATI
906
DELISTED
National Instruments Corp
NATI
$7.05M 0.01%
253,806
-68,926
-21% -$1.96M
LNG icon
907
Cheniere Energy
LNG
$54.5B
$7.05M 0.01%
146,000
-37,975
-21% -$2.34M
DSU icon
908
BlackRock Debt Strategies Fund
DSU
$590M
$7.04M 0.01%
702,732
+64,232
+10% +$678K
GGG icon
909
Graco
GGG
$12.9B
$7.03M 0.01%
314,625
+666
+0.2% +$15.3K
NJ
910
DELISTED
NIDEC CP (NIHON KABUSHIKI KAISHA)1 ADS REPTG .25 SH COM STK
NJ
$7.02M 0.01%
404,901
+18,257
+5% +$360K
TECH icon
911
Bio-Techne
TECH
$11.2B
$7.01M 0.01%
303,132
+133,272
+78% +$3.34M
VMW
912
DELISTED
VMware, Inc
VMW
$7M 0.01%
88,831
+8,272
+10% +$688K
DSX icon
913
Diana Shipping
DSX
$271M
$6.99M 0.01%
1,542,481
+44,716
+3% +$221K
J icon
914
Jacobs Solutions
J
$15.9B
$6.98M 0.01%
225,383
-15,694
-7% -$525K
BMS
915
DELISTED
Bemis
BMS
$6.96M 0.01%
175,949
+2,762
+2% +$121K
NXZ
916
DELISTED
NUVEEN DIV ADV MUNI FD-2
NXZ
$6.95M 0.01%
510,182
+51,816
+11% +$698K
TRN icon
917
Trinity Industries
TRN
$2.92B
$6.94M 0.01%
425,234
+158,517
+59% +$3.01M
TDS icon
918
Telephone and Data Systems
TDS
$3.84B
$6.91M 0.01%
276,818
+11,436
+4% +$321K
HA
919
DELISTED
Hawaiian Holdings, Inc.
HA
$6.83M 0.01%
276,808
-100,580
-27% -$2.4M
GFI icon
920
Gold Fields
GFI
$29.4B
$6.83M 0.01%
2,565,649
+649,565
+34% +$1.86M
SKT icon
921
Tanger
SKT
$4.8B
$6.83M 0.01%
207,005
+24,437
+13% +$795K
AXS icon
922
AXIS Capital
AXS
$8.63B
$6.82M 0.01%
126,885
-105,845
-45% -$5.87M
ULTI
923
DELISTED
Ultimate Software Group Inc
ULTI
$6.8M 0.01%
37,996
+342
+0.9% +$61.1K
JGH icon
924
Nuveen Global High Income Fund
JGH
$348M
$6.78M 0.01%
469,860
+49,600
+12% +$776K
IMO icon
925
Imperial Oil
IMO
$60.6B
$6.77M 0.01%
214,118
-16,400
-7% -$569K
35 36
37
38 39

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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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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.