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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
HBAN icon
376
Huntington Bancshares
HBAN
$35.1B
$28M 0.05%
2,643,651
+317,523
+14% +$3.54M
XEL icon
377
Xcel Energy
XEL
$51B
$27.8M 0.05%
785,544
+32,537
+4% +$1.11M
GAP
378
The Gap Inc
GAP
$6.84B
$27.8M 0.05%
974,342
+103,654
+12% +$3.57M
JNPR
379
DELISTED
Juniper Networks
JNPR
$27.4M 0.05%
1,067,347
+45,014
+4% +$1.19M
ROP icon
380
Roper Technologies
ROP
$36.3B
$27.4M 0.05%
174,970
+9,474
+6% +$1.57M
XL
381
DELISTED
XL Group Ltd.
XL
$27.3M 0.05%
752,174
-84,053
-10% -$3.18M
DOC icon
382
Healthpeak Properties
DOC
$15.4B
$27.2M 0.05%
800,898
+185,817
+30% +$6.43M
PXD
383
DELISTED
Pioneer Natural Resource Co.
PXD
$27.1M 0.05%
223,015
+49,069
+28% +$6.12M
BPL
384
DELISTED
Buckeye Partners, L.P.
BPL
$26.6M 0.05%
448,362
-15,707
-3% -$1.09M
MRO
385
DELISTED
Marathon Oil Corporation
MRO
$26.4M 0.05%
1,716,336
+96,827
+6% +$1.84M
LVLT
386
DELISTED
Level 3 Communications Inc
LVLT
$26.4M 0.05%
604,922
-258,631
-30% -$12.5M
EEM icon
387
iShares MSCI Emerging Markets ETF
EEM
$28B
$26.4M 0.05%
804,654
+700,591
+673% +$24.7M
NBIS
388
Nebius Group N.V.
NBIS
$47.7B
$26.2M 0.05%
2,438,372
-21,608
-0.9% -$282K
SWKS icon
389
Skyworks Solutions
SWKS
$9.06B
$26M 0.05%
309,176
+625
+0.2% +$57.2K
GNW icon
390
Genworth Financial
GNW
$3.8B
$26M 0.05%
5,632,270
+4,240,156
+305% +$25M
FTR
391
DELISTED
Frontier Communications Corp.
FTR
$25.5M 0.05%
358,375
+55,813
+18% +$4.22M
CAM
392
DELISTED
CAMERON INTERNATIONAL CORPORATION
CAM
$25.4M 0.05%
414,156
+62,313
+18% +$3.44M
PFG icon
393
Principal Financial Group
PFG
$23.6B
$25.4M 0.05%
535,989
+31,080
+6% +$1.61M
UN
394
DELISTED
Unilever NV New York Registry Shares
UN
$25.4M 0.05%
630,699
+11,826
+2% +$498K
TPR icon
395
Tapestry
TPR
$28.8B
$25.2M 0.05%
870,163
-15,051
-2% -$465K
AKAM icon
396
Akamai
AKAM
$16.8B
$25.1M 0.05%
363,519
+85,700
+31% +$6.18M
EXPE icon
397
Expedia Group
EXPE
$31.2B
$25M 0.05%
212,495
+24,471
+13% +$2.82M
DLTR icon
398
Dollar Tree
DLTR
$23.1B
$25M 0.05%
374,971
+23,043
+7% +$1.73M
PUK icon
399
Prudential
PUK
$36.5B
$24.9M 0.05%
608,545
-40,711
-6% -$1.81M
BT
400
DELISTED
BT Group plc (ADR)
BT
$24.9M 0.05%
780,292
+29,842
+4% +$1.03M
14 15
16
17 18

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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.