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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
BEN icon
426
Franklin Resources
BEN
$16.9B
$22.7M 0.04%
609,258
-18,792
-3% -$814K
TT icon
427
Trane Technologies
TT
$106B
$22.7M 0.04%
446,954
-42,385
-9% -$2.53M
CBOE icon
428
Cboe Global Markets
CBOE
$29.8B
$22.7M 0.04%
337,733
+19,040
+6% +$1.2M
CHRW icon
429
C.H. Robinson
CHRW
$22B
$22.5M 0.04%
331,549
+68,855
+26% +$4.62M
SAP icon
430
SAP
SAP
$187B
$22.5M 0.04%
346,539
-32,137
-8% -$2.22M
LH icon
431
Labcorp
LH
$24.3B
$22.4M 0.04%
240,832
+25,740
+12% +$2.66M
CA
432
DELISTED
CA, Inc.
CA
$22.4M 0.04%
819,282
+142,679
+21% +$4.08M
NWL icon
433
Newell Brands
NWL
$2.16B
$22.3M 0.04%
562,789
-34,853
-6% -$1.46M
VNO icon
434
Vornado Realty Trust
VNO
$7.47B
$22.3M 0.04%
305,010
+18,521
+6% +$1.4M
IM
435
DELISTED
Ingram Micro
IM
$22.3M 0.04%
818,401
+218,554
+36% +$5.68M
WFM
436
DELISTED
Whole Foods Market Inc
WFM
$22.3M 0.04%
703,036
-178,257
-20% -$6.3M
CRBN icon
437
iShares Low Carbon Optimized MSCI ACWI ETF
CRBN
$1.12B
$22.2M 0.04%
251,215
+2,300
+0.9% +$217K
FE icon
438
FirstEnergy
FE
$28.9B
$22.1M 0.04%
707,323
-43,312
-6% -$1.42M
GME icon
439
GameStop
GME
$9.5B
$22.1M 0.04%
2,145,552
+176,696
+9% +$1.96M
DDS icon
440
Dillards
DDS
$8.87B
$22M 0.04%
252,111
+106,119
+73% +$10.3M
TEL icon
441
TE Connectivity
TEL
$58.8B
$22M 0.04%
366,755
-64,406
-15% -$3.92M
CVC
442
DELISTED
CABLEVISION SYS CP NY GRP CL-A
CVC
$21.9M 0.04%
674,063
+77,057
+13% +$2.1M
FL
443
DELISTED
Foot Locker
FL
$21.8M 0.04%
303,246
+62,186
+26% +$4.43M
SMFG icon
444
Sumitomo Mitsui Financial
SMFG
$166B
$21.8M 0.04%
2,853,201
+146,644
+5% +$1.23M
BXP icon
445
Boston Properties
BXP
$11B
$21.7M 0.04%
182,914
-2,635
-1% -$315K
MGA icon
446
Magna International
MGA
$17.9B
$21.5M 0.04%
447,959
+40,623
+10% +$2.1M
TAP icon
447
Molson Coors Class B
TAP
$7.68B
$21.4M 0.04%
257,480
+30,382
+13% +$2.2M
CS
448
DELISTED
Credit Suisse Group
CS
$21.3M 0.04%
888,034
+37,737
+4% +$1.04M
AZN icon
449
AstraZeneca
AZN
$263B
$21.2M 0.04%
333,373
+42,221
+15% +$2.78M
AOD
450
abrdn Total Dynamic Dividend Fund
AOD
$1.1B
$21.2M 0.04%
2,828,126
+72,437
+3% +$600K
16 17
18
19 20

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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.