We are live on ! Find out more
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
WBA
51
DELISTED
Walgreens Boots Alliance
WBA
$175M 0.34%
2,111,371
+373,158
+21% +$33.7M
ABBV icon
52
AbbVie
ABBV
$458B
$175M 0.34%
3,222,111
+547,660
+20% +$35.6M
MET icon
53
MetLife
MET
$61B
$162M 0.32%
3,858,913
+2,143,693
+125% +$100M
TGT icon
54
Target
TGT
$62.1B
$162M 0.32%
2,059,272
+427,665
+26% +$34.1M
SBUX icon
55
Starbucks
SBUX
$118B
$161M 0.31%
2,827,385
+25,663
+0.9% +$1.44M
TRV icon
56
Travelers Companies
TRV
$80.8B
$160M 0.31%
1,603,611
+486,622
+44% +$49.8M
NOC icon
57
Northrop Grumman
NOC
$77B
$159M 0.31%
960,063
+250,338
+35% +$42M
UNP icon
58
Union Pacific
UNP
$183B
$150M 0.29%
1,698,417
+230,077
+16% +$21M
LLY icon
59
Eli Lilly
LLY
$1.07T
$150M 0.29%
1,790,817
+47,440
+3% +$4.01M
COP icon
60
ConocoPhillips
COP
$147B
$147M 0.29%
3,056,027
+76,238
+3% +$3.88M
AIG icon
61
American International
AIG
$41.9B
$146M 0.28%
2,566,525
+220,726
+9% +$13.5M
LOW icon
62
Lowe's Companies
LOW
$116B
$145M 0.28%
2,109,994
+268,244
+15% +$18.4M
MDLZ icon
63
Mondelez International
MDLZ
$77.7B
$142M 0.28%
3,388,365
+86,952
+3% +$3.75M
ELV icon
64
Elevance Health
ELV
$81.9B
$142M 0.28%
1,012,891
+164,733
+19% +$24.8M
CCI icon
65
Crown Castle
CCI
$32.7B
$141M 0.28%
1,792,673
+968,482
+118% +$78.7M
GM icon
66
General Motors
GM
$74.7B
$140M 0.27%
4,672,718
+2,883,210
+161% +$88.3M
SLB icon
67
SLB Ltd
SLB
$77.8B
$139M 0.27%
2,016,790
-326,891
-14% -$25.9M
BA icon
68
Boeing
BA
$165B
$134M 0.26%
1,021,109
-88,016
-8% -$12.2M
TXN icon
69
Texas Instruments
TXN
$255B
$133M 0.26%
2,691,234
+30,914
+1% +$1.51M
GS icon
70
Goldman Sachs
GS
$313B
$133M 0.26%
765,219
+62,383
+9% +$12.2M
HON icon
71
Honeywell
HON
$77.1B
$130M 0.25%
1,528,163
+50,849
+3% +$4.63M
DAL icon
72
Delta Air Lines
DAL
$55.9B
$130M 0.25%
2,886,309
+1,495,873
+108% +$67.2M
OXY icon
73
Occidental Petroleum
OXY
$57B
$129M 0.25%
1,958,130
+504,421
+35% +$35.2M
KR icon
74
Kroger
KR
$34.8B
$127M 0.25%
3,526,382
+227,368
+7% +$8.43M
LMT icon
75
Lockheed Martin
LMT
$134B
$126M 0.25%
610,077
+132,330
+28% +$26.9M
1 2
3
4 5

Similar funds

NIPH
NN Investment Partners Holdings The Hague, Netherlands $18.6B AUM 18.31% 1-Year Est. Return
AF
Amalgamated Financial New York $12.6B AUM
MCM
Melvin Capital Management New York $9.86B AUM 16.31% 1-Year Est. Return
PSUF
People's United Financial Bridgeport, Connecticut $3.51B AUM 12.24% 1-Year Est. Return
IA
IndexIQ Advisors New York $2.82B AUM 12.48% 1-Year Est. Return
SCC
Spring Creek Capital Wichita, Kansas $2.53B AUM 19.59% 1-Year Est. Return
BAM
Barrett Asset Management New York $2.39B AUM 14.06% 1-Year Est. Return
ACI
AMP Capital Investors Sydney, Australia $2.37B AUM 23.59% 1-Year Est. Return

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.