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
PSA.PRW
3376
DELISTED
Public Storage Depositary Shares, Each Representing 1/1,000 of a 5.20% Cumulative Preferred Share of
PSA.PRW
– –
-9,438
Closed -$220K
PJH
3377
DELISTED
PRUDENTIAL FINANCIAL, INC. 5.75% Junior Subordinated Notes due 2052
PJH
– –
-14,992
Closed -$371K
SHLO
3378
DELISTED
Shiloh Industries Inc
SHLO
– –
-13,693
Closed -$177K
DXB.CL
3379
DELISTED
Deutsche Bank Contingent Capital Trust II 6.55% Trust Preferred Securities Called
DXB.CL
– –
-48,867
Closed -$1.29M
MLNX
3380
DELISTED
Mellanox Technologies, Ltd.
MLNX
– –
-36,136
Closed -$1.76M
CYOU
3381
DELISTED
Changyou.com Limited American Depositary Share
CYOU
– –
-7,199
Closed -$215K
ISG.CL
3382
DELISTED
ING Groep N.V. 6.125% ING Perpetual Debt Securities Called
ISG.CL
– –
-26,970
Closed -$686K
TLRA
3383
DELISTED
Telaria, Inc.
TLRA
– –
-16,394
Closed -$48K
HABT
3384
DELISTED
The Habit Restaurants, Inc. - Class A
HABT
– –
-10,425
Closed -$326K
STT.PRC.CL
3385
DELISTED
STATE STREET CORPORATION Depositary Shares, each representing a 1/4,000th ownership interest in a sh
STT.PRC.CL
– –
-16,796
Closed -$409K
COF.PRP.CL
3386
DELISTED
CAPITAL ONE FINANCIAL CORPORATION Called
COF.PRP.CL
– –
-63,668
Closed -$1.57M
JPM.PRF.CL
3387
DELISTED
JPMorgan Chase & Co. Called
JPM.PRF.CL
– –
-35,992
Closed -$897K
BAC.PRY.CL
3388
DELISTED
BANK OF AMERICA CORPORATION Depositary Shares representing a 1/1,000 th interest in a share of 6.500
BAC.PRY.CL
– –
-45,813
Closed -$1.16M
AXS.PRD.CL
3389
DELISTED
AXIS CAPITAL HOLDINGS LIMITED 5.50% SERIES D Called for Redemption
AXS.PRD.CL
– –
-11,130
Closed -$262K
MS.PRG.CL
3390
DELISTED
MORGAN STANLEY 6.625% Called for Redemption
MS.PRG.CL
– –
-39,187
Closed -$1.02M
SNHNI
3391
DELISTED
SENIOR HOUSING PROPERTIES TRUST 5.625% Senior Notes due 2042
SNHNI
– –
-13,662
Closed -$315K
PSB.PRU.CL
3392
DELISTED
PS Business Parks, Inc. Depositary Shares Each Representing 1/1000 of a Share of 5.75% Cumulative Pr
PSB.PRU.CL
– –
-10,723
Closed -$255K
AEH.CL
3393
DELISTED
Aegon NV 6.375% Perpetual Capital Securities Called for Redemption
AEH.CL
– –
-48,314
Closed -$1.21M
STT.PRE.CL
3394
DELISTED
State Street Corporation Depository Shares, each representing a 1/4,000th ownership interest in a sh
STT.PRE.CL
– –
-37,475
Closed -$938K
SWJ.CL
3395
DELISTED
STANLEY BLACK & DECKER, INC. 5.75% Junior Subordinated Debentures due 2052
SWJ.CL
– –
-20,123
Closed -$499K
COF.PRD.CL
3396
DELISTED
CAPITAL ONE FINANCIAL CORPORATION SERIES D
COF.PRD.CL
– –
-29,787
Closed -$774K
COF.PRC.CL
3397
DELISTED
Capital One Financial Corporation
COF.PRC.CL
– –
-26,209
Closed -$657K
JPM.PRA.CL
3398
DELISTED
JPMORGAN CHASE & CO. Depositary Shares, each representing a 1/400 interest in a share of 5.45% Non-C
JPM.PRA.CL
– –
-27,700
Closed -$653K
UBNK
3399
DELISTED
United Financial Bancorp, Inc.
UBNK
– –
-52,411
Closed -$705K
ALL.PRE.CL
3400
DELISTED
Allstate Corporation Depositary Shares
ALL.PRE.CL
– –
-30,249
Closed -$793K
134 135
136
137 138

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.