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
KWK
3526
DELISTED
QUICKSILVER RESOURCES INC
KWK
– –
-217,643
Closed -$6K
VE
3527
DELISTED
VEOLIA ENVIRONNEMENT
VE
– –
-242,448
Closed -$4.95M
SI
3528
DELISTED
SIEMENS AKTIENGESELLSCHAFT ADS
SI
– –
-188,701
Closed -$19.2M
HXM
3529
DELISTED
DESARROLLADORA HOMES DA DE CV (HOMEX DEV. CORP)
HXM
– –
-58,500
Closed -$12K
AWC
3530
DELISTED
Alumina Ltd
AWC
– –
-972,705
Closed -$4.54M
GTT
3531
DELISTED
GTT Communications, Inc.
GTT
– –
-19,703
Closed -$470K
SPP
3532
DELISTED
SAPPI LTD ADS(RP 1 0RD SH)
SPP
– –
-63,738
Closed -$221K
KUB
3533
DELISTED
KUBOTA CORPORATION (ONE ADS REP 5 SHS COM)
KUB
– –
-136,971
Closed -$10.9M
PC
3534
DELISTED
PANASONIC CORP ADR (REP 1 SHR COM STK) (JP)
PC
– –
-950,861
Closed -$13M
MKTAY
3535
DELISTED
MAKITA CORP SPONS ADR
MKTAY
– –
-95,969
Closed -$5.23M
EOX
3536
DELISTED
EMERALD OIL INC (MT)
EOX
– –
-44,991
Closed -$191K
MDTH
3537
DELISTED
MEDCATH CORPORATION
MDTH
– –
-37,568
Closed –
CTIC
3538
DELISTED
CTI BioPharma Corp. (DE) Common Stock
CTIC
– –
-2,031
Closed -$40K
HIT
3539
DELISTED
HITACHI LTD ADR (10COM)NEW
HIT
– –
-274,856
Closed -$18.1M
IRE
3540
DELISTED
GOVERNOR-BK OF IRELND ADS NEW
IRE
– –
-160,465
Closed -$2.58M
MITSY
3541
DELISTED
MITSUI & CO LTD ADR (US)
MITSY
– –
-26,039
Closed -$7.08M
SUBC
3542
DELISTED
SUBSEA 7 S A SPONSORED ADR
SUBC
– –
-197,635
Closed -$1.93M
REP
3543
DELISTED
REPSOL YPF SA ADS(RP 1 CAP SH)
REP
– –
-501,804
Closed -$8.83M
MTA
3544
DELISTED
MAGYAR TELEKOM TELECOMMUNICATIONS PLC SPON ADR
MTA
– –
-37,300
Closed -$256K
KEM
3545
DELISTED
KEMET Corporation
KEM
– –
-53,822
Closed -$155K
OTE
3546
DELISTED
HELLENIC TELECOMM ORG ADS(RP1/
OTE
– –
-44,782
Closed -$188K
DT
3547
DELISTED
DEUTSCHE TELEKOM AG ADS (1ORD)
DT
– –
-771,340
Closed -$13.3M
AMFI
3548
DELISTED
AMCORE FINANCIAL INC
AMFI
– –
-65,641
Closed –
AXA
3549
DELISTED
AXA ADS (1 ORD SHS)
AXA
– –
-859,040
Closed -$21.7M
CBBO
3550
DELISTED
COLUMBIA BANCORP (OR)
CBBO
– –
-22,787
Closed –
140 141
142
143 144

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.