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
BBVA icon
551
Banco Bilbao Vizcaya Argentaria
BBVA
$144B
$16.1M 0.03%
2,007,271
-118,514
-6% -$1.07M
NEM icon
552
Newmont
NEM
$98.2B
$16.1M 0.03%
1,003,840
+88,883
+10% +$1.59M
AV
553
DELISTED
Aviva Plc
AV
$16.1M 0.03%
1,175,584
+70,467
+6% +$1.09M
CTAS icon
554
Cintas
CTAS
$82.4B
$16.1M 0.03%
752,036
-33,100
-4% -$710K
G icon
555
Genpact
G
$5.3B
$16.1M 0.03%
682,786
-15,011
-2% -$337K
AES icon
556
AES
AES
$10.6B
$16.1M 0.03%
1,644,695
-484,336
-23% -$5.85M
TUP
557
DELISTED
Tupperware Brands Corporation
TUP
$16M 0.03%
323,770
+241,843
+295% +$13.6M
BHP icon
558
BHP
BHP
$213B
$16M 0.03%
567,449
+125,992
+29% +$4.09M
ETP
559
DELISTED
Energy Transfer Partners, L.P.
ETP
$16M 0.03%
556,662
+133,187
+31% +$4.52M
GPN icon
560
Global Payments
GPN
$22.1B
$15.9M 0.03%
277,082
+21,386
+8% +$1.19M
GAS
561
DELISTED
AGL Resources Inc
GAS
$15.9M 0.03%
260,235
-3,165
-1% -$169K
LEN icon
562
Lennar Class A
LEN
$20.4B
$15.8M 0.03%
344,441
+50,730
+17% +$2.49M
L icon
563
Loews
L
$24.3B
$15.8M 0.03%
436,531
-42,534
-9% -$1.59M
FTI icon
564
TechnipFMC
FTI
$30.6B
$15.8M 0.03%
683,256
+15,193
+2% +$382K
EVT icon
565
Eaton Vance Tax-Advantaged Dividend Income Fund
EVT
$2.06B
$15.8M 0.03%
857,116
+104,433
+14% +$2.05M
MNK
566
DELISTED
MALLINCKRODT PUBLIC LIMITED COMPANY
MNK
$15.7M 0.03%
246,197
+14,640
+6% +$1.45M
IX icon
567
ORIX
IX
$44B
$15.7M 0.03%
1,209,845
-5,475
-0.5% -$76K
BR icon
568
Broadridge
BR
$17.2B
$15.7M 0.03%
283,767
+29,236
+11% +$1.57M
HCC
569
DELISTED
HCC INSURANCES HOLDINGS INC
HCC
$15.7M 0.03%
202,370
-52,413
-21% -$4.05M
HAS icon
570
Hasbro
HAS
$12.6B
$15.7M 0.03%
217,191
-20,236
-9% -$1.56M
LKQ icon
571
LKQ Corp
LKQ
$6.58B
$15.6M 0.03%
551,755
-19,993
-3% -$609K
HTS
572
DELISTED
HATTERAS FINANCIAL CORP
HTS
$15.6M 0.03%
1,031,728
+748,354
+264% +$12.2M
A icon
573
Agilent Technologies
A
$39.1B
$15.6M 0.03%
455,167
-25,905
-5% -$980K
BMRN icon
574
BioMarin Pharmaceuticals
BMRN
$11.5B
$15.6M 0.03%
147,644
+2,213
+2% +$296K
AME icon
575
Ametek
AME
$55.5B
$15.5M 0.03%
296,901
+27,566
+10% +$1.49M
21 22
23
24 25

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.