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
HP icon
801
Helmerich & Payne
HP
$3.53B
$8.89M 0.02%
188,040
-25,812
-12% -$1.46M
PVH icon
802
PVH
PVH
$3.71B
$8.88M 0.02%
87,129
-3,584
-4% -$407K
ENH
803
DELISTED
Endurance Specialty Holdings Ltd
ENH
$8.87M 0.02%
145,277
+37,863
+35% +$2.47M
DLR icon
804
Digital Realty Trust
DLR
$73.7B
$8.86M 0.02%
135,684
-4,111
-3% -$268K
DCM
805
DELISTED
NTT DOCOMO, Inc.
DCM
$8.85M 0.02%
524,391
+72,153
+16% +$1.45M
IFF icon
806
International Flavors & Fragrances
IFF
$19.4B
$8.85M 0.02%
85,666
-2,249
-3% -$248K
SYT
807
DELISTED
Syngenta Ag
SYT
$8.76M 0.02%
137,340
+2,503
+2% +$191K
SBH icon
808
Sally Beauty Holdings
SBH
$1.4B
$8.74M 0.02%
367,900
-176,553
-32% -$4.89M
MUSA icon
809
Murphy USA
MUSA
$11.3B
$8.73M 0.02%
158,961
+29,775
+23% +$1.59M
JPC icon
810
Nuveen Preferred & Income Opportunities Fund
JPC
$2.89B
$8.73M 0.02%
970,997
+16,639
+2% +$153K
WR
811
DELISTED
Westar Energy Inc
WR
$8.72M 0.02%
226,817
+38,561
+20% +$1.42M
JAH
812
DELISTED
JARDEN CORPORATION
JAH
$8.69M 0.02%
177,774
+18,731
+12% +$991K
KEX icon
813
Kirby Corp
KEX
$7.95B
$8.66M 0.02%
139,810
-7,580
-5% -$536K
RDS.B
814
DELISTED
Royal Dutch Shell PLC ADS Class B
RDS.B
$8.66M 0.02%
182,410
-58,627
-24% -$3.16M
JAZZ icon
815
Jazz Pharmaceuticals
JAZZ
$15.9B
$8.64M 0.02%
65,078
-14,191
-18% -$2.44M
SPR
816
DELISTED
Spirit AeroSystems
SPR
$8.57M 0.02%
177,199
-43,124
-20% -$2.29M
TMH
817
DELISTED
Team Health Holdings Inc
TMH
$8.55M 0.02%
158,165
+12,095
+8% +$756K
HRI icon
818
Herc Holdings
HRI
$5.43B
$8.54M 0.02%
170,058
+36,741
+28% +$1.92M
DRE
819
DELISTED
Duke Realty Corp.
DRE
$8.51M 0.02%
446,752
+33,157
+8% +$635K
SNN icon
820
Smith & Nephew
SNN
$12.9B
$8.49M 0.02%
242,622
+7,399
+3% +$264K
KALU icon
821
Kaiser Aluminum
KALU
$2.67B
$8.45M 0.02%
105,263
+36,605
+53% +$3.05M
DST
822
DELISTED
DST Systems Inc.
DST
$8.43M 0.02%
160,266
-29,174
-15% -$1.62M
NVG icon
823
Nuveen AMT-Free Municipal Credit Income Fund
NVG
$2.65B
$8.41M 0.02%
603,468
-33,856
-5% -$465K
RDY icon
824
Dr. Reddy's Laboratories
RDY
$9.82B
$8.39M 0.02%
656,170
-91,320
-12% -$1.13M
HSNI
825
DELISTED
HSN, Inc.
HSNI
$8.38M 0.02%
146,422
-7,918
-5% -$515K
31 32
33
34 35

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.