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
IMKTA icon
976
Ingles Markets
IMKTA
$1.67B
$6.19M 0.01%
129,416
+29,835
+30% +$1.47M
EWBC icon
977
East-West Bancorp
EWBC
$17.8B
$6.17M 0.01%
160,644
+15,619
+11% +$660K
TMX
978
DELISTED
Terminix Global Holdings, Inc.
TMX
$6.16M 0.01%
274,245
+98,090
+56% +$2.34M
MBLY
979
DELISTED
Mobileye N.V.
MBLY
$6.13M 0.01%
134,685
+119,545
+790% +$6.57M
KFY icon
980
Korn Ferry
KFY
$4.13B
$6.07M 0.01%
183,663
+32,071
+21% +$1.1M
AU icon
981
AngloGold Ashanti
AU
$40.7B
$6.07M 0.01%
740,861
+228,411
+45% +$1.69M
EOD
982
Allspring Global Dividend Opportunity Fund
EOD
$276M
$6.06M 0.01%
1,024,754
+202,036
+25% +$1.31M
TWTR
983
DELISTED
Twitter, Inc.
TWTR
$6.06M 0.01%
224,786
+90,832
+68% +$2.73M
BHE icon
984
Benchmark Electronics
BHE
$2.86B
$6.05M 0.01%
278,122
+12,523
+5% +$268K
ZD icon
985
Ziff Davis
ZD
$1.93B
$6.05M 0.01%
98,199
-6,592
-6% -$399K
BGG
986
DELISTED
Briggs & Stratton Corp.
BGG
$6.05M 0.01%
313,146
+90,979
+41% +$1.74M
CIG icon
987
CEMIG Preferred Shares
CIG
$6.18B
$6.04M 0.01%
6,657,914
+1,467,623
+28% +$1.91M
SPIB icon
988
State Street SPDR Portfolio Intermediate Term Corporate Bond ETF
SPIB
$11.5B
$6.04M 0.01%
+177,881
New +$6.02M
ITT icon
989
ITT
ITT
$17.7B
$6.03M 0.01%
180,369
+64,326
+55% +$2.39M
EQNR icon
990
Equinor
EQNR
$91.4B
$6.03M 0.01%
414,104
-34,418
-8% -$543K
BHK icon
991
BlackRock Core Bond Trust
BHK
$644M
$6.02M 0.01%
465,939
-28,550
-6% -$364K
ALGN icon
992
Align Technology
ALGN
$12B
$6M 0.01%
105,668
-778
-0.7% -$46.4K
CRUS icon
993
Cirrus Logic
CRUS
$6.87B
$5.99M 0.01%
190,206
+31,760
+20% +$973K
PCI
994
DELISTED
PIMCO Dynamic Credit and Mortgage Income Fund
PCI
$5.99M 0.01%
327,718
+121,497
+59% +$2.34M
HNP
995
DELISTED
Huaneng Power Intl, Inc.
HNP
$5.97M 0.01%
141,260
-1,962
-1% -$91.6K
EHC icon
996
Encompass Health
EHC
$11.3B
$5.97M 0.01%
195,446
+37,431
+24% +$1.3M
SYF icon
997
Synchrony
SYF
$24.5B
$5.96M 0.01%
190,536
+83,445
+78% +$2.77M
DPZ icon
998
Domino's
DPZ
$11.4B
$5.95M 0.01%
55,123
-19,503
-26% -$2.17M
AJG icon
999
Arthur J. Gallagher & Co
AJG
$65.1B
$5.94M 0.01%
143,995
+7,133
+5% +$323K
DAR icon
1000
Darling Ingredients
DAR
$9.62B
$5.94M 0.01%
528,351
+89,079
+20% +$1.14M
38 39
40
41 42

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.