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
CYN
1076
DELISTED
CITY NATIONAL CORPORATION
CYN
$5.34M 0.01%
60,609
-48,865
-45% -$4.33M
VISN
1077
Vistance Networks Inc
VISN
$2.67B
$5.33M 0.01%
177,452
+4,787
+3% +$148K
AGRO icon
1078
Adecoagro
AGRO
$1.48B
$5.31M 0.01%
667,576
+13,888
+2% +$118K
CIM
1079
Chimera Investment
CIM
$1.05B
$5.3M 0.01%
132,232
+16,927
+15% +$713K
NZF icon
1080
Nuveen Municipal Credit Income Fund
NZF
$2.41B
$5.3M 0.01%
391,170
+7,609
+2% +$103K
MATW icon
1081
Matthews International
MATW
$878M
$5.3M 0.01%
108,211
+8,234
+8% +$429K
SITC icon
1082
SITE Centers
SITC
$232M
$5.29M 0.01%
267,054
+28,649
+12% +$584K
SYKE
1083
DELISTED
SYKES Enterprises Inc
SYKE
$5.28M 0.01%
207,212
+22,536
+12% +$562K
GIII icon
1084
G-III Apparel Group
GIII
$1.52B
$5.28M 0.01%
85,609
+751
+0.9% +$51.5K
WCG
1085
DELISTED
Wellcare Health Plans, Inc.
WCG
$5.28M 0.01%
61,258
+1,298
+2% +$114K
ARCC icon
1086
Ares Capital
ARCC
$13.6B
$5.26M 0.01%
363,040
-13,114
-3% -$206K
BKT icon
1087
BlackRock Income Trust
BKT
$331M
$5.25M 0.01%
277,577
-11,695
-4% -$223K
CROX icon
1088
Crocs
CROX
$6.69B
$5.25M 0.01%
406,591
+88,633
+28% +$1.29M
IQNT
1089
DELISTED
Inteliquent, Inc.
IQNT
$5.24M 0.01%
234,424
-74,054
-24% -$1.41M
WFT
1090
DELISTED
Weatherford International plc
WFT
$5.22M 0.01%
616,134
+123,292
+25% +$1.25M
CYT
1091
DELISTED
CYTEC INDS INC
CYT
$5.22M 0.01%
70,753
+513
+0.7% +$35.8K
CVG
1092
DELISTED
Convergys
CVG
$5.21M 0.01%
225,656
-28,438
-11% -$676K
WBMD
1093
DELISTED
WebMD Health Corp.
WBMD
$5.21M 0.01%
130,892
+5,231
+4% +$221K
CAKE icon
1094
Cheesecake Factory
CAKE
$4.32B
$5.21M 0.01%
96,572
+1,378
+1% +$75.7K
ZBRA icon
1095
Zebra Technologies
ZBRA
$12.6B
$5.21M 0.01%
68,045
-13,360
-16% -$1.26M
TD icon
1096
Toronto Dominion Bank
TD
$198B
$5.19M 0.01%
131,648
+21,782
+20% +$867K
OSIS icon
1097
OSI Systems
OSIS
$3.58B
$5.18M 0.01%
67,378
+27,888
+71% +$2.01M
OZK icon
1098
Bank OZK
OZK
$5.5B
$5.18M 0.01%
118,473
-502
-0.4% -$21.9K
SWX icon
1099
Southwest Gas
SWX
$6.66B
$5.18M 0.01%
88,833
+86
+0.1% +$4.75K
BRFS
1100
DELISTED
BRF SA
BRFS
$5.17M 0.01%
290,753
+11,651
+4% +$229K
42 43
44
45 46

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.