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
VALE icon
1151
Vale
VALE
$62.9B
$4.88M 0.01%
1,162,107
+62,343
+6% +$318K
CNSL
1152
DELISTED
Consolidated Communications Holdings, Inc.
CNSL
$4.87M 0.01%
252,739
+11,634
+5% +$232K
XXIA
1153
DELISTED
Ixia
XXIA
$4.87M 0.01%
336,037
+124,572
+59% +$1.78M
EAD
1154
Allspring Income Opportunities Fund
EAD
$372M
$4.86M 0.01%
641,872
+57,967
+10% +$462K
JNS
1155
DELISTED
Janus Capital Group Inc
JNS
$4.86M 0.01%
357,223
-55,754
-14% -$868K
CSH
1156
DELISTED
CASH AMERICA INTERNATIONAL INC
CSH
$4.85M 0.01%
173,481
+53,114
+44% +$1.42M
WERN icon
1157
Werner Enterprises
WERN
$2.42B
$4.84M 0.01%
192,976
+59,910
+45% +$1.64M
DKS icon
1158
Dick's Sporting Goods
DKS
$18.4B
$4.84M 0.01%
97,540
+2,101
+2% +$106K
H icon
1159
Hyatt Hotels
H
$18B
$4.84M 0.01%
102,731
-6,989
-6% -$373K
SGEN
1160
DELISTED
Seagen Inc. Common Stock
SGEN
$4.83M 0.01%
125,384
+2,878
+2% +$130K
WOOF
1161
DELISTED
VCA Inc.
WOOF
$4.83M 0.01%
91,777
+7,704
+9% +$431K
FCS
1162
DELISTED
FAIRCHILD SEMICONDUCTOR INTL INC COMMON
FCS
$4.83M 0.01%
343,825
-16,272
-5% -$237K
IPCC
1163
DELISTED
Infinity Property & Casualty C
IPCC
$4.82M 0.01%
59,875
+10,816
+22% +$841K
ALGT icon
1164
Allegiant Air
ALGT
$2.66B
$4.8M 0.01%
22,200
+4,268
+24% +$896K
BKU icon
1165
Bankunited
BKU
$3.36B
$4.79M 0.01%
133,968
+18,419
+16% +$665K
PHG icon
1166
Philips
PHG
$24.3B
$4.77M 0.01%
284,135
-3,532
-1% -$65.7K
IDTI
1167
DELISTED
Integrated Device Technology I
IDTI
$4.77M 0.01%
235,046
-42,704
-15% -$836K
SCS
1168
DELISTED
Steelcase
SCS
$4.76M 0.01%
258,820
+11,032
+4% +$198K
BABA icon
1169
Alibaba
BABA
$276B
$4.76M 0.01%
80,664
-13,484
-14% -$980K
LDOS icon
1170
Leidos
LDOS
$14.5B
$4.76M 0.01%
115,143
+11,566
+11% +$483K
EEFT icon
1171
Euronet Worldwide
EEFT
$3.01B
$4.74M 0.01%
63,950
-4,203
-6% -$281K
SAIC icon
1172
Saic
SAIC
$5.01B
$4.74M 0.01%
117,747
+15,001
+15% +$729K
WP
1173
DELISTED
Worldpay, Inc.
WP
$4.73M 0.01%
105,294
+9,884
+10% +$426K
MKSI icon
1174
MKS Inc
MKSI
$21.3B
$4.73M 0.01%
140,979
-4,653
-3% -$162K
PDLI
1175
DELISTED
PDL BioPharma, Inc.
PDLI
$4.73M 0.01%
939,835
+261,025
+38% +$1.5M
45 46
47
48 49

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.