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
ETD icon
1451
Ethan Allen Interiors
ETD
$603M
$3.32M 0.01%
125,742
+23,638
+23% +$693K
AMKR icon
1452
Amkor Technology
AMKR
$11.5B
$3.31M 0.01%
737,147
+109,060
+17% +$536K
BGC icon
1453
BGC Group
BGC
$5.77B
$3.31M 0.01%
625,968
+10,726
+2% +$62.3K
GPI icon
1454
Group 1 Automotive
GPI
$4.11B
$3.31M 0.01%
38,838
-14,310
-27% -$1.29M
PEB icon
1455
Pebblebrook Hotel Trust
PEB
$2.17B
$3.31M 0.01%
93,289
+253
+0.3% +$10.2K
WDFC icon
1456
WD-40
WDFC
$3.14B
$3.31M 0.01%
37,107
+1,726
+5% +$150K
MZTI
1457
The Marzetti Company
MZTI
$3.01B
$3.3M 0.01%
33,899
-1,637
-5% -$155K
MDVN
1458
DELISTED
MEDIVATION, INC.
MDVN
$3.3M 0.01%
77,673
-39,453
-34% -$1.95M
PBY
1459
DELISTED
PEP BOYS MANNY MOE& JACK
PBY
$3.3M 0.01%
270,528
+6,354
+2% +$74.9K
MDP
1460
DELISTED
Meredith Corporation
MDP
$3.29M 0.01%
77,253
+25,524
+49% +$1.22M
NSP icon
1461
Insperity
NSP
$1.98B
$3.28M 0.01%
149,220
-24,904
-14% -$592K
SNBR
1462
DELISTED
Sleep Number
SNBR
$3.27M 0.01%
149,401
+5,814
+4% +$148K
PNY
1463
DELISTED
PIEDMONT NATURAL GAS CO INC(NC
PNY
$3.26M 0.01%
81,339
+243
+0.3% +$9.19K
SHO icon
1464
Sunstone Hotel Investors
SHO
$2.2B
$3.25M 0.01%
245,790
+95,433
+63% +$1.38M
DECK icon
1465
Deckers Outdoor
DECK
$14.1B
$3.25M 0.01%
335,934
-166,122
-33% -$1.85M
BMR
1466
DELISTED
BIOMED REALTY TRUST INC
BMR
$3.25M 0.01%
162,672
-17,558
-10% -$351K
BOI
1467
DELISTED
Brookfield Mtge Opportunity Fd
BOI
$3.25M 0.01%
220,118
-9,108
-4% -$138K
IPCM
1468
DELISTED
IPC HEALTHCARE INC COM DTD
IPCM
$3.24M 0.01%
41,757
+3,056
+8% +$215K
MYGN icon
1469
Myriad Genetics
MYGN
$504M
$3.23M 0.01%
86,311
+44,050
+104% +$1.56M
STL
1470
DELISTED
Sterling Bancorp
STL
$3.23M 0.01%
217,333
-22,007
-9% -$319K
QQQX icon
1471
Nuveen NASDAQ 100 Dynamic Overwrite Fund
QQQX
$1.43B
$3.23M 0.01%
187,292
-109,958
-37% -$2.02M
TTI icon
1472
TETRA Technologies
TTI
$1.07B
$3.23M 0.01%
546,046
+236,184
+76% +$1.5M
RLI icon
1473
RLI Corp
RLI
$5.99B
$3.21M 0.01%
119,978
-16,972
-12% -$460K
BGS icon
1474
B&G Foods
BGS
$298M
$3.21M 0.01%
88,030
+17,138
+24% +$540K
CENTA icon
1475
Central Garden & Pet Co Class A
CENTA
$2.45B
$3.21M 0.01%
248,979
-15
-0% -$152
57 58
59
60 61

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.