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
UNIT
1476
Uniti Group
UNIT
$2.54B
$3.21M 0.01%
179,250
+6,454
+4% +$138K
CACC icon
1477
Credit Acceptance
CACC
$5.84B
$3.2M 0.01%
16,261
+7,868
+94% +$1.72M
DCT
1478
DELISTED
DCT Industrial Trust Inc.
DCT
$3.2M 0.01%
94,945
-376
-0.4% -$12.6K
CHT icon
1479
Chunghwa Telecom
CHT
$33.6B
$3.18M 0.01%
105,301
+13,946
+15% +$426K
GIL icon
1480
Gildan
GIL
$9.49B
$3.18M 0.01%
105,416
+10,024
+11% +$320K
ALJ
1481
DELISTED
Alon USA Energy Inc
ALJ
$3.18M 0.01%
175,912
+7,690
+5% +$146K
ANAC
1482
DELISTED
ANACOR PHARMACEUTICALS INC COM
ANAC
$3.18M 0.01%
27,001
+8,003
+42% +$1.05M
PFS icon
1483
Provident Financial Services
PFS
$3.15B
$3.18M 0.01%
162,920
+5,653
+4% +$108K
ASX icon
1484
ASE Group
ASX
$74B
$3.17M 0.01%
578,229
-100,714
-15% -$554K
ALB icon
1485
Albemarle
ALB
$13.4B
$3.17M 0.01%
71,933
-27,936
-28% -$1.36M
AKR icon
1486
Acadia Realty Trust
AKR
$2.97B
$3.17M 0.01%
105,374
-11,313
-10% -$348K
LNCE
1487
DELISTED
Snyders-Lance, Inc.
LNCE
$3.17M 0.01%
93,943
+2,919
+3% +$97.7K
NTUS
1488
DELISTED
Natus Medical Inc
NTUS
$3.17M 0.01%
80,279
-6,343
-7% -$270K
LTRPA
1489
DELISTED
Liberty TripAdvisor Holdings, Inc. Series A
LTRPA
$3.16M 0.01%
142,609
+35,118
+33% +$972K
ODP
1490
DELISTED
ODP
ODP
$3.16M 0.01%
49,186
-12,255
-20% -$954K
SGY
1491
DELISTED
Stone Energy
SGY
$3.15M 0.01%
11,180
+6,431
+135% +$2.45M
INFN
1492
DELISTED
Infinera Corporation Common Stock
INFN
$3.15M 0.01%
160,779
-28,174
-15% -$614K
CUBE icon
1493
CubeSmart
CUBE
$9.63B
$3.14M 0.01%
115,543
-13,603
-11% -$348K
EIG icon
1494
Employers Holdings
EIG
$920M
$3.14M 0.01%
141,016
-1,962
-1% -$45.4K
CDP icon
1495
COPT Defense Properties
CDP
$4.35B
$3.13M 0.01%
149,064
+18,027
+14% +$407K
ALU
1496
DELISTED
Alcatel-Lucent
ALU
$3.13M 0.01%
858,799
+200,593
+30% +$702K
CBL
1497
DELISTED
CBL& Associates Properties, Inc.
CBL
$3.12M 0.01%
226,768
+13,297
+6% +$206K
GLPI icon
1498
Gaming and Leisure Properties
GLPI
$13B
$3.12M 0.01%
104,966
-46,441
-31% -$1.51M
CMD
1499
DELISTED
Cantel Medical Corporation
CMD
$3.12M 0.01%
54,948
+1,372
+3% +$72.7K
ENB icon
1500
Enbridge
ENB
$121B
$3.11M 0.01%
83,804
-1,119
-1% -$46.7K
58 59
60
61 62

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.