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
BYM
1601
DELISTED
BlackRock Municipal Income Quality Trust
BYM
$2.73M 0.01%
197,599
+19,457
+11% +$267K
DATA
1602
DELISTED
Tableau Software, Inc.
DATA
$2.72M 0.01%
34,124
-10,153
-23% -$1.05M
MTZ icon
1603
MasTec
MTZ
$24.7B
$2.72M 0.01%
171,597
+44,145
+35% +$769K
POT
1604
DELISTED
Potash Corp Of Saskatchewan
POT
$2.71M 0.01%
131,921
+5,872
+5% +$154K
VRNT
1605
DELISTED
Verint Systems
VRNT
$2.71M 0.01%
123,302
-14,514
-11% -$402K
IJH icon
1606
iShares Core S&P Mid-Cap ETF
IJH
$123B
$2.71M 0.01%
99,125
-175
-0.2% -$5.09K
KFRC icon
1607
Kforce
KFRC
$1.04B
$2.71M 0.01%
103,056
+2,879
+3% +$73.6K
CALY
1608
Callaway Golf Company
CALY
$3.28B
$2.7M 0.01%
323,397
-5,370
-2% -$47K
WTFC icon
1609
Wintrust Financial
WTFC
$10.9B
$2.7M 0.01%
50,511
+4,858
+11% +$257K
WSTC
1610
DELISTED
West Corporation
WSTC
$2.7M 0.01%
120,422
+34,186
+40% +$901K
MOG.A icon
1611
Moog Inc Class A
MOG.A
$13.1B
$2.69M 0.01%
49,745
+1,427
+3% +$91.9K
ANK
1612
DELISTED
ATLANTIC TELE-NETWORK,INC
ANK
$2.69M 0.01%
36,381
+2,055
+6% +$152K
HOMB icon
1613
Home BancShares
HOMB
$6.31B
$2.69M 0.01%
132,792
+22,972
+21% +$446K
WBS icon
1614
Webster Financial
WBS
$12.5B
$2.69M 0.01%
75,426
+4,321
+6% +$161K
CMO
1615
DELISTED
Capstead Mortgage Corp.
CMO
$2.68M 0.01%
271,400
+12,407
+5% +$135K
ONB icon
1616
Old National Bancorp
ONB
$10.3B
$2.68M 0.01%
192,094
-12,803
-6% -$182K
BBAR icon
1617
BBVA Argentina
BBAR
$3.85B
$2.67M 0.01%
171,977
-1,383
-0.8% -$22.7K
CHDN icon
1618
Churchill Downs
CHDN
$6.22B
$2.67M 0.01%
119,568
+43,578
+57% +$966K
CLW icon
1619
Clearwater Paper
CLW
$282M
$2.67M 0.01%
56,438
-13,809
-20% -$742K
HE icon
1620
Hawaiian Electric Industries
HE
$2.28B
$2.67M 0.01%
92,935
-72,969
-44% -$2.14M
CPK icon
1621
Chesapeake Utilities
CPK
$3.31B
$2.66M 0.01%
50,181
-1,146
-2% -$58.4K
SOHU
1622
Sohu.com
SOHU
$346M
$2.66M 0.01%
64,479
-441
-0.7% -$20.4K
PRK icon
1623
Park National Corp
PRK
$3.75B
$2.66M 0.01%
29,473
+120
+0.4% +$10.4K
HAE icon
1624
Haemonetics
HAE
$3.75B
$2.66M 0.01%
82,199
-1,333
-2% -$50.2K
ICUI icon
1625
ICU Medical
ICUI
$4.14B
$2.66M 0.01%
24,267
+1,154
+5% +$123K
63 64
65
66 67

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.