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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
NUAN
1876
DELISTED
Nuance Communications, Inc.
NUAN
$1.93M ﹤0.01%
136,072
+17,858
+15% +$267K
RYL
1877
DELISTED
RYLAND GROUP INC
RYL
$1.93M ﹤0.01%
47,209
+16,714
+55% +$745K
WWE
1878
DELISTED
World Wrestling Entertainment
WWE
$1.93M ﹤0.01%
113,885
-19,119
-14% -$358K
WSBC icon
1879
WesBanco
WSBC
$4.03B
$1.92M ﹤0.01%
61,162
+2,866
+5% +$93K
QEP
1880
DELISTED
QEP RESOURCES, INC.
QEP
$1.92M ﹤0.01%
153,389
-98,863
-39% -$1.36M
NTCT icon
1881
NETSCOUT
NTCT
$2.89B
$1.92M ﹤0.01%
54,262
-20,246
-27% -$767K
NCV
1882
Virtus Convertible & Income Fund
NCV
$375M
$1.92M ﹤0.01%
+82,186
New +$2.36M
TFCF
1883
DELISTED
Twenty-First Century Fox, Inc. Class B
TFCF
$1.92M ﹤0.01%
70,815
+14,636
+26% +$434K
CATY icon
1884
Cathay General Bancorp
CATY
$4.25B
$1.92M ﹤0.01%
63,932
+10,489
+20% +$328K
FWRD icon
1885
Forward Air
FWRD
$467M
$1.91M ﹤0.01%
46,103
-14,910
-24% -$704K
CBZ icon
1886
CBIZ
CBZ
$2.51B
$1.91M ﹤0.01%
194,751
+20,271
+12% +$198K
HW
1887
DELISTED
Headwaters Inc
HW
$1.91M ﹤0.01%
101,526
-12,915
-11% -$253K
NPK icon
1888
National Presto Industries
NPK
$884M
$1.91M ﹤0.01%
22,645
+563
+3% +$45.7K
FULT icon
1889
Fulton Financial
FULT
$4.73B
$1.91M ﹤0.01%
157,525
-73,998
-32% -$932K
FIBK icon
1890
First Interstate BancSystem
FIBK
$3.7B
$1.91M ﹤0.01%
68,416
-718
-1% -$19.7K
MITT
1891
TPG Mortgage Investment Trust
MITT
$230M
$1.91M ﹤0.01%
41,730
-5,060
-11% -$260K
EFOR
1892
Everforth Inc
EFOR
$953M
$1.9M ﹤0.01%
51,532
-1,912
-4% -$72.6K
SODA
1893
DELISTED
SodaStream International Ltd
SODA
$1.9M ﹤0.01%
157,528
+33,778
+27% +$562K
PRLB icon
1894
Protolabs
PRLB
$1.78B
$1.89M ﹤0.01%
28,267
+3,566
+14% +$254K
LBY
1895
DELISTED
Libbey, Inc.
LBY
$1.89M ﹤0.01%
58,013
-3,612
-6% -$132K
MDSO
1896
DELISTED
Medidata Solutions, Inc.
MDSO
$1.88M ﹤0.01%
44,637
+2,169
+5% +$110K
MPT
1897
Medical Properties Trust
MPT
$2.89B
$1.88M ﹤0.01%
169,795
-42,106
-20% -$522K
DRII
1898
DELISTED
DIAMOND RESORTS INTL, INC
DRII
$1.87M ﹤0.01%
79,972
+36,910
+86% +$1.02M
PIPR icon
1899
Piper Sandler
PIPR
$5.24B
$1.87M ﹤0.01%
206,592
+33,548
+19% +$345K
ALEX
1900
DELISTED
Alexander & Baldwin
ALEX
$1.86M ﹤0.01%
54,218
-3,667
-6% -$134K
74 75
76
77 78

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.