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
ESSA
2976
DELISTED
ESSA Bancorp
ESSA
$291K ﹤0.01%
22,484
+350
+2% +$4.51K
FBP icon
2977
First Bancorp
FBP
$4.39B
$291K ﹤0.01%
81,800
-165,363
-67% -$671K
MCHX icon
2978
Marchex
MCHX
$79.3M
$291K ﹤0.01%
72,109
-9,803
-12% -$41.6K
RDI icon
2979
Reading International Class A
RDI
$33.6M
$291K ﹤0.01%
22,947
+2,440
+12% +$31.4K
CLDX icon
2980
Celldex Therapeutics
CLDX
$2.8B
$290K ﹤0.01%
1,832
-1,556
-46% -$440K
PQUE
2981
DELISTED
PETROQUEST ENERGY INC (DE)
PQUE
$290K ﹤0.01%
248,044
-33,568
-12% -$39.2K
INVA icon
2982
Innoviva
INVA
$1.57B
$288K ﹤0.01%
40,048
+5,979
+18% +$81.3K
NGHC
2983
DELISTED
National General Holdings Corp
NGHC
$288K ﹤0.01%
14,945
+1,312
+10% +$27K
XBKS
2984
DELISTED
Xenith Bankshares, Inc. Common Stock
XBKS
$288K ﹤0.01%
15,132
-1,614
-10% -$32.8K
UTI icon
2985
Universal Technical Institute
UTI
$2.12B
$287K ﹤0.01%
81,806
+18,594
+29% +$104K
PCTY icon
2986
Paylocity
PCTY
$6.97B
$285K ﹤0.01%
9,500
+1,202
+14% +$40.9K
SCHF icon
2987
Schwab International Equity ETF
SCHF
$65.9B
$285K ﹤0.01%
+20,824
New +$306K
SMI
2988
DELISTED
Semiconductor Manufacturing Intl
SMI
$285K ﹤0.01%
63,512
+20,238
+47% +$92.3K
IWR icon
2989
iShares Russell Mid-Cap ETF
IWR
$56.1B
$284K ﹤0.01%
7,308
+2,140
+41% +$88.6K
CEA
2990
DELISTED
China Eastern Airlines
CEA
$284K ﹤0.01%
9,480
-380
-4% -$13.1K
ACIC icon
2991
American Coastal Insurance
ACIC
$505M
$283K ﹤0.01%
21,488
-2,752
-11% -$39.6K
AGX icon
2992
Argan
AGX
$7.61B
$283K ﹤0.01%
8,168
-6,749
-45% -$260K
FRPH icon
2993
FRP Holdings
FRPH
$451M
$283K ﹤0.01%
18,754
-26
-0.1% -$397
CAI
2994
DELISTED
CAI International, Inc.
CAI
$283K ﹤0.01%
28,071
+14,701
+110% +$208K
NVGS icon
2995
Navigator Holdings
NVGS
$1.34B
$279K ﹤0.01%
20,933
-239
-1% -$3.96K
CLUB
2996
DELISTED
Town Sports International Holdings, Inc.
CLUB
$279K ﹤0.01%
106,154
-180
-0.2% -$457
BSBR icon
2997
Santander
BSBR
$40.7B
$278K ﹤0.01%
92,235
+8,048
+10% +$33.4K
CHGG icon
2998
Chegg
CHGG
$110M
$278K ﹤0.01%
38,508
-6,992
-15% -$55.4K
PRO
2999
DELISTED
PROS Holdings
PRO
$278K ﹤0.01%
12,555
-5,910
-32% -$128K
SCD
3000
LMP Capital and Income Fund
SCD
$351M
$278K ﹤0.01%
+22,874
New +$318K
118 119
120
121 122

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.