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
CWB icon
3276
State Street SPDR Bloomberg Convertible Securities ETF
CWB
$5.64B
– –
-8,309
Closed -$395K
CWEN icon
3277
Clearway Energy Class C
CWEN
$5B
– –
-49,100
Closed -$1.07M
CYD icon
3278
China Yuchai International
CYD
$1.69B
– –
-15,769
Closed -$264K
DCOM icon
3279
Dime Commercial Bancshares
DCOM
$1.75B
– –
-10,791
Closed -$288K
DEA
3280
Easterly Government Properties
DEA
$1.18B
– –
-26,052
Closed -$1.04M
DJP icon
3281
iPath Bloomberg Commodity Index Total Return ETN due 12 June 2036
DJP
$819M
– –
-119,063
Closed -$3.46M
DVYE icon
3282
iShares Emerging Markets Dividend ETF
DVYE
$1.22B
– –
-15,498
Closed -$642K
DWSN icon
3283
Dawson Geophysical
DWSN
$155M
– –
-18,350
Closed -$82K
AXIA
3284
AXIA Energia
AXIA
$22.6B
– –
-119,446
Closed -$178K
ESPR
3285
DELISTED
Esperion Therapeutics
ESPR
– –
-5,203
Closed -$425K
FARM
3286
DELISTED
Farmer Brothers
FARM
– –
-8,525
Closed -$200K
FXD icon
3287
First Trust Consumer Discretionary AlphaDEX Fund
FXD
$263M
– –
-783,167
Closed -$28.6M
FXH icon
3288
First Trust Health Care AlphaDEX Fund
FXH
$1.02B
– –
-424,138
Closed -$29.2M
FXN icon
3289
First Trust Energy AlphaDEX Fund
FXN
$398M
– –
-1,428,414
Closed -$28.5M
GALT icon
3290
Galectin Therapeutics
GALT
$229M
– –
-11,613
Closed -$32K
GDDY icon
3291
GoDaddy
GDDY
$12.3B
– –
-7,987
Closed -$225K
GEG icon
3292
Great Elm Group
GEG
$68.4M
– –
-13,909
Closed -$103K
GLRE icon
3293
Greenlight Captial
GLRE
$563M
– –
-13,293
Closed -$388K
GPRO icon
3294
GoPro
GPRO
$116M
– –
-5,406
Closed -$285K
GRC icon
3295
Gorman-Rupp
GRC
$2.16B
– –
-21,553
Closed -$605K
GTE icon
3296
Gran Tierra Energy
GTE
$260M
– –
-1,126
Closed -$34K
HCI icon
3297
HCI Group
HCI
$2.28B
– –
-7,331
Closed -$324K
HFWA icon
3298
Heritage Financial
HFWA
$1.24B
– –
-30,313
Closed -$542K
IBCP icon
3299
Independent Bank Corp
IBCP
$776M
– –
-53,289
Closed -$723K
IIIN icon
3300
Insteel Industries
IIIN
$633M
– –
-26,438
Closed -$494K
130 131
132
133 134

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.