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
DYN
2201
DELISTED
Dynegy, Inc.
DYN
$1.2M ﹤0.01%
58,258
-7,358
-11% -$187K
TLMR
2202
DELISTED
TALMER BANCORP INC (MI)
TLMR
$1.2M ﹤0.01%
72,155
+33,472
+87% +$555K
HTGC icon
2203
Hercules Capital
HTGC
$3.02B
$1.2M ﹤0.01%
118,604
+82,582
+229% +$936K
FOE
2204
DELISTED
Ferro Corporation
FOE
$1.2M ﹤0.01%
109,500
-102,897
-48% -$1.39M
ITG
2205
DELISTED
Investment Technology Group Inc
ITG
$1.2M ﹤0.01%
89,857
-20,160
-18% -$374K
TESO
2206
DELISTED
Tesco Corp
TESO
$1.2M ﹤0.01%
167,838
+1,025
+0.6% +$8.84K
CVLT icon
2207
Commault Systems
CVLT
$5.05B
$1.2M ﹤0.01%
35,250
+4,504
+15% +$168K
GPRE icon
2208
Green Plains
GPRE
$1.14B
$1.2M ﹤0.01%
61,430
-20,646
-25% -$456K
DBI icon
2209
Designer Brands
DBI
$309M
$1.19M ﹤0.01%
47,170
+1,600
+4% +$49.8K
GEO icon
2210
The GEO Group
GEO
$4.09B
$1.19M ﹤0.01%
59,873
-16,983
-22% -$375K
NQS
2211
DELISTED
NUVEEN SELECT QUALITY MUNI FD
NQS
$1.19M ﹤0.01%
88,779
+8,084
+10% +$108K
ASCMA
2212
DELISTED
Ascent Capital Group, Inc. Series A
ASCMA
$1.19M ﹤0.01%
43,275
+16,079
+59% +$538K
LL
2213
DELISTED
LL Flooring Holdings, Inc.
LL
$1.18M ﹤0.01%
90,125
+62,251
+223% +$1.02M
ACAD icon
2214
Acadia Pharmaceuticals
ACAD
$4.45B
$1.18M ﹤0.01%
35,776
+3,650
+11% +$152K
EBF icon
2215
Ennis
EBF
$557M
$1.18M ﹤0.01%
68,093
+6,298
+10% +$106K
TGS icon
2216
Transportadora de Gas del Sur
TGS
$4.48B
$1.18M ﹤0.01%
311,502
-17,862
-5% -$73.9K
CWEI
2217
DELISTED
Clayton Williams Energy, Inc.
CWEI
$1.18M ﹤0.01%
30,463
-4,490
-13% -$197K
IVH
2218
DELISTED
Delaware Ivy High Income Opportunities Fund
IVH
$1.18M ﹤0.01%
90,698
+13,880
+18% +$196K
SMRT
2219
DELISTED
Stein Mart Inc
SMRT
$1.17M ﹤0.01%
121,241
+29,871
+33% +$308K
CSS
2220
DELISTED
CSS Industries, Inc.
CSS
$1.17M ﹤0.01%
44,570
-178
-0.4% -$5K
CADE
2221
DELISTED
Cadence Bank
CADE
$1.17M ﹤0.01%
49,258
+4,519
+10% +$111K
ACOR
2222
DELISTED
Acorda Therapeutics
ACOR
$1.17M ﹤0.01%
368
+117
+47% +$454K
GHY
2223
PGIM Global High Yield Fund
GHY
$477M
$1.17M ﹤0.01%
84,642
+65,310
+338% +$944K
CSOD
2224
DELISTED
Cornerstone OnDemand, Inc.
CSOD
$1.17M ﹤0.01%
35,318
+8,676
+33% +$317K
BFS
2225
Saul Centers
BFS
$866M
$1.16M ﹤0.01%
22,476
-3,570
-14% -$182K
87 88
89
90 91

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.