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
KOPN icon
3176
Kopin
KOPN
$663M
$112K ﹤0.01%
35,793
+22,133
+162% +$67.6K
DS
3177
DELISTED
Drive Shack Inc.
DS
$111K ﹤0.01%
25,182
-5,982
-19% -$28.6K
MHGC
3178
DELISTED
Morgans Hotel Group Co.
MHGC
$110K ﹤0.01%
33,235
+4,046
+14% +$20.6K
NPTN
3179
DELISTED
NEOPHOTONICS CORP
NPTN
$108K ﹤0.01%
15,873
-1,575
-9% -$12.2K
RXII
3180
DELISTED
GALENA BIOPHARMA INC COM
RXII
$108K ﹤0.01%
68,465
-282
-0.4% -$445
AKBA icon
3181
Akebia Therapeutics
AKBA
$327M
$107K ﹤0.01%
11,076
-666
-6% -$6.11K
CASC
3182
DELISTED
Cascadian Therapeutics, Inc.
CASC
$107K ﹤0.01%
6,499
-4,647
-42% -$95.3K
SZYM
3183
DELISTED
SOLAZYME INC COM STK (DE)
SZYM
$106K ﹤0.01%
40,903
-7,665
-16% -$20K
SNAK
3184
DELISTED
Inventure Foods, Inc.
SNAK
$103K ﹤0.01%
+11,596
New +$107K
INO icon
3185
Inovio Pharmaceuticals
INO
$79.8M
$102K ﹤0.01%
1,470
-129
-8% -$11.2K
WNEB icon
3186
Western New England Bancorp
WNEB
$287M
$102K ﹤0.01%
13,305
-2,318
-15% -$17.3K
IRG
3187
DELISTED
Ignite Restaurant Group, Inc.
IRG
$102K ﹤0.01%
21,150
-2,947
-12% -$14.5K
PHLT
3188
DELISTED
Performant Healthcare Inc
PHLT
$101K ﹤0.01%
41,835
-14,031
-25% -$40.8K
BCOV
3189
DELISTED
Brightcove, Inc.
BCOV
$100K ﹤0.01%
20,287
-25,656
-56% -$145K
HEOP
3190
DELISTED
Heritage Oaks Bancorp
HEOP
$100K ﹤0.01%
12,620
-591
-4% -$4.7K
MFIN icon
3191
Medallion Financial
MFIN
$226M
$98K ﹤0.01%
12,972
-2,186
-14% -$17.4K
VNCE icon
3192
Vince Holding Corp
VNCE
$76.2M
$98K ﹤0.01%
+2,870
New +$237K
CACQ
3193
DELISTED
Caesars Acquisition Company
CACQ
$98K ﹤0.01%
13,808
+2,499
+22% +$17.8K
ALTO icon
3194
Alto Ingredients
ALTO
$360M
$95K ﹤0.01%
14,652
-1,121
-7% -$8.56K
TNGO
3195
DELISTED
Tangoe, Inc.
TNGO
$94K ﹤0.01%
+13,093
New +$122K
PVA
3196
DELISTED
PENN VIRGINIA CORP
PVA
$94K ﹤0.01%
177,224
-390,577
-69% -$597K
WRES
3197
DELISTED
WARREN RESOURCES INC
WRES
$94K ﹤0.01%
192,808
– –
TNDM icon
3198
Tandem Diabetes Care
TNDM
$1.17B
$93K ﹤0.01%
+1,057
New +$123K
COVS
3199
DELISTED
Covisint Corporation
COVS
$89K ﹤0.01%
41,187
-5,798
-12% -$15.9K
PTX
3200
DELISTED
Pernix Therapeutics Holdings, Inc.
PTX
$89K ﹤0.01%
2,804
+421
+18% +$20.1K
126 127
128
129 130

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.