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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
GERN icon
3151
Geron
GERN
$911M
$140K ﹤0.01%
50,730
-88,504
-64% -$321K
GLUU
3152
DELISTED
Glu Mobile Inc.
GLUU
$140K ﹤0.01%
32,121
-136,350
-81% -$699K
CRK icon
3153
Comstock Resources
CRK
$3.97B
$138K ﹤0.01%
14,463
-77,068
-84% -$855K
MY
3154
DELISTED
CHINA MING YANG WIND PWR GRP LTD ADS RSPTG 1 ORD SHS (CHINA)
MY
$134K ﹤0.01%
68,410
-30,754
-31% -$70.4K
CWCO icon
3155
Consolidated Water Co
CWCO
$469M
$133K ﹤0.01%
11,460
-878
-7% -$10.3K
IRT icon
3156
Independence Realty Trust
IRT
$3.92B
$133K ﹤0.01%
18,501
+871
+5% +$6.67K
STV
3157
DELISTED
China Digital Tv Hldgs Co Ltd
STV
$133K ﹤0.01%
77,218
– –
NVAX icon
3158
Novavax
NVAX
$1.23B
$132K ﹤0.01%
933
+49
+6% +$11K
I
3159
DELISTED
INTELSAT S. A.
I
$132K ﹤0.01%
20,584
+6,929
+51% +$63.2K
VDTH
3160
DELISTED
Videocon d2h Limited
VDTH
$132K ﹤0.01%
+13,636
New +$157K
ACTA
3161
DELISTED
Actua Corp
ACTA
$132K ﹤0.01%
+11,248
New +$154K
YDKG
3162
Yueda Digital Holding
YDKG
$5M
$130K ﹤0.01%
+12
New +$113K
PGNX
3163
DELISTED
Progenics Pharmaceuticals Inc
PGNX
$130K ﹤0.01%
22,745
-37,530
-62% -$288K
STRL icon
3164
Sterling Infrastructure
STRL
$20.3B
$127K ﹤0.01%
30,849
-54,134
-64% -$247K
CWEN.A
3165
DELISTED
Clearway Energy Class A
CWEN.A
$125K ﹤0.01%
11,167
-26,734
-71% -$457K
AORT icon
3166
Artivion
AORT
$1.23B
$124K ﹤0.01%
12,783
-50,494
-80% -$527K
ALSK
3167
DELISTED
Alaska Communications Systems
ALSK
$124K ﹤0.01%
56,475
+15,129
+37% +$32.9K
CYTK icon
3168
Cytokinetics
CYTK
$11B
$121K ﹤0.01%
18,122
+804
+5% +$5.49K
ERN
3169
DELISTED
Erin Energy Corp
ERN
$119K ﹤0.01%
+30,375
New +$119K
EMG
3170
DELISTED
Emergent Capital, Inc.
EMG
$118K ﹤0.01%
+21,597
New +$115K
DDC
3171
DELISTED
Dominion Diamond Corporation
DDC
$117K ﹤0.01%
10,921
-778
-7% -$9.39K
FRO icon
3172
Frontline
FRO
$8.75B
$115K ﹤0.01%
8,547
+1,190
+16% +$16K
CRCM
3173
DELISTED
CARE.COM, INC.
CRCM
$115K ﹤0.01%
22,283
+11,506
+107% +$67.4K
CMLS
3174
DELISTED
Cumulus Media Inc. Class A Common Stock
CMLS
$113K ﹤0.01%
19,988
-1,892
-9% -$21.4K
JASO
3175
DELISTED
JA Solar Holdings, Co., Ltd
JASO
$113K ﹤0.01%
+14,467
New +$111K
125 126
127
128 129

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AF
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MCM
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PSUF
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IA
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SCC
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BAM
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ACI
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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.