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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
VVUS
3201
DELISTED
Vivus Inc
VVUS
$88K ﹤0.01%
5,386
+1,041
+24% +$16.5K
CIA icon
3202
Citizens
CIA
$245M
$87K ﹤0.01%
11,712
-26,753
-70% -$179K
MNKD icon
3203
MannKind Corp
MNKD
$1.28B
$86K ﹤0.01%
5,335
-686
-11% -$14.6K
GOGL
3204
DELISTED
Golden Ocean Group
GOGL
$83K ﹤0.01%
6,777
-22,194
-77% -$380K
MPX
3205
DELISTED
Marine Products Corp
MPX
$83K ﹤0.01%
12,009
+796
+7% +$5.25K
GOL
3206
DELISTED
Gol Linhas Aéreas Inteligentes S.A. American Depositary Shares (Each representing Ten Preferred Shares)
GOL
$83K ﹤0.01%
+42,694
New +$125K
NOR
3207
DELISTED
NORANDA ALUM HLDG CORP COM NEW
NOR
$83K ﹤0.01%
50,909
+15,496
+44% +$52.6K
TRUP icon
3208
Trupanion
TRUP
$1.05B
$82K ﹤0.01%
+10,861
New +$85.7K
JMG
3209
DELISTED
JOURNAL MEDIA GROUP INC COM
JMG
$81K ﹤0.01%
10,840
-1,398
-11% -$10.4K
VIVS
3210
VivoSim Labs
VIVS
$1.46M
$80K ﹤0.01%
124
+81
+188% +$61.5K
MDLY
3211
DELISTED
Medley Management Inc
MDLY
$80K ﹤0.01%
1,211
-674
-36% -$58.8K
TTPH
3212
DELISTED
Tetraphase Pharmaceuticals, Inc.
TTPH
$80K ﹤0.01%
535
-400
-43% -$294K
REN
3213
DELISTED
Resolute Energy Corporaton
REN
$79K ﹤0.01%
40,829
-1,265
-3% -$3.61K
KERX
3214
DELISTED
Keryx Biopharmaceuticals Inc
KERX
$74K ﹤0.01%
20,946
-28,616
-58% -$192K
EXAR
3215
DELISTED
Exar Corporation
EXAR
$74K ﹤0.01%
12,392
-508
-4% -$3.58K
PSUN
3216
DELISTED
PACIFIC SUNWEAR OF CAL. INC
PSUN
$74K ﹤0.01%
231,723
-41,272
-15% -$26.7K
REXI
3217
DELISTED
RESOURCE AMERICA INC CL-A
REXI
$73K ﹤0.01%
11,016
-344
-3% -$2.62K
SREV
3218
DELISTED
ServiceSource International, Inc.
SREV
$71K ﹤0.01%
17,730
-838
-5% -$4.21K
CO
3219
DELISTED
Global Cord Blood Corporation
CO
$71K ﹤0.01%
11,809
+766
+7% +$4.76K
POZN
3220
DELISTED
POZEN INC
POZN
$71K ﹤0.01%
12,176
-30,422
-71% -$298K
DAC icon
3221
Danaos Corp
DAC
$2.55B
$69K ﹤0.01%
810
+21
+3% +$1.77K
XONE
3222
DELISTED
The ExOne Company
XONE
$69K ﹤0.01%
+10,210
New +$84.7K
GST
3223
DELISTED
Gastar Exploration Inc.
GST
$69K ﹤0.01%
60,414
+33,059
+121% +$54.8K
ASXC
3224
DELISTED
Asensus Surgical, Inc.
ASXC
$68K ﹤0.01%
2,305
-912
-28% -$33.8K
CCXI
3225
DELISTED
ChemoCentryx, Inc.
CCXI
$67K ﹤0.01%
11,058
-299
-3% -$2.16K
127 128
129
130 131

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NIPH
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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
Spring Creek Capital Wichita, Kansas $2.53B AUM 19.59% 1-Year Est. Return
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.