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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
ZINC
3226
DELISTED
HORSEHEAD HLDG CORP COM STK (DE)
ZINC
$67K ﹤0.01%
22,041
-54,803
-71% -$414K
NTP
3227
DELISTED
Nam Tai Property Inc.
NTP
$67K ﹤0.01%
+11,065
New +$59.3K
AXAS
3228
DELISTED
Abraxas Petroleum Corp
AXAS
$65K ﹤0.01%
2,531
-7,298
-74% -$272K
CGG
3229
DELISTED
CGG
CGG
$65K ﹤0.01%
578
+111
+24% +$16.3K
MIND icon
3230
MIND Technology
MIND
$50.4M
$63K ﹤0.01%
1,672
-3,413
-67% -$138K
HBIO icon
3231
Harvard Bioscience
HBIO
$27.1M
$62K ﹤0.01%
+1,636
New +$76.1K
CETV
3232
DELISTED
Central European Media Enterprises Ltd
CETV
$59K ﹤0.01%
27,471
-34,010
-55% -$72.9K
SD
3233
DELISTED
SANDRIDGE ENERGY, INC.
SD
$58K ﹤0.01%
215,754
-129,006
-37% -$67.5K
NES
3234
DELISTED
NUVERRA ENVIRONMENTAL INC NEW COM STK (DE)
NES
$54K ﹤0.01%
39,492
-23,736
-38% -$65.3K
MOBL
3235
DELISTED
MobileIron, Inc.
MOBL
$54K ﹤0.01%
+17,545
New +$80.7K
HOV icon
3236
Hovnanian Enterprises
HOV
$785M
$53K ﹤0.01%
+1,193
New +$58.6K
GSAT icon
3237
Globalstar
GSAT
$10.2B
$52K ﹤0.01%
2,219
+523
+31% +$14.7K
LF
3238
DELISTED
LEAPFROG ENTERPRISES INC.
LF
$52K ﹤0.01%
73,533
-25,380
-26% -$26.5K
FUEL
3239
DELISTED
Rocket Fuel Inc.
FUEL
$51K ﹤0.01%
11,005
-9,487
-46% -$62.3K
IMUX icon
3240
Immunic
IMUX
$182M
$49K ﹤0.01%
+30
New +$150K
AVH
3241
DELISTED
AVIANCA HOLDINGS S.A.
AVH
$48K ﹤0.01%
10,131
-978
-9% -$7.17K
ENFY
3242
DELISTED
Enlightify Inc
ENFY
$47K ﹤0.01%
2,301
+963
+72% +$21.8K
RCAP
3243
DELISTED
RCS CAPITAL CORPORATION CLASS A COM
RCAP
$46K ﹤0.01%
+56,876
New +$190K
CORT icon
3244
Corcept Therapeutics
CORT
$10.2B
$42K ﹤0.01%
11,126
-6,144
-36% -$31.2K
ZIXI
3245
DELISTED
Zix Corporation
ZIXI
$42K ﹤0.01%
+10,069
New +$47.9K
OCLR
3246
DELISTED
Oclaro Inc.
OCLR
$39K ﹤0.01%
17,038
-180,335
-91% -$441K
ARO
3247
DELISTED
Aeropostale Inc
ARO
$39K ﹤0.01%
62,605
-67,449
-52% -$85.1K
ENPH icon
3248
Enphase Energy
ENPH
$4.84B
$38K ﹤0.01%
10,262
-4,363
-30% -$23.2K
NWY
3249
DELISTED
New York & Co Inc
NWY
$32K ﹤0.01%
13,031
-129,353
-91% -$323K
MDGL icon
3250
Madrigal Pharmaceuticals
MDGL
$12.6B
$30K ﹤0.01%
500
+146
+41% +$10.5K
128 129
130
131 132

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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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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.