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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
CNX icon
1201
CNX Resources
CNX
$4.77B
$4.52M 0.01%
552,942
+299,442
+118% +$3.72M
FHI icon
1202
Federated Hermes
FHI
$4.5B
$4.51M 0.01%
156,154
+16,098
+11% +$516K
KMT icon
1203
Kennametal
KMT
$2.69B
$4.51M 0.01%
181,039
+51,159
+39% +$1.53M
SIRI icon
1204
SiriusXM
SIRI
$10.5B
$4.5M 0.01%
120,414
+11,382
+10% +$436K
RY icon
1205
Royal Bank of Canada
RY
$291B
$4.5M 0.01%
81,470
-116
-0.1% -$6.61K
DNKN
1206
DELISTED
Dunkin' Brands Group, Inc.
DNKN
$4.5M 0.01%
91,803
-27,929
-23% -$1.45M
DHC
1207
Diversified Healthcare Trust
DHC
$2.28B
$4.5M 0.01%
279,975
+138,421
+98% +$2.29M
AIT icon
1208
Applied Industrial Technologies
AIT
$12.9B
$4.49M 0.01%
117,732
+23,108
+24% +$913K
FANG icon
1209
Diamondback Energy
FANG
$55.1B
$4.47M 0.01%
69,245
+3,711
+6% +$252K
NUVA
1210
DELISTED
NuVasive, Inc.
NUVA
$4.47M 0.01%
92,731
-28,965
-24% -$1.5M
CLH icon
1211
Clean Harbors
CLH
$15.9B
$4.46M 0.01%
101,384
-9,464
-9% -$470K
NFG icon
1212
National Fuel Gas
NFG
$7.67B
$4.46M 0.01%
89,174
-27,645
-24% -$1.49M
EGBN icon
1213
Eagle Bancorp
EGBN
$858M
$4.45M 0.01%
97,842
+10,573
+12% +$465K
SXT icon
1214
Sensient Technologies
SXT
$5.32B
$4.45M 0.01%
72,621
+5,899
+9% +$388K
CNMD icon
1215
CONMED
CNMD
$1.31B
$4.45M 0.01%
93,176
+12,187
+15% +$669K
HI
1216
DELISTED
Hillenbrand
HI
$4.43M 0.01%
170,415
-17,724
-9% -$490K
PMC
1217
DELISTED
PharMerica Corporation
PMC
$4.43M 0.01%
155,567
-16,519
-10% -$555K
FR icon
1218
First Industrial Realty Trust
FR
$8.81B
$4.42M 0.01%
211,166
-48,102
-19% -$967K
OC icon
1219
Owens Corning
OC
$11.6B
$4.42M 0.01%
105,434
+4,547
+5% +$200K
ABMD
1220
DELISTED
Abiomed Inc
ABMD
$4.42M 0.01%
47,599
+5,141
+12% +$453K
ACCO icon
1221
Acco Brands
ACCO
$381M
$4.41M 0.01%
623,293
+230,503
+59% +$1.73M
IBKC
1222
DELISTED
IBERIABANK Corp
IBKC
$4.4M 0.01%
75,596
-19,487
-20% -$1.23M
GCI
1223
DELISTED
Gannett Co., Inc
GCI
$4.4M 0.01%
298,418
-121,739
-29% -$1.59M
GRFS
1224
Grifois
GRFS
$5.27B
$4.39M 0.01%
288,760
+62,484
+28% +$992K
NSR
1225
DELISTED
Neustar Inc
NSR
$4.39M 0.01%
161,231
+30,689
+24% +$870K
47 48
49
50 51

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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.