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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
VNO.PRK
3601
DELISTED
VORNADO REALTY TRUST 5.70% Series K Cumulative Redeemable Preferred Shares of Beneficial Interest
VNO.PRK
– –
-11,599
Closed -$276K
AEB
3602
DELISTED
Aegon NV 5.29964% Floating Rate Perpetual Capital Securities
AEB
– –
-12,457
Closed -$301K
RNR.PRE
3603
DELISTED
RENAISSANCERE HOLDINGS LTD 5.375% SER E
RNR.PRE
– –
-18,630
Closed -$422K
CTY
3604
DELISTED
QWEST CORPORATION 6.125% NOTES DUE 2053
CTY
– –
-10,836
Closed -$270K
NEE.PRI
3605
DELISTED
NEXTERA ENERGY CAPITAL HOLDINGS, INC. Series I Junior Subordinated Debentures due November 15, 2072
NEE.PRI
– –
-15,159
Closed -$342K
NEE.PRJ
3606
DELISTED
NEXTERA ENERGY CAPITAL HOLDINGS, INC.
NEE.PRJ
– –
-14,524
Closed -$330K
WLH
3607
DELISTED
WILLIAM LYON HOMES
WLH
– –
-11,511
Closed -$295K
BBT.PRG
3608
DELISTED
BB&T Corporation Depositary Shares each representing 1/1,000th interest in a share of Series G Non-C
BBT.PRG
– –
-32,578
Closed -$748K
VTRB
3609
DELISTED
Ventas Realty, Ltd Partnership
VTRB
– –
-10,363
Closed -$250K
SNBC
3610
DELISTED
Sun Bancorp Inc
SNBC
– –
-16,950
Closed -$326K
SNC
3611
DELISTED
State National Companies, Inc.
SNC
– –
-23,998
Closed -$260K
NEE.PRH.CL
3612
DELISTED
NextEra Energy Capital Holdings
NEE.PRH.CL
– –
-13,107
Closed -$315K
TCF.PRB.CL
3613
DELISTED
TCF Financial Corporation
TCF.PRB.CL
– –
-12,818
Closed -$336K
PSA.PRT.CL
3614
DELISTED
Public Storage
PSA.PRT.CL
– –
-18,758
Closed -$456K
PL.PRC.CL
3615
DELISTED
Protective Life Corp
PL.PRC.CL
– –
-11,410
Closed -$293K
PSA.PRS.CL
3616
DELISTED
Public Storage
PSA.PRS.CL
– –
-107,665
Closed -$2.67M
AXS.PRC.CL
3617
DELISTED
Axis Capital Holdings Ltd
AXS.PRC.CL
– –
-14,616
Closed -$375K
O.PRF.CL
3618
DELISTED
Realty Income Corporation
O.PRF.CL
– –
-16,316
Closed -$421K
RJD.CL
3619
DELISTED
Raymond James Financial Inc
RJD.CL
– –
-10,001
Closed -$262K
HCN.PRJ.CL
3620
DELISTED
Welltower Inc.
HCN.PRJ.CL
– –
-13,370
Closed -$340K
NNN.PRD.CL
3621
DELISTED
National Retail Properties Inc
NNN.PRD.CL
– –
-14,019
Closed -$360K
REG.PRF.CL
3622
DELISTED
Regency Centers Corporation
REG.PRF.CL
– –
-10,800
Closed -$276K
PSB.PRS.CL
3623
DELISTED
PS Business Parks Inc
PSB.PRS.CL
– –
-10,574
Closed -$269K
CKEC
3624
DELISTED
Carmike Cinemas Inc
CKEC
– –
-19,355
Closed -$514K
NWBO
3625
DELISTED
Northwest Biotherapeutics, Inc. Common stock
NWBO
– –
-17,755
Closed -$176K
142 143 144
145
146

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PSUF
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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.