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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
+0.36%
1 Year Est. Return
+18.52%
3 Year Est. Return
+86.84%
5 Year Est. Return
+137.89%
10 Year Est. Return
–
AUM
$51.2B
AUM Growth
+$1.5B
Cap. Flow
+$1.8B
Cap. Flow %
3.51%
Top 10 Hldgs %
12.6%
Holding
4,130
New
182
Increased
2,226
Reduced
1,541
Closed
156

Top Buys

Rank Stock Value
1
IVV icon
iShares Core S&P 500 ETF
IVV
+$222M
2
VNQ icon
Vanguard Real Estate ETF
VNQ
+$80.1M
3
IWB icon
iShares Russell 1000 ETF
IWB
+$51.3M
4
IWF icon
iShares Russell 1000 Growth ETF
IWF
+$40.5M
5
MSFT icon
Microsoft
MSFT
+$39.9M

Top Sells

Rank Stock Value
1
FTSM icon
First Trust Enhanced Short Maturity ETF
FTSM
+$77.8M
2
LO
LORILLARD INC COM STK
LO
+$65.3M
3
VGK icon
Vanguard FTSE Europe ETF
VGK
+$47.7M
4
AMX icon
America Movil
AMX
+$47.4M
5
RGP
REGENCY ENERGY PARTNERS LP COMMON UTS REP LIMITED PART INTS
RGP
+$27.3M

Sector Composition

Rank Sector Weight
1 Financials 13.58%
2 Healthcare 13.18%
3 Technology 12.66%
4 Industrials 8.85%
5 Consumer Discretionary 8.03%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
PLL
276
DELISTED
PALL CORP
PLL
$35.5M 0.07%
285,051
+2,594
+0.9% +$293K
GPC icon
277
Genuine Parts
GPC
$17.2B
$35.3M 0.07%
394,718
+16,427
+4% +$1.51M
EQR icon
278
Equity Residential
EQR
$25.2B
$35.1M 0.07%
500,092
+8,654
+2% +$642K
BAY
279
DELISTED
BAYER AG SPONS ADR
BAY
$35M 0.07%
248,509
+23,773
+11% +$3.35M
WFM
280
DELISTED
Whole Foods Market Inc
WFM
$34.8M 0.07%
881,293
-183,829
-17% -$8.22M
RDS.A
281
DELISTED
Royal Dutch Shell PLC ADS Class A
RDS.A
$34.7M 0.07%
609,400
+85,597
+16% +$5.21M
BG icon
282
Bunge Global
BG
$20.2B
$34.7M 0.07%
395,530
+98,143
+33% +$8.73M
WEC icon
283
WEC Energy
WEC
$35.9B
$34.6M 0.07%
770,109
+237,523
+45% +$11.4M
ORLY icon
284
O'Reilly Automotive
ORLY
$71.3B
$34.6M 0.07%
2,294,280
+97,695
+4% +$1.45M
SIAL
285
DELISTED
SIGMA - ALDRICH CORP
SIAL
$34.5M 0.07%
247,590
+7,883
+3% +$1.09M
UNM icon
286
Unum
UNM
$13.7B
$34.4M 0.07%
963,033
-6,461
-0.7% -$226K
EQIX icon
287
Equinix
EQIX
$103B
$34.3M 0.07%
135,219
+16,179
+14% +$4.13M
BPL
288
DELISTED
Buckeye Partners, L.P.
BPL
$34.3M 0.07%
464,069
-23,625
-5% -$1.85M
PRGO icon
289
Perrigo
PRGO
$1.43B
$34.3M 0.07%
185,373
-18,280
-9% -$3.48M
FISV
290
Fiserv Inc
FISV
$28.8B
$34.2M 0.07%
826,112
+38,404
+5% +$1.54M
MTB icon
291
M&T Bank
MTB
$35.8B
$34.1M 0.07%
272,842
+2,844
+1% +$350K
SHW icon
292
Sherwin-Williams
SHW
$83.7B
$33.9M 0.07%
369,540
+29,943
+9% +$2.84M
CCL icon
293
Carnival Corporation Ltd
CCL
$38B
$33.8M 0.07%
683,397
+52,078
+8% +$2.46M
UBS icon
294
UBS Group
UBS
$175B
$33.7M 0.07%
1,589,800
+194,143
+14% +$4.06M
MCO icon
295
Moody's
MCO
$83.5B
$33.7M 0.07%
311,902
+5,318
+2% +$573K
IVZ icon
296
Invesco
IVZ
$13B
$33.4M 0.07%
889,789
+27,231
+3% +$1.09M
PCAR icon
297
PACCAR
PCAR
$70.4B
$33.3M 0.07%
782,912
+25,154
+3% +$1.09M
BFH icon
298
Bread Financial
BFH
$4.47B
$33.2M 0.06%
142,684
-10,765
-7% -$2.57M
GAP
299
The Gap Inc
GAP
$7.34B
$33.2M 0.06%
870,688
+28,257
+3% +$1.12M
APTV icon
300
Aptiv
APTV
$12.3B
$33.2M 0.06%
389,729
+31,444
+9% +$2.69M
10 11
12
13 14

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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 Q2 2015 Portfolio in Review

As of Q2 2015, Parametric Portfolio Associates held 4,130 positions worth $51.2B, up 3% from $49.7B the previous quarter. Its ten largest holdings account for 13% of the portfolio.

Parametric Portfolio Associates deployed $1.8B of net new capital in Q2 2015, opening 182 new positions and adding to 2,226 existing holdings. Its largest new stake was First Trust Financials AlphaDEX Fund: 1,229,951 shares worth $29.2M.

By sector, the portfolio is most concentrated in Financials at 14% of assets, up from 13% a quarter earlier, followed by Healthcare and Technology.

On the sell side, the largest reduction was America Movil, an estimated $47.4M trimmed.

  • Parametric Portfolio Associates's largest Q2 2015 buy was First Trust Financials AlphaDEX Fund: 1,229,951 shares worth $29.2M.
  • Parametric Portfolio Associates added most to iShares Core S&P 500 ETF in Q2 2015, an estimated $222M increase.
  • Parametric Portfolio Associates's biggest Q2 2015 reduction was America Movil, cutting an estimated $47.4M.
  • Parametric Portfolio Associates fully exited First Trust Enhanced Short Maturity ETF in Q2 2015, selling an estimated $77.8M.
  • Parametric Portfolio Associates's ten largest holdings make up 13% of its $51.2B portfolio in Q2 2015.
  • Parametric Portfolio Associates opened 182 new positions and closed 156 in Q2 2015.
  • Parametric Portfolio Associates's portfolio value rose 3% quarter-over-quarter to $51.2B.

Based on Parametric Portfolio Associates's 13F filing for Q2 2015, filed 14 Aug 2015.