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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
HNT
426
DELISTED
HEALTH NET INC
HNT
$22.5M 0.04%
351,168
+17,502
+5% +$1.05M
FTR
427
DELISTED
Frontier Communications Corp.
FTR
$22.5M 0.04%
302,562
+23,471
+8% +$2.09M
BXP icon
428
Boston Properties
BXP
$11.2B
$22.5M 0.04%
185,549
-6,978
-4% -$919K
PAYX icon
429
Paychex
PAYX
$41.4B
$22.4M 0.04%
478,834
+10,808
+2% +$528K
LH icon
430
Labcorp
LH
$25.5B
$22.4M 0.04%
215,092
-24,574
-10% -$2.56M
CYH icon
431
Community Health Systems
CYH
$388M
$22.2M 0.04%
427,424
+14,957
+4% +$671K
CSC
432
DELISTED
Computer Sciences
CSC
$22.1M 0.04%
799,900
-10,159
-1% -$285K
VNO icon
433
Vornado Realty Trust
VNO
$7.42B
$22M 0.04%
286,489
+2,341
+0.8% +$194K
DOV icon
434
Dover
DOV
$27.5B
$21.9M 0.04%
387,172
+27,353
+8% +$1.63M
MELI icon
435
Mercado Libre
MELI
$95.2B
$21.9M 0.04%
154,875
+156
+0.1% +$22.1K
HEDJ icon
436
WisdomTree Europe Hedged Equity Fund
HEDJ
$1.84B
$21.9M 0.04%
711,650
+101,486
+17% +$3.31M
GL icon
437
Globe Life
GL
$14.2B
$21.9M 0.04%
375,884
-11,131
-3% -$635K
MSI icon
438
Motorola Solutions
MSI
$72.4B
$21.8M 0.04%
380,895
-25,064
-6% -$1.5M
CMA
439
DELISTED
Comerica
CMA
$21.8M 0.04%
425,072
+41,234
+11% +$2.01M
HOG icon
440
Harley-Davidson
HOG
$2.59B
$21.8M 0.04%
386,044
-122,613
-24% -$7.01M
AXA
441
DELISTED
AXA ADS (1 ORD SHS)
AXA
$21.7M 0.04%
859,040
+85,872
+11% +$2.17M
RNR icon
442
RenaissanceRe
RNR
$13.4B
$21.6M 0.04%
212,909
-197
-0.1% -$20.3K
ILMN icon
443
Illumina
ILMN
$30.2B
$21.5M 0.04%
101,233
+5,622
+6% +$1.1M
NEM icon
444
Newmont
NEM
$98.4B
$21.4M 0.04%
914,957
+118,523
+15% +$2.96M
NFX
445
DELISTED
Newfield Exploration
NFX
$21.3M 0.04%
590,195
-65,537
-10% -$2.44M
EDU icon
446
New Oriental
EDU
$9.3B
$21.3M 0.04%
866,677
-525,040
-38% -$13M
DGX icon
447
Quest Diagnostics
DGX
$25.9B
$21.2M 0.04%
292,934
+12,321
+4% +$910K
EFX icon
448
Equifax
EFX
$20.4B
$21.2M 0.04%
218,514
-232
-0.1% -$22.6K
JNK icon
449
State Street SPDR Bloomberg High Yield Bond ETF
JNK
$7.06B
$21.2M 0.04%
183,559
+30,632
+20% +$3.6M
GME icon
450
GameStop
GME
$9.78B
$21.1M 0.04%
1,968,856
+30,656
+2% +$315K
16 17
18
19 20

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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 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.