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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
RHI icon
476
Robert Half
RHI
$3.87B
$19.7M 0.04%
355,630
-17,002
-5% -$972K
UTF icon
477
Cohen & Steers Infrastructure Fund
UTF
$3.11B
$19.7M 0.04%
938,617
+16,704
+2% +$376K
HCC
478
DELISTED
HCC INSURANCES HOLDINGS INC
HCC
$19.6M 0.04%
254,783
-30,711
-11% -$1.91M
SAN icon
479
Banco Santander
SAN
$202B
$19.5M 0.04%
2,936,777
+683,543
+30% +$4.76M
AAP icon
480
Advance Auto Parts
AAP
$3.35B
$19.5M 0.04%
122,522
-7,348
-6% -$1.12M
AKAM icon
481
Akamai
AKAM
$16.7B
$19.4M 0.04%
277,819
+6,475
+2% +$481K
CHL
482
DELISTED
China Mobile Limited
CHL
$19.4M 0.04%
302,137
+14,811
+5% +$1.01M
LEG icon
483
Leggett & Platt
LEG
$1.34B
$19.4M 0.04%
397,755
+17,653
+5% +$825K
DRC
484
DELISTED
DRESSER-RAND GROUP INC
DRC
$19.2M 0.04%
225,854
+138,093
+157% +$11.5M
FXI icon
485
iShares China Large-Cap ETF
FXI
$4.37B
$19.2M 0.04%
+417,298
New +$20.7M
SI
486
DELISTED
SIEMENS AKTIENGESELLSCHAFT ADS
SI
$19.2M 0.04%
188,701
+17,163
+10% +$1.74M
BF
487
DELISTED
BASF AKTIENGESELLT ADS(RP1 ORD
BF
$19M 0.04%
214,360
+35,962
+20% +$3.19M
CTRA
488
DELISTED
Coterra Energy
CTRA
$19M 0.04%
601,893
+68,368
+13% +$2.28M
AGCO icon
489
AGCO
AGCO
$7.4B
$18.8M 0.04%
331,721
+223
+0.1% +$11.3K
BCR
490
DELISTED
CR Bard Inc.
BCR
$18.8M 0.04%
110,294
+10,173
+10% +$1.74M
WBK
491
DELISTED
Westpac Banking Corporation
WBK
$18.7M 0.04%
755,331
-61,053
-7% -$1.66M
A icon
492
Agilent Technologies
A
$39.1B
$18.6M 0.04%
481,072
+11,751
+3% +$488K
SEE
493
DELISTED
Sealed Air
SEE
$18.6M 0.04%
361,182
-4,876
-1% -$234K
BF.B icon
494
Brown-Forman Class B
BF.B
$13.2B
$18.6M 0.04%
578,734
-2,316
-0.4% -$70.3K
AZN icon
495
AstraZeneca
AZN
$263B
$18.5M 0.04%
291,152
+32,215
+12% +$2.21M
L icon
496
Loews
L
$23.9B
$18.4M 0.04%
479,065
-20,140
-4% -$819K
ATVI
497
DELISTED
Activision Blizzard
ATVI
$18.4M 0.04%
761,444
+67,506
+10% +$1.65M
CAM
498
DELISTED
CAMERON INTERNATIONAL CORPORATION
CAM
$18.4M 0.04%
351,843
+31,852
+10% +$1.65M
VAR
499
DELISTED
Varian Medical Systems, Inc.
VAR
$18.4M 0.04%
248,565
+12,320
+5% +$965K
HAR
500
DELISTED
Harman International Industries
HAR
$18.4M 0.04%
154,349
-23,263
-13% -$3M
18 19
20
21 22

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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.