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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
HBI
526
DELISTED
Hanesbrands
HBI
$17.2M 0.03%
515,400
+6,430
+1% +$210K
RENX
527
DELISTED
RELX N.V.
RENX
$17.2M 0.03%
1,126,452
-108,745
-9% -$1.74M
ASML icon
528
ASML
ASML
$626B
$17.1M 0.03%
164,670
+11,813
+8% +$1.26M
NGG icon
529
National Grid
NGG
$80.4B
$17.1M 0.03%
273,774
+24,808
+10% +$1.62M
BRG
530
DELISTED
BG GROUP PLC ADS(RP 5 ORD SHS)
BRG
$17M 0.03%
1,015,513
-63,106
-6% -$1.06M
UAA icon
531
Under Armour
UAA
$2.84B
$17M 0.03%
411,033
+24,646
+6% +$990K
LBTYK icon
532
Liberty Global Class C
LBTYK
$3.53B
$17M 0.03%
414,233
-33,970
-8% -$1.41M
MUR icon
533
Murphy Oil
MUR
$5.7B
$17M 0.03%
407,987
-94,946
-19% -$4.32M
EMD
534
Western Asset Emerging Markets Debt Fund
EMD
$609M
$17M 0.03%
1,133,356
-14,610
-1% -$232K
UHS icon
535
Universal Health Services
UHS
$10.2B
$16.9M 0.03%
118,827
+2,489
+2% +$312K
KMX icon
536
CarMax
KMX
$8.13B
$16.8M 0.03%
254,172
+9,558
+4% +$681K
AVT icon
537
Avnet
AVT
$7.29B
$16.8M 0.03%
408,734
+28,834
+8% +$1.27M
CPB icon
538
Campbell Soup
CPB
$6.55B
$16.7M 0.03%
351,097
+45,865
+15% +$2.14M
NLY icon
539
Annaly Capital Management
NLY
$17.1B
$16.7M 0.03%
454,505
+55,334
+14% +$2.24M
RSG icon
540
Republic Services
RSG
$64.8B
$16.7M 0.03%
426,464
+57,888
+16% +$2.33M
BOE icon
541
BlackRock Enhanced Global Dividend Trust
BOE
$673M
$16.7M 0.03%
1,214,819
+173,055
+17% +$2.42M
EMBJ
542
Embraer S.A. ADS
EMBJ
$12.2B
$16.7M 0.03%
550,850
-60,531
-10% -$1.87M
IBN icon
543
ICICI Bank
IBN
$108B
$16.6M 0.03%
1,756,692
-588,211
-25% -$5.53M
CTAS icon
544
Cintas
CTAS
$81.9B
$16.6M 0.03%
785,136
-3,964
-0.5% -$83.2K
GT icon
545
Goodyear
GT
$2B
$16.5M 0.03%
547,236
-75,976
-12% -$2.26M
LNKD
546
DELISTED
LinkedIn Corporation
LNKD
$16.4M 0.03%
79,432
-10,097
-11% -$2.25M
CHRW icon
547
C.H. Robinson
CHRW
$17.4B
$16.4M 0.03%
262,694
-18,060
-6% -$1.19M
CSL icon
548
Carlisle Companies
CSL
$14.6B
$16.4M 0.03%
163,440
-8,900
-5% -$873K
ACGL icon
549
Arch Capital
ACGL
$34.3B
$16.2M 0.03%
726,987
+9,141
+1% +$194K
KIM icon
550
Kimco Realty
KIM
$17.2B
$16.2M 0.03%
718,199
-639
-0.1% -$15.6K
20 21
22
23 24

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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.