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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
BRCD
551
DELISTED
Brocade Communications Systems, Inc. NEW
BRCD
$16.2M 0.03%
1,360,443
-45,173
-3% -$548K
VEON icon
552
VEON
VEON
$3.62B
$16.2M 0.03%
130,011
-126,446
-49% -$17.9M
FL
553
DELISTED
Foot Locker
FL
$16.2M 0.03%
241,060
+13,826
+6% +$863K
MAT icon
554
Mattel
MAT
$4.38B
$16.1M 0.03%
628,609
+119,300
+23% +$3.14M
NPM
555
DELISTED
NUVEEN PREMIUM INCM MUNI FD II
NPM
$16.1M 0.03%
1,215,111
+2,798
+0.2% +$38.4K
ETP
556
DELISTED
Energy Transfer Partners, L.P.
ETP
$16.1M 0.03%
423,475
+396,782
+1,486% +$16.2M
URI icon
557
United Rentals
URI
$67.2B
$16.1M 0.03%
183,296
+10,110
+6% +$968K
BHP icon
558
BHP
BHP
$215B
$16M 0.03%
441,457
+71,083
+19% +$2.87M
RHT
559
DELISTED
Red Hat Inc
RHT
$16M 0.03%
210,613
-8,801
-4% -$676K
RCL icon
560
Royal Caribbean
RCL
$85.1B
$16M 0.03%
202,770
+5,291
+3% +$403K
JPS
561
DELISTED
Nuveen Preferred & Income Securities Fund
JPS
$15.9M 0.03%
1,881,687
+27,878
+2% +$249K
DNY
562
DELISTED
DONNELLEY R R & SONS CO
DNY
$15.9M 0.03%
910,938
+981
+0.1% +$17.1K
EC icon
563
Ecopetrol
EC
$34.5B
$15.9M 0.03%
1,197,285
+4,365
+0.4% +$66.9K
CFR icon
564
Cullen/Frost Bankers
CFR
$10.4B
$15.9M 0.03%
201,903
+4,188
+2% +$309K
TAP icon
565
Molson Coors Class B
TAP
$7.79B
$15.9M 0.03%
227,098
+5,601
+3% +$416K
BALL icon
566
Ball Corp
BALL
$17.3B
$15.8M 0.03%
451,522
+13,880
+3% +$501K
IEX icon
567
IDEX
IEX
$17B
$15.8M 0.03%
200,841
-698
-0.3% -$54.1K
JLL icon
568
Jones Lang LaSalle
JLL
$16.5B
$15.7M 0.03%
91,965
+6,945
+8% +$1.17M
MAN icon
569
ManpowerGroup
MAN
$2.44B
$15.7M 0.03%
175,428
-17,971
-9% -$1.55M
FLR icon
570
Fluor
FLR
$7.01B
$15.7M 0.03%
295,510
+4,255
+1% +$246K
SBAC icon
571
SBA Communications
SBAC
$19.2B
$15.4M 0.03%
134,341
-1,540
-1% -$181K
MAC icon
572
Macerich
MAC
$7.33B
$15.4M 0.03%
206,919
+25,139
+14% +$2.04M
XRAY icon
573
Dentsply Sirona
XRAY
$2.68B
$15.4M 0.03%
298,681
+14,130
+5% +$731K
PNRA
574
DELISTED
Panera Bread Co
PNRA
$15.4M 0.03%
88,031
+42,204
+92% +$7.58M
XEC
575
DELISTED
CIMAREX ENERGY CO
XEC
$15.4M 0.03%
139,309
+24,529
+21% +$2.93M
21 22
23
24 25

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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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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.