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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
DDS icon
576
Dillards
DDS
$9.19B
$15.4M 0.03%
145,992
-10,497
-7% -$1.29M
TEO icon
577
Telecom Argentina
TEO
$6.03B
$15.2M 0.03%
847,036
+2,401
+0.3% +$49.4K
MFG icon
578
Mizuho Financial
MFG
$127B
$15.2M 0.03%
3,506,093
+543,616
+18% +$2.18M
PBI icon
579
Pitney Bowes
PBI
$2.37B
$15.1M 0.03%
727,644
-116,223
-14% -$2.62M
HP icon
580
Helmerich & Payne
HP
$3.45B
$15.1M 0.03%
213,852
+10,463
+5% +$773K
IM
581
DELISTED
Ingram Micro
IM
$15M 0.03%
599,847
-31,977
-5% -$836K
CDNS icon
582
Cadence Design Systems
CDNS
$93.6B
$15M 0.03%
762,770
+4,783
+0.6% +$92.7K
NAB
583
DELISTED
NATL AUSTRALIA BK LTD ADS5
NAB
$15M 0.03%
1,178,728
-62,830
-5% -$799K
EWY icon
584
iShares MSCI South Korea ETF
EWY
$21.9B
$15M 0.03%
271,451
+28,245
+12% +$1.66M
LPNT
585
DELISTED
LifePoint Health, Inc.
LPNT
$14.9M 0.03%
171,762
+142
+0.1% +$10.7K
EVT icon
586
Eaton Vance Tax-Advantaged Dividend Income Fund
EVT
$2.1B
$14.9M 0.03%
752,683
+88,845
+13% +$1.82M
ALV icon
587
Autoliv
ALV
$9.02B
$14.9M 0.03%
177,110
+7,669
+5% +$675K
WAT icon
588
Waters Corp
WAT
$37B
$14.9M 0.03%
116,019
+8,472
+8% +$1.1M
G icon
589
Genpact
G
$5.96B
$14.9M 0.03%
697,797
-23,166
-3% -$519K
LLTC
590
DELISTED
Linear Technology Corp
LLTC
$14.9M 0.03%
336,418
+55,494
+20% +$2.58M
NLSN
591
DELISTED
Nielsen Holdings plc
NLSN
$14.8M 0.03%
330,145
+17,241
+6% +$781K
NTES icon
592
NetEase
NTES
$85.3B
$14.8M 0.03%
509,425
-186,220
-27% -$4.97M
NVDA icon
593
NVIDIA
NVDA
$4.86T
$14.8M 0.03%
29,349,560
+1,011,040
+4% +$548K
AME icon
594
Ametek
AME
$55.4B
$14.8M 0.03%
269,335
+2,307
+0.9% +$124K
EQT icon
595
EQT Corp
EQT
$33.3B
$14.7M 0.03%
332,523
+25,217
+8% +$1.18M
AVK
596
Advent Convertible and Income Fund
AVK
$547M
$14.7M 0.03%
925,391
+98,555
+12% +$1.65M
IDXX icon
597
Idexx Laboratories
IDXX
$44.1B
$14.7M 0.03%
228,495
+2,837
+1% +$196K
LXK
598
DELISTED
Lexmark Intl Inc
LXK
$14.7M 0.03%
331,460
+17,690
+6% +$786K
ADT
599
DELISTED
ADT Corp
ADT
$14.6M 0.03%
434,525
+28,832
+7% +$1.1M
ARW icon
600
Arrow Electronics
ARW
$11.1B
$14.6M 0.03%
261,383
-7,827
-3% -$476K
22 23
24
25 26

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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.