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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
XLNX
601
DELISTED
Xilinx Inc
XLNX
$14.6M 0.03%
330,191
+8,411
+3% +$379K
NAVI icon
602
Navient
NAVI
$789M
$14.4M 0.03%
789,920
+92,304
+13% +$1.81M
CNC icon
603
Centene
CNC
$30.7B
$14.3M 0.03%
356,500
+26,336
+8% +$946K
PZE
604
DELISTED
Petrobras Argentina S A
PZE
$14.3M 0.03%
2,143,931
-98,591
-4% -$703K
CVC
605
DELISTED
CABLEVISION SYS CP NY GRP CL-A
CVC
$14.3M 0.03%
597,006
+30,431
+5% +$660K
SEIC icon
606
SEI Investments
SEIC
$12.4B
$14.3M 0.03%
291,158
-5,863
-2% -$276K
LEN icon
607
Lennar Class A
LEN
$19.8B
$14.3M 0.03%
293,711
+3,600
+1% +$165K
RLY icon
608
State Street Multi-Asset Real Return ETF
RLY
$1.26B
$14.3M 0.03%
551,769
+2,775
+0.5% +$74.3K
TSCO icon
609
Tractor Supply
TSCO
$16.1B
$14.3M 0.03%
793,130
+102,860
+15% +$1.83M
LM
610
DELISTED
Legg Mason, Inc.
LM
$14.2M 0.03%
276,332
+1,425
+0.5% +$76.8K
TEF
611
DELISTED
Telefonica
TEF
$14.2M 0.03%
1,325,861
+189,492
+17% +$2.09M
MAS icon
612
Masco
MAS
$14.1B
$14.2M 0.03%
606,178
+20,808
+4% +$493K
SUNE
613
DELISTED
SUNEDISON, INC COM
SUNE
$14.1M 0.03%
472,741
-44,430
-9% -$1.27M
PNW icon
614
Pinnacle West Capital
PNW
$12.2B
$14.1M 0.03%
247,947
+15,967
+7% +$963K
NIO
615
DELISTED
NUVEEN MUNICIPAL OPPORTUNITY FUND INC
NIO
$14.1M 0.03%
1,035,883
+13,163
+1% +$186K
RNP icon
616
Cohen & Steers REIT and Preferred and Income Fund
RNP
$982M
$14.1M 0.03%
805,900
+61,763
+8% +$1.15M
GGP
617
DELISTED
GGP Inc.
GGP
$14M 0.03%
547,331
-2,373
-0.4% -$66.2K
UAL icon
618
United Airlines
UAL
$39.4B
$14M 0.03%
264,524
-50,281
-16% -$2.91M
ARMH
619
DELISTED
ARM HOLDINGS PLC ADS
ARMH
$14M 0.03%
284,595
+78,846
+38% +$4.1M
CHKP icon
620
Check Point Software Technologies
CHKP
$13B
$14M 0.03%
175,891
+10,900
+7% +$921K
CNP icon
621
CenterPoint Energy
CNP
$27.7B
$14M 0.03%
734,893
+114,275
+18% +$2.31M
JAZZ icon
622
Jazz Pharmaceuticals
JAZZ
$15.9B
$14M 0.03%
79,269
-5,211
-6% -$936K
PBCT
623
DELISTED
People's United Financial Inc
PBCT
$13.8M 0.03%
854,341
+35,201
+4% +$547K
RDS.B
624
DELISTED
Royal Dutch Shell PLC ADS Class B
RDS.B
$13.8M 0.03%
241,037
-23,175
-9% -$1.43M
AWH
625
DELISTED
Allied World Assurance Co Hld Lt
AWH
$13.8M 0.03%
319,356
+16,395
+5% +$694K
23 24
25
26 27

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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.