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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
WPP icon
651
WPP
WPP
$4.36B
$12.9M 0.03%
114,164
+18,198
+19% +$2.14M
PACW
652
DELISTED
PacWest Bancorp
PACW
$12.9M 0.03%
274,984
+18,664
+7% +$863K
RAD
653
DELISTED
Rite Aid Corporation
RAD
$12.8M 0.03%
76,941
-24,538
-24% -$4.12M
R icon
654
Ryder
R
$9.83B
$12.8M 0.03%
146,651
+1,735
+1% +$164K
LVS icon
655
Las Vegas Sands
LVS
$31.7B
$12.8M 0.03%
243,242
-1,631
-0.7% -$87.1K
LNG icon
656
Cheniere Energy
LNG
$55.2B
$12.7M 0.02%
183,975
-16,431
-8% -$1.23M
BR icon
657
Broadridge
BR
$17.8B
$12.7M 0.02%
254,531
-9,083
-3% -$484K
AYI icon
658
Acuity Brands
AYI
$9.83B
$12.7M 0.02%
70,663
-149
-0.2% -$26.2K
CUK
659
DELISTED
Carnival PLC
CUK
$12.7M 0.02%
247,961
+20,583
+9% +$1M
PANW icon
660
Palo Alto Networks
PANW
$270B
$12.7M 0.02%
435,330
+38,544
+10% +$1.03M
FICO icon
661
Fair Isaac
FICO
$24.3B
$12.6M 0.02%
139,074
+1,771
+1% +$159K
ITY
662
DELISTED
IMPERIAL TOBACCO GRP ADS(RP 2
ITY
$12.6M 0.02%
130,803
+3,821
+3% +$369K
NSANY
663
DELISTED
NISSAN MOTOR CO LTD SPONS ADR
NSANY
$12.6M 0.02%
601,879
+36,984
+7% +$773K
LBTYA icon
664
Liberty Global Class A
LBTYA
$3.62B
$12.5M 0.02%
279,206
-2,418
-0.9% -$107K
CLB icon
665
Core Laboratories
CLB
$490M
$12.4M 0.02%
109,135
+22,557
+26% +$2.74M
AXS icon
666
AXIS Capital
AXS
$7.68B
$12.4M 0.02%
232,730
+13,763
+6% +$741K
DISH
667
DELISTED
DISH Network Corp.
DISH
$12.4M 0.02%
183,379
-8,390
-4% -$586K
VIV icon
668
Telefônica Brasil
VIV
$20.6B
$12.3M 0.02%
880,405
-357,763
-29% -$5.32M
GAS
669
DELISTED
AGL Resources Inc
GAS
$12.3M 0.02%
263,400
-56,885
-18% -$2.81M
HRB icon
670
H&R Block
HRB
$5.58B
$12.3M 0.02%
413,264
-30,436
-7% -$955K
HYT icon
671
BlackRock Corporate High Yield Fund
HYT
$1.36B
$12.2M 0.02%
1,131,397
+11,632
+1% +$130K
SPR
672
DELISTED
Spirit AeroSystems
SPR
$12.1M 0.02%
220,323
+87,832
+66% +$4.71M
TW
673
DELISTED
TOWERS WATSON & CO COM STK CL A (DE)
TW
$12.1M 0.02%
96,443
-1,678
-2% -$225K
CDK
674
DELISTED
CDK Global, Inc.
CDK
$12.1M 0.02%
224,706
-15,959
-7% -$819K
HCBK
675
DELISTED
HUDSON CITY BANCORP INC
HCBK
$12M 0.02%
1,216,651
-86,711
-7% -$837K
25 26
27
28 29

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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.