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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
EMD
676
DELISTED
Western Asset Emerging Markets
EMD
$12M 0.02%
1,117,947
+58,749
+6% +$656K
MANH icon
677
Manhattan Associates
MANH
$11.2B
$12M 0.02%
201,010
-4,435
-2% -$245K
NDAQ icon
678
Nasdaq
NDAQ
$52.7B
$12M 0.02%
736,587
+10,563
+1% +$177K
ORAN
679
DELISTED
Orange
ORAN
$12M 0.02%
780,174
+24,222
+3% +$391K
DST
680
DELISTED
DST Systems Inc.
DST
$11.9M 0.02%
189,440
+34,622
+22% +$2.05M
IGD
681
Voya Global Equity Dividend and Premium Opportunity Fund
IGD
$517M
$11.9M 0.02%
1,459,322
+73,861
+5% +$622K
MRVL icon
682
Marvell Technology
MRVL
$168B
$11.9M 0.02%
900,489
+44,165
+5% +$633K
MXIM
683
DELISTED
Maxim Integrated Products
MXIM
$11.9M 0.02%
342,775
+25,121
+8% +$859K
OSK icon
684
Oshkosh
OSK
$8.79B
$11.8M 0.02%
279,479
-7,560
-3% -$379K
SC
685
DELISTED
SANTANDER CONSUMER USA HOLDINGS INC
SC
$11.8M 0.02%
462,388
+337,035
+269% +$8.22M
DXCM icon
686
DexCom
DXCM
$32.2B
$11.8M 0.02%
591,220
+9,828
+2% +$173K
HDB icon
687
HDFC Bank
HDB
$123B
$11.8M 0.02%
781,128
+86,440
+12% +$1.25M
SKX
688
DELISTED
Skechers
SKX
$11.8M 0.02%
321,522
-11,817
-4% -$379K
JBHT icon
689
JB Hunt Transport Services
JBHT
$25.5B
$11.8M 0.02%
143,283
+2,669
+2% +$232K
EXPD icon
690
Expeditors International
EXPD
$22B
$11.8M 0.02%
254,988
+21,498
+9% +$1.01M
LUX
691
DELISTED
Luxottica Group
LUX
$11.8M 0.02%
176,854
+42,362
+31% +$2.81M
FFIV icon
692
F5
FFIV
$22.9B
$11.7M 0.02%
97,377
+8,299
+9% +$1.02M
CHTR icon
693
Charter Communications
CHTR
$17.3B
$11.7M 0.02%
68,333
-31,376
-31% -$5.64M
CXO
694
DELISTED
CONCHO RESOURCES INC.
CXO
$11.7M 0.02%
102,433
+20,007
+24% +$2.43M
CHK
695
DELISTED
Chesapeake Energy Corporation
CHK
$11.7M 0.02%
5,220
-1,127
-18% -$3.18M
TWO
696
Two Harbors Investment
TWO
$1.27B
$11.7M 0.02%
149,575
+5,451
+4% +$458K
STLA icon
697
Stellantis
STLA
$16.7B
$11.6M 0.02%
1,227,864
+37,487
+3% +$384K
AFG icon
698
American Financial Group
AFG
$11.8B
$11.6M 0.02%
178,406
+952
+0.5% +$61.4K
JBL icon
699
Jabil
JBL
$33B
$11.6M 0.02%
544,320
+47,437
+10% +$1.12M
WTM icon
700
White Mountains Insurance
WTM
$5.2B
$11.5M 0.02%
17,603
-553
-3% -$367K
26 27
28
29 30

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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.