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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
HUN icon
726
Huntsman Corp
HUN
$1.71B
$11M 0.02%
498,388
-26,098
-5% -$590K
KLAC icon
727
KLA
KLAC
$239B
$11M 0.02%
1,955,690
+32,530
+2% +$190K
SONY icon
728
Sony
SONY
$137B
$11M 0.02%
1,932,750
+268,740
+16% +$1.65M
ABB
729
DELISTED
ABB Ltd
ABB
$11M 0.02%
524,553
+102,166
+24% +$2.24M
TMUS icon
730
T-Mobile US
TMUS
$185B
$10.9M 0.02%
282,156
-24,962
-8% -$894K
ENDP
731
DELISTED
Endo International plc
ENDP
$10.9M 0.02%
137,100
-5,571
-4% -$481K
KUB
732
DELISTED
KUBOTA CORPORATION (ONE ADS REP 5 SHS COM)
KUB
$10.9M 0.02%
136,971
+25,595
+23% +$2.04M
ERC
733
Allspring Multi-Sector Income Fund
ERC
$254M
$10.9M 0.02%
860,563
-1,766
-0.2% -$23.4K
TE
734
DELISTED
TECO ENERGY INC
TE
$10.8M 0.02%
614,147
+47,204
+8% +$885K
HSNI
735
DELISTED
HSN, Inc.
HSNI
$10.8M 0.02%
154,340
+3,109
+2% +$209K
CHE icon
736
Chemed
CHE
$7.07B
$10.8M 0.02%
82,522
+285
+0.3% +$35.3K
BIG
737
DELISTED
Big Lots, Inc.
BIG
$10.8M 0.02%
240,209
-11,601
-5% -$540K
NTT
738
DELISTED
Nippon Telegraph & Telephone
NTT
$10.8M 0.02%
297,703
+33,201
+13% +$1.15M
TTM
739
DELISTED
Tata Motors Limited
TTM
$10.8M 0.02%
313,223
-19,441
-6% -$774K
AWK icon
740
American Water Works
AWK
$26.7B
$10.8M 0.02%
221,878
+1,309
+0.6% +$68.9K
MR
741
DELISTED
MINDRAY MED INTL LTD SPONSORED ADR REPSTG CL A
MR
$10.7M 0.02%
375,758
+31,091
+9% +$906K
GLOG
742
DELISTED
GASLOG LTD
GLOG
$10.7M 0.02%
536,068
-41,775
-7% -$882K
PBR.A icon
743
Petrobras Class A
PBR.A
$111B
$10.7M 0.02%
1,310,063
-754,788
-37% -$6.32M
PDCO
744
DELISTED
Patterson Companies, Inc.
PDCO
$10.7M 0.02%
219,486
+3,840
+2% +$183K
LNT icon
745
Alliant Energy
LNT
$18.3B
$10.6M 0.02%
367,162
+13,676
+4% +$415K
MHK icon
746
Mohawk Industries
MHK
$7.5B
$10.6M 0.02%
55,386
+3,612
+7% +$668K
GNW icon
747
Genworth Financial
GNW
$3.76B
$10.5M 0.02%
1,392,114
+200,090
+17% +$1.6M
CIT
748
DELISTED
CIT Group Inc.
CIT
$10.5M 0.02%
226,064
+35,599
+19% +$1.66M
PHM icon
749
Pultegroup
PHM
$24.1B
$10.5M 0.02%
520,960
-71,225
-12% -$1.44M
HCF
750
DELISTED
NEXPOINT CREDIT STRATEGIES FUND
HCF
$10.5M 0.02%
1,427,694
-11,955
-0.8% -$87.6K
28 29
30
31 32

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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.