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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
SQM icon
776
Sociedad Química y Minera de Chile
SQM
$19.2B
$9.91M 0.02%
635,296
-84,088
-12% -$1.61M
GRMN
777
Garmin
GRMN
$56.7B
$9.91M 0.02%
225,564
+10,484
+5% +$483K
CYN
778
DELISTED
CITY NATIONAL CORPORATION
CYN
$9.89M 0.02%
109,474
-1,378
-1% -$127K
OKE icon
779
Oneok
OKE
$57.2B
$9.86M 0.02%
249,609
+23,469
+10% +$1.04M
PII icon
780
Polaris
PII
$3.82B
$9.86M 0.02%
66,537
-13,170
-17% -$1.9M
SDX
781
DELISTED
SODEXHO ALLIANCE SA ADS (REP 1 COM SHR)
SDX
$9.78M 0.02%
102,036
+11,585
+13% +$1.11M
WYNN icon
782
Wynn Resorts
WYNN
$10.3B
$9.75M 0.02%
98,789
-13,527
-12% -$1.53M
TLS
783
DELISTED
TELSTRA CRP LTD ADS(RP 5 ORD)
TLS
$9.74M 0.02%
413,288
+73,380
+22% +$1.73M
GHC icon
784
Graham Holdings Company
GHC
$5.1B
$9.71M 0.02%
14,951
+169
+1% +$107K
VMC icon
785
Vulcan Materials
VMC
$34.8B
$9.66M 0.02%
115,105
+17,126
+17% +$1.49M
TKP
786
DELISTED
TECHNIP ADS (EA REPTG ONE ORD SHS)
TKP
$9.66M 0.02%
619,511
-25,264
-4% -$394K
CPN
787
DELISTED
Calpine Corporation
CPN
$9.65M 0.02%
536,686
-272,717
-34% -$5.69M
IFF icon
788
International Flavors & Fragrances
IFF
$20.2B
$9.61M 0.02%
87,915
-4,822
-5% -$557K
GNTX icon
789
Gentex
GNTX
$4.97B
$9.6M 0.02%
584,827
-3,212
-0.5% -$56.2K
ICLR icon
790
Icon
ICLR
$12.6B
$9.58M 0.02%
142,402
+54,135
+61% +$3.65M
SLM icon
791
SLM Corp
SLM
$4.89B
$9.56M 0.02%
968,860
+121,233
+14% +$1.23M
POR icon
792
Portland General Electric
POR
$5.8B
$9.55M 0.02%
288,087
+7,178
+3% +$252K
TMH
793
DELISTED
Team Health Holdings Inc
TMH
$9.54M 0.02%
146,070
-1,401
-1% -$84.6K
DASTY
794
DELISTED
DASSAULT SYSTEMES SA ADR
DASTY
$9.52M 0.02%
130,371
+5,173
+4% +$378K
PAM icon
795
Pampa Energía
PAM
$4.75B
$9.51M 0.02%
688,780
-1,900
-0.3% -$30.1K
NATI
796
DELISTED
National Instruments Corp
NATI
$9.51M 0.02%
322,732
+697
+0.2% +$21.4K
CE icon
797
Celanese
CE
$4.9B
$9.51M 0.02%
132,265
+2,136
+2% +$142K
AEG icon
798
Aegon
AEG
$14B
$9.49M 0.02%
1,824,361
+13,657
+0.8% +$74.1K
LVNTA
799
DELISTED
Liberty Interactive Corporation Series A Liberty Ventures
LVNTA
$9.46M 0.02%
240,846
+865
+0.4% +$36.3K
FHN icon
800
First Horizon
FHN
$12.2B
$9.41M 0.02%
600,815
+5,123
+0.9% +$75.7K
30 31
32
33 34

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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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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.