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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
NWSA icon
801
News Corp Class A
NWSA
$14.9B
$9.4M 0.02%
644,018
-37,062
-5% -$569K
CMCSK
802
DELISTED
COMCAST CORP SPL A (NEW)
CMCSK
$9.4M 0.02%
156,761
-26,272
-14% -$1.57M
TEN
803
Tsakos Energy Navigation Ltd
TEN
$1.21B
$9.38M 0.02%
196,861
-15,069
-7% -$709K
VAC icon
804
Marriott Vacations Worldwide
VAC
$3.35B
$9.36M 0.02%
101,969
+7,790
+8% +$664K
TFX icon
805
Teleflex
TFX
$6.05B
$9.35M 0.02%
69,042
+2,559
+4% +$325K
ANF icon
806
Abercrombie & Fitch
ANF
$4.42B
$9.34M 0.02%
434,414
+236,693
+120% +$5.21M
SWN
807
DELISTED
Southwestern Energy Company
SWN
$9.33M 0.02%
410,653
+78,826
+24% +$2.02M
DLR icon
808
Digital Realty Trust
DLR
$69.7B
$9.32M 0.02%
139,795
+11,909
+9% +$783K
TECD
809
DELISTED
Tech Data Corp
TECD
$9.32M 0.02%
161,927
-102
-0.1% -$6.14K
FDS icon
810
Factset
FDS
$9.36B
$9.29M 0.02%
57,192
+1,096
+2% +$178K
SVC
811
Service Properties Trust
SVC
$1.04B
$9.29M 0.02%
64,894
+6,435
+11% +$978K
RELX icon
812
RELX
RELX
$61.8B
$9.26M 0.02%
569,524
-11,800
-2% -$199K
COTY icon
813
Coty
COTY
$2.42B
$9.24M 0.02%
288,997
+17,780
+7% +$460K
NE
814
DELISTED
Noble Corporation
NE
$9.21M 0.02%
598,771
+177,869
+42% +$2.94M
VR
815
DELISTED
Validus Hold Ltd
VR
$9.21M 0.02%
209,479
+16,160
+8% +$694K
ALLE icon
816
Allegion
ALLE
$13.4B
$9.18M 0.02%
152,706
+3,524
+2% +$216K
AEO icon
817
American Eagle Outfitters
AEO
$2.88B
$9.15M 0.02%
531,318
+45,792
+9% +$770K
CPRI icon
818
Capri Holdings
CPRI
$1.83B
$9.07M 0.02%
215,431
+39,846
+23% +$2.25M
ZBRA icon
819
Zebra Technologies
ZBRA
$14B
$9.04M 0.02%
81,405
-1,318
-2% -$137K
NMR icon
820
Nomura Holdings
NMR
$28.3B
$9.01M 0.02%
1,332,644
+334,738
+34% +$2.18M
N
821
DELISTED
Netsuite Inc
N
$8.99M 0.02%
97,963
-3,625
-4% -$343K
ENOV icon
822
Enovis
ENOV
$1.68B
$8.97M 0.02%
112,964
+24,434
+28% +$2.07M
HA
823
DELISTED
Hawaiian Holdings, Inc.
HA
$8.96M 0.02%
377,388
-145,102
-28% -$3.39M
EAT icon
824
Brinker International
EAT
$9.17B
$8.95M 0.02%
155,314
+7,721
+5% +$442K
DIAX
825
DELISTED
Nuveen Dow 30SM Dynamic Overwrite Fund
DIAX
$8.93M 0.02%
601,207
+520,220
+642% +$7.9M
31 32
33
34 35

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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.