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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
IART icon
826
Integra LifeSciences
IART
$1.29B
$8.91M 0.02%
323,629
+24,046
+8% +$641K
IMO icon
827
Imperial Oil
IMO
$62.7B
$8.9M 0.02%
230,518
+48,308
+27% +$1.99M
HDS
828
DELISTED
HD Supply Holdings, Inc.
HDS
$8.9M 0.02%
253,019
+20,601
+9% +$685K
REP
829
DELISTED
REPSOL YPF SA ADS(RP 1 CAP SH)
REP
$8.83M 0.02%
501,804
+105,661
+27% +$1.86M
WBC
830
DELISTED
WABCO HOLDINGS INC.
WBC
$8.82M 0.02%
71,321
+2,151
+3% +$271K
PLCE icon
831
Children's Place
PLCE
$54.3M
$8.82M 0.02%
134,804
+30,109
+29% +$1.96M
SPXX icon
832
Nuveen S&P 500 Dynamic Overwrite Fund
SPXX
$332M
$8.81M 0.02%
644,267
+357,129
+124% +$5.03M
SCI icon
833
Service Corp International
SCI
$11.7B
$8.77M 0.02%
297,861
+5,017
+2% +$142K
ARCO icon
834
Arcos Dorados Holdings
ARCO
$1.72B
$8.76M 0.02%
1,712,499
+84,168
+5% +$471K
JPC icon
835
Nuveen Preferred & Income Opportunities Fund
JPC
$2.89B
$8.74M 0.02%
954,358
+30,898
+3% +$295K
RL icon
836
Ralph Lauren
RL
$22.6B
$8.74M 0.02%
66,039
+14,626
+28% +$1.98M
FMS icon
837
Fresenius Medical Care
FMS
$13.8B
$8.74M 0.02%
210,135
+16,349
+8% +$699K
ERIC icon
838
Ericsson
ERIC
$32.2B
$8.71M 0.02%
834,774
+6,664
+0.8% +$77.2K
FLG
839
Flagstar Bank National Association
FLG
$5.93B
$8.69M 0.02%
157,671
+17,035
+12% +$898K
MD icon
840
Pediatrix Medical
MD
$2.18B
$8.67M 0.02%
117,048
+1,308
+1% +$94.1K
OGE icon
841
OGE Energy
OGE
$9.78B
$8.66M 0.02%
303,124
-89,705
-23% -$2.79M
DCM
842
DELISTED
NTT DOCOMO, Inc.
DCM
$8.65M 0.02%
452,238
+69,089
+18% +$1.27M
NVG icon
843
Nuveen AMT-Free Municipal Credit Income Fund
NVG
$2.68B
$8.64M 0.02%
637,324
-34,940
-5% -$492K
ALLY icon
844
Ally Financial
ALLY
$13.2B
$8.59M 0.02%
382,998
+171,415
+81% +$3.78M
SPB icon
845
Spectrum Brands
SPB
$2.04B
$8.59M 0.02%
84,205
-31,276
-27% -$2.94M
CRC
846
DELISTED
California Resources Corporation
CRC
$8.58M 0.02%
141,981
+58,157
+69% +$4.69M
VAL
847
DELISTED
Valspar
VAL
$8.55M 0.02%
104,496
-1,113
-1% -$93.3K
SPLK
848
DELISTED
Splunk Inc
SPLK
$8.47M 0.02%
121,649
+21,614
+22% +$1.45M
DPZ icon
849
Domino's
DPZ
$11.5B
$8.46M 0.02%
74,626
+2,368
+3% +$255K
PPS
850
DELISTED
Post Properties
PPS
$8.45M 0.02%
155,490
-5,131
-3% -$289K
32 33
34
35 36

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MCM
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PSUF
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IA
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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.