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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
COO icon
851
Cooper Companies
COO
$14.1B
$8.42M 0.02%
189,268
-4,764
-2% -$215K
QRVO icon
852
Qorvo
QRVO
$7.99B
$8.39M 0.02%
104,564
-22,495
-18% -$1.74M
GMCR
853
DELISTED
KEURIG GREEN MTN INC
GMCR
$8.38M 0.02%
109,423
-13,036
-11% -$1.28M
TDC icon
854
Teradata
TDC
$2.92B
$8.32M 0.02%
224,949
-14,283
-6% -$588K
AMED
855
DELISTED
Amedisys
AMED
$8.32M 0.02%
209,318
-19,575
-9% -$610K
UDR icon
856
UDR
UDR
$12.3B
$8.3M 0.02%
259,272
+8,418
+3% +$276K
USCI icon
857
US Commodity Index
USCI
$369M
$8.29M 0.02%
175,818
+21,163
+14% +$980K
RDY icon
858
Dr. Reddy's Laboratories
RDY
$9.87B
$8.27M 0.02%
747,490
-168,150
-18% -$1.86M
PUB
859
DELISTED
PUBLICIS SA ADS (1 ADS = 1C0M)
PUB
$8.26M 0.02%
444,907
+33,777
+8% +$627K
JAH
860
DELISTED
JARDEN CORPORATION
JAH
$8.23M 0.02%
159,043
-7,926
-5% -$419K
CIEN icon
861
Ciena
CIEN
$53.4B
$8.2M 0.02%
346,336
+29,044
+9% +$663K
FBIN icon
862
Fortune Brands Innovations
FBIN
$5.88B
$8.18M 0.02%
208,957
+1,601
+0.8% +$62.7K
RS icon
863
Reliance Steel & Aluminium
RS
$20.7B
$8.17M 0.02%
135,049
+8,447
+7% +$534K
RPM icon
864
RPM International
RPM
$13.7B
$8.16M 0.02%
166,554
-4,889
-3% -$241K
KRC icon
865
Kilroy Realty
KRC
$4.52B
$8.12M 0.02%
120,912
-307
-0.3% -$21.8K
CAJ
866
DELISTED
Canon, Inc.
CAJ
$8.11M 0.02%
250,276
+2,566
+1% +$90.8K
CAR icon
867
Avis
CAR
$4.86B
$8.11M 0.02%
183,902
-92,024
-33% -$4.85M
J icon
868
Jacobs Solutions
J
$15.9B
$8.1M 0.02%
241,077
+38,382
+19% +$1.4M
EQNR icon
869
Equinor
EQNR
$97.7B
$8.03M 0.02%
448,522
+125,972
+39% +$2.44M
HRC
870
DELISTED
HILL-ROM HOLDINGS, INC.
HRC
$8.01M 0.02%
147,457
-8,794
-6% -$457K
CRL icon
871
Charles River Laboratories
CRL
$11.2B
$8.01M 0.02%
113,798
+5,367
+5% +$397K
AMCR
872
DELISTED
AMCOR LTD ADR
AMCR
$8M 0.02%
188,469
+23,926
+15% +$1.02M
SNN icon
873
Smith & Nephew
SNN
$13.3B
$7.99M 0.02%
235,223
+47,786
+25% +$1.66M
GXP
874
DELISTED
Great Plains Energy Incorporated
GXP
$7.97M 0.02%
329,897
+34,611
+12% +$895K
PENN icon
875
PENN Entertainment
PENN
$2.75B
$7.97M 0.02%
434,122
+107,251
+33% +$1.78M
33 34
35
36 37

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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.