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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
CTB
876
DELISTED
Cooper Tire & Rubber Co.
CTB
$7.96M 0.02%
235,231
+30,672
+15% +$1.18M
ALR
877
DELISTED
Alere Inc
ALR
$7.96M 0.02%
150,812
-536
-0.4% -$27K
FSLR icon
878
First Solar
FSLR
$22.7B
$7.94M 0.02%
169,079
-31,039
-16% -$1.73M
IT icon
879
Gartner
IT
$10.1B
$7.94M 0.02%
92,514
-1,055
-1% -$90.4K
MDU icon
880
MDU Resources
MDU
$4.17B
$7.91M 0.02%
1,065,556
+270,789
+34% +$2.18M
AN icon
881
AutoNation
AN
$7.11B
$7.89M 0.02%
125,351
+3,835
+3% +$244K
RDN icon
882
Radian Group
RDN
$5.18B
$7.89M 0.02%
420,710
+22,761
+6% +$409K
EME icon
883
Emcor
EME
$35.2B
$7.89M 0.02%
165,099
+11,534
+8% +$537K
ARE icon
884
Alexandria Real Estate Equities
ARE
$8.97B
$7.87M 0.02%
89,969
-481
-0.5% -$44.6K
BBL
885
DELISTED
BHP Group Plc American Depositary Shares (Each representing two Ordinary Shares)
BBL
$7.84M 0.02%
198,076
+14,183
+8% +$626K
BND icon
886
Vanguard Total Bond Market
BND
$157B
$7.83M 0.02%
96,404
-12,536
-12% -$1.03M
TDS icon
887
Telephone and Data Systems
TDS
$3.82B
$7.8M 0.02%
265,382
+25,906
+11% +$743K
BMS
888
DELISTED
Bemis
BMS
$7.79M 0.02%
173,187
+209
+0.1% +$9.56K
O icon
889
Realty Income
O
$59.6B
$7.79M 0.02%
181,091
+27,258
+18% +$1.25M
EGN
890
DELISTED
Energen
EGN
$7.77M 0.02%
113,792
+27,589
+32% +$1.92M
BABA icon
891
Alibaba
BABA
$293B
$7.75M 0.02%
94,148
+41,923
+80% +$3.6M
CPAY icon
892
Corpay
CPAY
$25B
$7.73M 0.02%
49,519
+4,092
+9% +$642K
FCE.A
893
DELISTED
Forest City Realty Trust, Inc.
FCE.A
$7.72M 0.02%
349,514
+124
+0% +$2.94K
HUB.B
894
DELISTED
HUBBELL INC CL-B
HUB.B
$7.7M 0.02%
71,108
+27,871
+64% +$3.07M
OI icon
895
O-I Glass
OI
$1.1B
$7.69M 0.02%
335,082
+14,813
+5% +$360K
PAY
896
DELISTED
Verifone Systems Inc
PAY
$7.68M 0.02%
226,231
-662
-0.3% -$24K
KT icon
897
KT
KT
$8.62B
$7.68M 0.02%
606,288
-31,850
-5% -$430K
DRE
898
DELISTED
Duke Realty Corp.
DRE
$7.68M 0.02%
413,595
+6,668
+2% +$132K
JEF icon
899
Jefferies Financial Group
JEF
$12.6B
$7.68M 0.02%
353,316
+54,721
+18% +$1.17M
SEM
900
DELISTED
Select Medical
SEM
$7.66M 0.02%
877,706
+14,499
+2% +$122K
34 35
36
37 38

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MCM
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PSUF
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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.