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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
NJ
926
DELISTED
NIDEC CP (NIHON KABUSHIKI KAISHA)1 ADS REPTG .25 SH COM STK
NJ
$7.22M 0.01%
386,644
+27,359
+8% +$498K
MUSA icon
927
Murphy USA
MUSA
$11.2B
$7.21M 0.01%
129,186
+1,000
+0.8% +$62.8K
CST
928
DELISTED
CST Brands, Inc.
CST
$7.19M 0.01%
183,994
+7,003
+4% +$292K
ISD
929
PGIM High Yield Bond Fund
ISD
$415M
$7.18M 0.01%
464,220
+20,277
+5% +$323K
BN icon
930
Brookfield
BN
$104B
$7.18M 0.01%
585,029
+29,320
+5% +$373K
FINL
931
DELISTED
Finish Line
FINL
$7.14M 0.01%
256,761
+76,116
+42% +$1.97M
RYAAY icon
932
Ryanair
RYAAY
$30.4B
$7.13M 0.01%
243,752
+30,573
+14% +$849K
CASY icon
933
Casey's General Stores
CASY
$32.2B
$7.11M 0.01%
74,250
+5,680
+8% +$506K
NOK icon
934
Nokia
NOK
$51B
$7.09M 0.01%
1,035,639
-39,635
-4% -$289K
MITSY
935
DELISTED
MITSUI & CO LTD ADR (US)
MITSY
$7.08M 0.01%
26,039
+6,161
+31% +$1.67M
JNS
936
DELISTED
Janus Capital Group Inc
JNS
$7.07M 0.01%
412,977
-18,601
-4% -$332K
HLT icon
937
Hilton Worldwide
HLT
$72.1B
$7.06M 0.01%
85,426
+11,089
+15% +$973K
ENH
938
DELISTED
Endurance Specialty Holdings Ltd
ENH
$7.06M 0.01%
107,414
-4,653
-4% -$289K
SCM
939
DELISTED
SWISSCOM AG ADS(RP 1/10 REG SH
SCM
$7.04M 0.01%
125,627
+13,159
+12% +$737K
WKC icon
940
World Kinect Corp
WKC
$2.04B
$7.03M 0.01%
146,596
-4,842
-3% -$253K
JGH icon
941
Nuveen Global High Income Fund
JGH
$352M
$7.02M 0.01%
420,260
+119,221
+40% +$2.05M
SU icon
942
Suncor Energy
SU
$79.4B
$7.01M 0.01%
254,794
-55,562
-18% -$1.68M
DAN icon
943
Dana Inc
DAN
$2.9B
$7M 0.01%
340,351
-29,129
-8% -$630K
LSTR icon
944
Landstar System
LSTR
$5.93B
$7M 0.01%
104,611
-6,095
-6% -$396K
TGI
945
DELISTED
Triumph Group
TGI
$6.99M 0.01%
105,944
+54,027
+104% +$3.5M
MASI
946
DELISTED
Masimo
MASI
$6.99M 0.01%
180,321
+31,956
+22% +$1.14M
ISIL
947
DELISTED
Intersil Corp
ISIL
$6.96M 0.01%
556,554
-13,115
-2% -$179K
ATI icon
948
ATI
ATI
$25.6B
$6.95M 0.01%
230,128
+7,942
+4% +$263K
TRI icon
949
Thomson Reuters
TRI
$42.8B
$6.94M 0.01%
157,171
+4,306
+3% +$202K
DSU icon
950
BlackRock Debt Strategies Fund
DSU
$593M
$6.93M 0.01%
638,500
+218,337
+52% +$2.45M
36 37
38
39 40

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MCM
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PSUF
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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.