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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
WEX icon
1101
WEX
WEX
$6.37B
$5.52M 0.01%
48,431
-1,311
-3% -$149K
BDC icon
1102
Belden
BDC
$4.85B
$5.51M 0.01%
67,806
-6,125
-8% -$537K
KYO
1103
DELISTED
Kyocera Adr
KYO
$5.49M 0.01%
105,579
+11,007
+12% +$602K
BKT icon
1104
BlackRock Income Trust
BKT
$330M
$5.49M 0.01%
289,272
-430
-0.1% -$8.28K
QQQX icon
1105
Nuveen NASDAQ 100 Dynamic Overwrite Fund
QQQX
$1.44B
$5.48M 0.01%
297,250
-79,646
-21% -$1.51M
HZNP
1106
DELISTED
Horizon Therapeutics Public Limited Company Ordinary Shares
HZNP
$5.47M 0.01%
157,406
+31,896
+25% +$973K
PTEN icon
1107
Patterson-UTI
PTEN
$3.98B
$5.45M 0.01%
289,605
-19,670
-6% -$408K
OZK icon
1108
Bank OZK
OZK
$5.6B
$5.44M 0.01%
118,975
-4,714
-4% -$200K
SAIC icon
1109
Saic
SAIC
$4.95B
$5.43M 0.01%
102,746
-53,633
-34% -$2.8M
ATML
1110
DELISTED
ATMEL CORP
ATML
$5.43M 0.01%
550,840
-77,000
-12% -$678K
CHH icon
1111
Choice Hotels
CHH
$5.07B
$5.42M 0.01%
99,942
+5,104
+5% +$299K
HIW icon
1112
Highwoods Properties
HIW
$3.65B
$5.42M 0.01%
135,597
+32,450
+31% +$1.4M
ISBC
1113
DELISTED
Investors Bancorp, Inc.
ISBC
$5.41M 0.01%
439,632
+21,953
+5% +$265K
BURL icon
1114
Burlington
BURL
$23.2B
$5.4M 0.01%
105,392
+32,026
+44% +$1.71M
CRUS icon
1115
Cirrus Logic
CRUS
$6.53B
$5.39M 0.01%
158,446
+10,601
+7% +$374K
TRCO
1116
DELISTED
TRIBUNE MEDIA COMPANY CLASS A
TRCO
$5.38M 0.01%
100,684
+45,797
+83% +$2.56M
GRA
1117
DELISTED
W.R. Grace & Co.
GRA
$5.37M 0.01%
53,575
+12,875
+32% +$1.27M
ANW
1118
DELISTED
Aegean Marine Petroleum Network
ANW
$5.36M 0.01%
433,757
-24,981
-5% -$358K
MCR
1119
DELISTED
MFS Charter Income Trust
MCR
$5.36M 0.01%
632,597
+1,235
+0.2% +$10.9K
LPT
1120
DELISTED
Liberty Property Trust
LPT
$5.36M 0.01%
166,202
+13,386
+9% +$467K
CCU icon
1121
Compañía de Cervecerías Unidas
CCU
$2.12B
$5.34M 0.01%
252,255
+1,360
+0.5% +$29.9K
TTWO icon
1122
Take-Two Interactive
TTWO
$45.4B
$5.34M 0.01%
193,695
-4,349
-2% -$114K
CPL
1123
DELISTED
CPFL Energia S.A.
CPL
$5.34M 0.01%
446,628
+103,278
+30% +$1.3M
SLGN icon
1124
Silgan Holdings
SLGN
$4.23B
$5.33M 0.01%
202,016
-368
-0.2% -$10.2K
CSGP icon
1125
CoStar Group
CSGP
$11.7B
$5.32M 0.01%
264,410
+21,120
+9% +$431K
43 44
45
46 47

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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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ACI
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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.