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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
SRC
1301
DELISTED
SPIRIT REALTY CAPITAL, INC.
SRC
$4.42M 0.01%
102,027
-5,594
-5% -$279K
ALNY icon
1302
Alnylam Pharmaceuticals
ALNY
$27.5B
$4.41M 0.01%
36,821
+8,196
+29% +$979K
FAF icon
1303
First American
FAF
$7.66B
$4.41M 0.01%
118,559
+131
+0.1% +$4.7K
KB icon
1304
KB Financial Group
KB
$41.4B
$4.39M 0.01%
133,664
+7,052
+6% +$254K
TTEK icon
1305
Tetra Tech
TTEK
$8.49B
$4.38M 0.01%
854,965
– –
HWC icon
1306
Hancock Whitney
HWC
$6.2B
$4.38M 0.01%
137,291
+63,922
+87% +$1.94M
WNR
1307
DELISTED
Western Refining Inc
WNR
$4.38M 0.01%
100,417
+4,637
+5% +$206K
PDLI
1308
DELISTED
PDL BioPharma, Inc.
PDLI
$4.37M 0.01%
678,810
+195,194
+40% +$1.31M
DK icon
1309
Delek US
DK
$4.16B
$4.36M 0.01%
118,506
+11,278
+11% +$424K
ACC
1310
DELISTED
American Campus Communities, Inc.
ACC
$4.35M 0.01%
115,428
-12,496
-10% -$501K
CBSH icon
1311
Commerce Bancshares
CBSH
$8.53B
$4.35M 0.01%
158,993
-31,777
-17% -$824K
AIR icon
1312
AAR Corp
AIR
$5.59B
$4.35M 0.01%
136,357
-8,617
-6% -$263K
GDOT icon
1313
Green Dot
GDOT
$743M
$4.34M 0.01%
227,138
+78,237
+53% +$1.27M
BMO icon
1314
Bank of Montreal
BMO
$126B
$4.33M 0.01%
73,063
+3,652
+5% +$229K
UVE icon
1315
Universal Insurance Holdings
UVE
$1.22B
$4.33M 0.01%
178,725
-57,210
-24% -$1.46M
SAVE
1316
DELISTED
Spirit Airlines, Inc.
SAVE
$4.33M 0.01%
69,641
+5,491
+9% +$374K
ADEA icon
1317
Adeia
ADEA
$2.94B
$4.32M 0.01%
430,179
-7,515
-2% -$77.1K
SNBR
1318
DELISTED
Sleep Number
SNBR
$4.32M 0.01%
143,587
+22,839
+19% +$723K
BNS icon
1319
Scotiabank
BNS
$107B
$4.3M 0.01%
87,150
+11,921
+16% +$607K
STWD icon
1320
Starwood Property Trust
STWD
$5.92B
$4.3M 0.01%
199,386
+65,275
+49% +$1.55M
AXE
1321
DELISTED
Anixter International Inc
AXE
$4.3M 0.01%
65,985
+1,936
+3% +$137K
AAUK
1322
DELISTED
ANGLO AMER PLC NEW ADR UK
AAUK
$4.3M 0.01%
593,832
+129,091
+28% +$935K
UHAL icon
1323
U-Haul Holding Co
UHAL
$13.9B
$4.28M 0.01%
130,910
-14,460
-10% -$473K
BGG
1324
DELISTED
Briggs & Stratton Corp.
BGG
$4.28M 0.01%
222,167
+56,451
+34% +$1.1M
GATX icon
1325
GATX Corp
GATX
$6.35B
$4.28M 0.01%
80,438
+9,458
+13% +$537K
51 52
53
54 55

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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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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.