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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
AMRI
2526
DELISTED
Albany Molecular Research Inc
AMRI
$964K ﹤0.01%
47,670
-1,636
-3% -$31.6K
AZZ icon
2527
AZZ Inc
AZZ
$4.35B
$963K ﹤0.01%
18,595
+167
+0.9% +$8.12K
CRAI icon
2528
CRA International
CRAI
$1.16B
$960K ﹤0.01%
34,455
-593
-2% -$17.4K
EHTH icon
2529
eHealth
EHTH
$42.2M
$959K ﹤0.01%
75,547
+22,301
+42% +$270K
DXPE icon
2530
DXP Enterprises
DXPE
$2.43B
$958K ﹤0.01%
20,594
+5,986
+41% +$265K
MEOH icon
2531
Methanex
MEOH
$4.3B
$957K ﹤0.01%
17,197
+4,684
+37% +$264K
HMSY
2532
DELISTED
HMS Holdings Corp.
HMSY
$957K ﹤0.01%
55,733
-7,611
-12% -$129K
SMRT
2533
DELISTED
Stein Mart Inc
SMRT
$957K ﹤0.01%
91,370
-3,770
-4% -$43.3K
LOCK
2534
DELISTED
LifeLock, Inc.
LOCK
$957K ﹤0.01%
58,330
-653
-1% -$10.1K
GCAP
2535
DELISTED
Gain Capital Holdings, Inc.
GCAP
$956K ﹤0.01%
99,987
-2,110
-2% -$20.7K
ENVA icon
2536
Enova International
ENVA
$6.33B
$953K ﹤0.01%
50,997
+29,880
+141% +$581K
DWA
2537
DELISTED
DREAMWORKS ANIMATION SKG INC CL-A
DWA
$947K ﹤0.01%
35,891
+1,263
+4% +$33.2K
MSFG
2538
DELISTED
MainSource Financial Group Inc
MSFG
$942K ﹤0.01%
42,920
-5,240
-11% -$107K
STT.PRE.CL
2539
DELISTED
State Street Corporation Depository Shares, each representing a 1/4,000th ownership interest in a sh
STT.PRE.CL
$938K ﹤0.01%
37,475
+803
+2% +$20.4K
PBA icon
2540
Pembina Pipeline
PBA
$28.4B
$937K ﹤0.01%
29,013
+7,118
+33% +$238K
CKP
2541
DELISTED
CHECKPOINT SYSTEMS INC
CKP
$937K ﹤0.01%
92,051
+27,324
+42% +$288K
WLB
2542
DELISTED
Westmoreland Coal Company
WLB
$936K ﹤0.01%
45,029
+359
+0.8% +$9.55K
KCG
2543
DELISTED
KCG Holdings, Inc.
KCG
$935K ﹤0.01%
75,842
+39,060
+106% +$509K
GTI
2544
DELISTED
GRAFTECH INTERNATIONAL LTD
GTI
$935K ﹤0.01%
188,536
-70,138
-27% -$332K
TREX icon
2545
Trex
TREX
$4.51B
$934K ﹤0.01%
75,580
+8,824
+13% +$113K
JTD
2546
DELISTED
NUVEEN TAX-ADVANTAGE DIVIDEND GROWTH FUND
JTD
$932K ﹤0.01%
58,811
+10,344
+21% +$168K
PACD
2547
DELISTED
Pacific Drilling S A
PACD
$929K ﹤0.01%
33,162
+6,303
+23% +$254K
TLYS icon
2548
Tilly's
TLYS
$116M
$928K ﹤0.01%
95,933
+32,027
+50% +$408K
CSOD
2549
DELISTED
Cornerstone OnDemand, Inc.
CSOD
$927K ﹤0.01%
26,642
-13,282
-33% -$413K
FEIC
2550
DELISTED
FEI COMPANY
FEIC
$925K ﹤0.01%
11,159
-895
-7% -$71.3K
100 101
102
103 104

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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.