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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
PVH icon
751
PVH
PVH
$4B
$10.4M 0.02%
90,713
+10,586
+13% +$1.15M
CBI
752
DELISTED
Chicago Bridge & Iron Nv
CBI
$10.4M 0.02%
208,816
+23,310
+13% +$1.21M
MAA icon
753
Mid-America Apartment Communities
MAA
$15.4B
$10.4M 0.02%
143,143
+1,644
+1% +$124K
IRM icon
754
Iron Mountain
IRM
$36.4B
$10.4M 0.02%
335,029
+50,409
+18% +$1.77M
INCY icon
755
Incyte
INCY
$24.2B
$10.3M 0.02%
99,270
-5,991
-6% -$620K
E icon
756
ENI
E
$80.5B
$10.3M 0.02%
290,271
+55,396
+24% +$2.04M
HLF icon
757
Herbalife
HLF
$1.29B
$10.3M 0.02%
374,166
+29,246
+8% +$708K
DHI icon
758
D.R. Horton
DHI
$40B
$10.3M 0.02%
375,789
+5,287
+1% +$142K
AGNC icon
759
AGNC Investment
AGNC
$12.4B
$10.3M 0.02%
558,768
-31,538
-5% -$650K
BEAV
760
DELISTED
B/E Aerospace Inc
BEAV
$10.3M 0.02%
186,787
+4,485
+2% +$267K
QGENF
761
DELISTED
QIAGEN NV
QGENF
$10.2M 0.02%
412,078
+99,746
+32% +$2.47M
THG icon
762
Hanover Insurance
THG
$8.1B
$10.2M 0.02%
137,430
-573
-0.4% -$41.2K
ITC
763
DELISTED
ITC HOLDINGS CORP
ITC
$10.1M 0.02%
315,377
+6,572
+2% +$229K
AMSG
764
DELISTED
Amsurg Corp
AMSG
$10.1M 0.02%
144,863
-16,313
-10% -$1.09M
TSS
765
DELISTED
Total System Services, Inc.
TSS
$10.1M 0.02%
242,281
+1,216
+0.5% +$49.2K
ZION icon
766
Zions Bancorporation
ZION
$10.2B
$10.1M 0.02%
318,165
+9,104
+3% +$268K
CIG icon
767
CEMIG Preferred Shares
CIG
$6.26B
$10.1M 0.02%
5,190,291
+643,522
+14% +$1.53M
ACHC icon
768
Acadia Healthcare
ACHC
$2.76B
$10.1M 0.02%
128,446
-7,254
-5% -$522K
MFA
769
MFA Financial
MFA
$926M
$10.1M 0.02%
340,186
+42,330
+14% +$1.33M
SM icon
770
SM Energy
SM
$7.8B
$10M 0.02%
217,858
+4,829
+2% +$255K
JKHY icon
771
Jack Henry & Associates
JKHY
$10.9B
$10M 0.02%
154,995
-5,266
-3% -$350K
NGLS
772
DELISTED
TARGA RESOURCES PARTNERS LP COM UTS REPTG LTD PARTERSHIP INT
NGLS
$9.95M 0.02%
257,880
+240,079
+1,349% +$10.4M
RKT
773
DELISTED
ROCK-TENN COMPANY CL-A
RKT
$9.94M 0.02%
165,121
+35,990
+28% +$2.27M
FLEX icon
774
Flex
FLEX
$41.7B
$9.93M 0.02%
1,165,361
+1,376
+0.1% +$12.7K
UGI icon
775
UGI
UGI
$7.74B
$9.93M 0.02%
288,137
-3,247
-1% -$115K
29 30
31
32 33

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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.