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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
WLL
951
DELISTED
Whiting Petroleum Corporation
WLL
$6.93M 0.01%
688
+183
+36% +$1.91M
CHY
952
Calamos Convertible and High Income Fund
CHY
$1.01B
$6.92M 0.01%
520,337
-148,125
-22% -$2.11M
VMW
953
DELISTED
VMware, Inc
VMW
$6.91M 0.01%
80,559
+5,518
+7% +$481K
NFG icon
954
National Fuel Gas
NFG
$7.82B
$6.88M 0.01%
116,819
+2,088
+2% +$132K
FUJI
955
DELISTED
FUJI FILM HOLDINGS ADR 2 ORD
FUJI
$6.86M 0.01%
192,169
+26,309
+16% +$940K
CRR
956
DELISTED
Carbo Ceramics Inc.
CRR
$6.86M 0.01%
164,806
+37,335
+29% +$1.5M
PTC icon
957
PTC
PTC
$15.8B
$6.81M 0.01%
165,968
+228
+0.1% +$9.01K
SON icon
958
Sonoco
SON
$5.57B
$6.8M 0.01%
158,632
-12,835
-7% -$578K
GK
959
DELISTED
G&K Services Inc
GK
$6.79M 0.01%
98,281
-10,843
-10% -$767K
GLD icon
960
SPDR Gold Trust
GLD
$131B
$6.78M 0.01%
60,306
-171
-0.3% -$19.6K
ACM icon
961
Aecom
ACM
$9.3B
$6.77M 0.01%
204,724
-832
-0.4% -$27.5K
HXL icon
962
Hexcel
HXL
$7.79B
$6.76M 0.01%
136,017
+2,876
+2% +$145K
BYD icon
963
Boyd Gaming
BYD
$6.18B
$6.76M 0.01%
452,064
+95,801
+27% +$1.35M
ON icon
964
ON Semiconductor
ON
$31.8B
$6.74M 0.01%
576,187
+14,966
+3% +$184K
GDO
965
Western Asset Global Corporate Defined Opportunity Fund
GDO
$77.1M
$6.73M 0.01%
392,533
+1,741
+0.4% +$31K
IDCC icon
966
InterDigital
IDCC
$7.87B
$6.72M 0.01%
118,190
+16,437
+16% +$917K
XYL icon
967
Xylem
XYL
$27.3B
$6.72M 0.01%
181,299
-4,746
-3% -$173K
SPXC icon
968
SPX Corp
SPXC
$11B
$6.71M 0.01%
368,203
+21,523
+6% +$420K
VGR
969
DELISTED
Vector Group Ltd.
VGR
$6.7M 0.01%
513,914
+51,068
+11% +$635K
MDVN
970
DELISTED
MEDIVATION, INC.
MDVN
$6.69M 0.01%
117,126
-376
-0.3% -$23.2K
ADVS
971
DELISTED
Advent Software Inc
ADVS
$6.69M 0.01%
151,245
+64,149
+74% +$2.81M
ALGN icon
972
Align Technology
ALGN
$12.1B
$6.67M 0.01%
106,446
+1,591
+2% +$94K
CNI icon
973
Canadian National Railway
CNI
$76.9B
$6.66M 0.01%
115,295
-6,920
-6% -$433K
WPX
974
DELISTED
WPX Energy, Inc.
WPX
$6.64M 0.01%
540,785
-42,775
-7% -$564K
ATR icon
975
AptarGroup
ATR
$8.55B
$6.61M 0.01%
103,618
+6,989
+7% +$447K
37 38
39
40 41

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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.