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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
CLGX
1151
DELISTED
Corelogic, Inc.
CLGX
$5.17M 0.01%
130,329
-5,599
-4% -$214K
DMC
1152
Del Monte Corp
DMC
$1.41B
$5.17M 0.01%
133,708
+5,800
+5% +$224K
WDR
1153
DELISTED
Waddell & Reed Financial, Inc.
WDR
$5.17M 0.01%
109,214
+14,648
+15% +$714K
FNB icon
1154
FNB Corp
FNB
$6.73B
$5.16M 0.01%
360,591
+47,335
+15% +$642K
HYG icon
1155
iShares iBoxx $ High Yield Corporate Bond ETF
HYG
$15.9B
$5.15M 0.01%
57,973
-19,194
-25% -$1.74M
TER icon
1156
Teradyne
TER
$57.6B
$5.14M 0.01%
266,720
-3,253
-1% -$65K
BKE icon
1157
Buckle
BKE
$2.25B
$5.14M 0.01%
112,340
+7,040
+7% +$324K
KND
1158
DELISTED
Kindred Healthcare
KND
$5.14M 0.01%
253,428
+1,696
+0.7% +$38.8K
ERIE icon
1159
Erie Indemnity
ERIE
$12.7B
$5.13M 0.01%
62,508
-4,713
-7% -$390K
NEU icon
1160
NewMarket
NEU
$7.82B
$5.13M 0.01%
11,548
-344
-3% -$158K
KNBWY
1161
DELISTED
KIRIN BREWERY LTD SPONSORED ADR
KNBWY
$5.13M 0.01%
373,840
+85,253
+30% +$1.17M
NZF icon
1162
Nuveen Municipal Credit Income Fund
NZF
$2.4B
$5.12M 0.01%
383,561
-10,812
-3% -$149K
MOH icon
1163
Molina Healthcare
MOH
$10.2B
$5.12M 0.01%
72,802
-2,204
-3% -$147K
RLJ icon
1164
RLJ Lodging Trust
RLJ
$1.86B
$5.12M 0.01%
171,810
+16,759
+11% +$510K
MCY icon
1165
Mercury Insurance
MCY
$5.93B
$5.12M 0.01%
91,924
-4,262
-4% -$240K
NOW icon
1166
ServiceNow
NOW
$115B
$5.12M 0.01%
344,155
+38,735
+13% +$597K
SR icon
1167
Spire
SR
$4.72B
$5.11M 0.01%
98,082
-2,507
-2% -$131K
DATA
1168
DELISTED
Tableau Software, Inc.
DATA
$5.11M 0.01%
44,277
+6,364
+17% +$688K
JBTM
1169
JBT Marel
JBTM
$7.21B
$5.09M 0.01%
135,326
-22,254
-14% -$821K
WCG
1170
DELISTED
Wellcare Health Plans, Inc.
WCG
$5.09M 0.01%
59,960
-24
-0% -$2.03K
JOY
1171
DELISTED
Joy Global Inc
JOY
$5.08M 0.01%
140,235
+28,752
+26% +$1.16M
TRN icon
1172
Trinity Industries
TRN
$2.49B
$5.08M 0.01%
266,717
-82,144
-24% -$1.84M
CNSL
1173
DELISTED
Consolidated Communications Holdings, Inc.
CNSL
$5.07M 0.01%
241,105
-5,348
-2% -$111K
OHI icon
1174
Omega Healthcare
OHI
$15.1B
$5.06M 0.01%
147,437
+13,683
+10% +$502K
WDAY icon
1175
Workday
WDAY
$39.6B
$5.04M 0.01%
65,929
+4,764
+8% +$405K
45 46
47
48 49

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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.