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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
PDCE
1401
DELISTED
PDC Energy, Inc.
PDCE
$3.98M 0.01%
74,135
+1,895
+3% +$107K
DO
1402
DELISTED
Diamond Offshore Drilling
DO
$3.98M 0.01%
154,077
-3,651
-2% -$111K
ENB icon
1403
Enbridge
ENB
$119B
$3.97M 0.01%
84,923
+38
+0% +$1.89K
CNQ icon
1404
Canadian Natural Resources
CNQ
$99.4B
$3.97M 0.01%
302,452
+67,645
+29% +$1.02M
WTW icon
1405
Willis Towers Watson
WTW
$31.2B
$3.96M 0.01%
31,915
-5,900
-16% -$752K
INFN
1406
DELISTED
Infinera Corporation Common Stock
INFN
$3.96M 0.01%
188,953
-36,673
-16% -$746K
ATHN
1407
DELISTED
Athenahealth, Inc.
ATHN
$3.96M 0.01%
34,587
-1,553
-4% -$186K
AEL
1408
DELISTED
American Equity Investment Life Holding Company
AEL
$3.94M 0.01%
146,111
-7,968
-5% -$218K
EVHC
1409
DELISTED
Envision Healthcare Holdings Inc
EVHC
$3.94M 0.01%
33,350
+4,310
+15% +$490K
NTRI
1410
DELISTED
NutriSystem, Inc.
NTRI
$3.94M 0.01%
158,248
-53,774
-25% -$1.21M
AVP
1411
DELISTED
Avon Products, Inc.
AVP
$3.93M 0.01%
628,199
+53,691
+9% +$399K
BJRI icon
1412
BJ's Restaurants
BJRI
$1.42B
$3.93M 0.01%
81,162
-1,713
-2% -$82.7K
NIE
1413
Virtus Equity & Convertible Income Fund
NIE
$719M
$3.93M 0.01%
203,655
+61,207
+43% +$1.23M
LXP icon
1414
LXP Industrial Trust
LXP
$3.57B
$3.92M 0.01%
92,408
+4,748
+5% +$221K
CKH
1415
DELISTED
Seacor Holdings Inc.
CKH
$3.92M 0.01%
57,079
+2,310
+4% +$161K
GWR
1416
DELISTED
Genesee & Wyoming Inc.
GWR
$3.91M 0.01%
51,340
-297
-0.6% -$26.2K
KNL
1417
DELISTED
Knoll, Inc.
KNL
$3.91M 0.01%
156,038
-2,394
-2% -$56.5K
WGL
1418
DELISTED
Wgl Holdings
WGL
$3.9M 0.01%
71,913
-200
-0.3% -$11.2K
POT
1419
DELISTED
Potash Corp Of Saskatchewan
POT
$3.9M 0.01%
126,049
-1,229
-1% -$39.4K
OWW
1420
DELISTED
ORBITZ WORLDWIDE, INC
OWW
$3.9M 0.01%
341,558
-9,026
-3% -$104K
PPC icon
1421
Pilgrim's Pride
PPC
$6.51B
$3.9M 0.01%
169,755
-19,461
-10% -$482K
AYR
1422
DELISTED
Aircastle Ltd
AYR
$3.9M 0.01%
172,010
-15,642
-8% -$373K
AVNS
1423
DELISTED
Avanos Medical
AVNS
$3.9M 0.01%
96,235
-59,950
-38% -$2.69M
GES
1424
DELISTED
Guess Inc
GES
$3.9M 0.01%
203,320
+34,216
+20% +$643K
CHMT
1425
DELISTED
Chemtura Corporation
CHMT
$3.89M 0.01%
137,552
+29,189
+27% +$863K
55 56
57
58 59

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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.