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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
SXC icon
1651
SunCoke Energy
SXC
$687M
$2.98M 0.01%
229,258
+28,850
+14% +$454K
IJH icon
1652
iShares Core S&P Mid-Cap ETF
IJH
$124B
$2.98M 0.01%
99,300
-550
-0.6% -$16.8K
CHSP
1653
DELISTED
Chesapeake Lodging Trust
CHSP
$2.98M 0.01%
97,739
-3,895
-4% -$123K
OB
1654
DELISTED
Onebeacon Insurance Group Ltd
OB
$2.98M 0.01%
205,337
-41,547
-17% -$621K
MDCO
1655
DELISTED
Medicines Co
MDCO
$2.97M 0.01%
103,790
+1,951
+2% +$54.3K
AVG
1656
DELISTED
AVG Technologies N.V.
AVG
$2.97M 0.01%
109,065
+596
+0.5% +$14.5K
CVSA
1657
Covista Inc
CVSA
$4.3B
$2.96M 0.01%
98,825
+998
+1% +$32.9K
ONB icon
1658
Old National Bancorp
ONB
$10.2B
$2.96M 0.01%
204,897
-837
-0.4% -$11.8K
SHG icon
1659
Shinhan Financial Group
SHG
$33.5B
$2.96M 0.01%
79,826
+11,208
+16% +$434K
MFC icon
1660
Manulife Financial
MFC
$74B
$2.95M 0.01%
158,780
+31,061
+24% +$577K
CHRD icon
1661
Chord Energy
CHRD
$7.81B
$2.95M 0.01%
186,163
+36,514
+24% +$615K
WMGI
1662
DELISTED
Wright Medical Group Inc
WMGI
$2.95M 0.01%
112,327
-2,618
-2% -$69.2K
VRTU
1663
DELISTED
Virtusa Corporation
VRTU
$2.94M 0.01%
57,272
-3,746
-6% -$166K
SSD icon
1664
Simpson Manufacturing
SSD
$7.84B
$2.94M 0.01%
86,465
-2,925
-3% -$101K
CALY
1665
Callaway Golf Company
CALY
$3.39B
$2.94M 0.01%
328,767
+5,658
+2% +$54K
LNCE
1666
DELISTED
Snyders-Lance, Inc.
LNCE
$2.94M 0.01%
91,024
-1,339
-1% -$41.3K
NVRI icon
1667
Enviri
NVRI
$637M
$2.94M 0.01%
177,930
+20,984
+13% +$347K
CGNX icon
1668
Cognex
CGNX
$11.1B
$2.93M 0.01%
121,816
+60
+0% +$1.47K
MTOR
1669
DELISTED
MERITOR, Inc.
MTOR
$2.92M 0.01%
222,811
-61,869
-22% -$830K
SID icon
1670
Companhia Siderúrgica Nacional
SID
$1.19B
$2.92M 0.01%
1,770,453
+489,308
+38% +$1.05M
OMCL icon
1671
Omnicell
OMCL
$1.61B
$2.92M 0.01%
77,441
+3,901
+5% +$142K
CHT icon
1672
Chunghwa Telecom
CHT
$33B
$2.92M 0.01%
91,355
-804
-0.9% -$25.6K
MTW icon
1673
Manitowoc
MTW
$511M
$2.91M 0.01%
164,133
-20,866
-11% -$380K
PINC
1674
DELISTED
Premier
PINC
$2.91M 0.01%
75,590
-4,610
-6% -$173K
UIS icon
1675
Unisys
UIS
$225M
$2.9M 0.01%
145,305
-5,633
-4% -$121K
65 66
67
68 69

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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.