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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
LPX icon
1926
Louisiana-Pacific
LPX
$5.06B
$2.19M ﹤0.01%
128,690
+27,721
+27% +$471K
BXMT icon
1927
Blackstone Mortgage Trust
BXMT
$2.45B
$2.19M ﹤0.01%
78,524
+13,800
+21% +$413K
PVTB
1928
DELISTED
PrivateBancorp Inc
PVTB
$2.18M ﹤0.01%
54,859
-20,340
-27% -$777K
BCH icon
1929
Banco de Chile
BCH
$20.9B
$2.17M ﹤0.01%
109,186
+2,498
+2% +$52.1K
BLUE
1930
DELISTED
bluebird bio
BLUE
$2.17M ﹤0.01%
995
+581
+140% +$1.18M
CAVM
1931
DELISTED
Cavium, Inc.
CAVM
$2.15M ﹤0.01%
31,258
-9,564
-23% -$670K
KOP icon
1932
Koppers
KOP
$943M
$2.15M ﹤0.01%
86,963
+12,777
+17% +$309K
CLMS
1933
DELISTED
Calamos Asset Management, Inc.
CLMS
$2.15M ﹤0.01%
175,409
-5,066
-3% -$62.6K
ESE icon
1934
ESCO Technologies
ESE
$8.17B
$2.15M ﹤0.01%
57,380
-951
-2% -$35.9K
IPCM
1935
DELISTED
IPC HEALTHCARE INC COM DTD
IPCM
$2.14M ﹤0.01%
38,701
+3,762
+11% +$191K
EBIX
1936
DELISTED
Ebix Inc
EBIX
$2.14M ﹤0.01%
65,702
+15,956
+32% +$512K
AFAM
1937
DELISTED
Almost Family Inc
AFAM
$2.14M ﹤0.01%
53,685
-2,222
-4% -$91.5K
AHT
1938
Ashford Hospitality Trust
AHT
$20.9M
$2.14M ﹤0.01%
256
-101
-28% -$892K
NNC
1939
DELISTED
Nuveen North Carolina Quality Municipal Income Fund
NNC
$2.14M ﹤0.01%
168,623
– –
RGS icon
1940
Regis Corp
RGS
$68.4M
$2.14M ﹤0.01%
6,784
+1,110
+20% +$371K
AMU
1941
DELISTED
ETRACS Alerian MLP Index ETN
AMU
$2.13M ﹤0.01%
85,178
-78
-0.1% -$2.14K
IOSP icon
1942
Innospec
IOSP
$2.12B
$2.13M ﹤0.01%
47,260
+3,303
+8% +$148K
AVX
1943
DELISTED
AVX Corporation
AVX
$2.13M ﹤0.01%
158,162
-560
-0.4% -$7.92K
MBT
1944
DELISTED
Mobile TeleSystems Public Joint Stock Company American Depositary Shares (Each representing 2 Shares
MBT
$2.13M ﹤0.01%
217,736
-494,091
-69% -$5.41M
REX icon
1945
REX American Resources
REX
$1.42B
$2.13M ﹤0.01%
200,502
+46,224
+30% +$487K
FLTX
1946
DELISTED
Fleetmatics Group PLC
FLTX
$2.13M ﹤0.01%
45,413
-14
-0% -$620
PRI icon
1947
Primerica
PRI
$9.98B
$2.13M ﹤0.01%
46,522
-16,168
-26% -$755K
WWW icon
1948
Wolverine World Wide
WWW
$1.61B
$2.12M ﹤0.01%
74,434
-1,811
-2% -$55.4K
ADX icon
1949
Adams Diversified Equity Fund
ADX
$3.13B
$2.12M ﹤0.01%
151,687
+29,165
+24% +$412K
SCSC icon
1950
Scansource
SCSC
$1.15B
$2.12M ﹤0.01%
55,609
+2,532
+5% +$101K
76 77
78
79 80

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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.