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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
FPO
2376
DELISTED
First Potomac Realty Trust
FPO
$1.18M ﹤0.01%
114,725
+4,334
+4% +$46.7K
EVR icon
2377
Evercore
EVR
$12.4B
$1.18M ﹤0.01%
21,890
-253
-1% -$12.9K
SLCA
2378
DELISTED
U.S. SILICA HOLDINGS, INC.
SLCA
$1.18M ﹤0.01%
40,163
+1,788
+5% +$60.4K
CCJ icon
2379
Cameco
CCJ
$37.6B
$1.18M ﹤0.01%
82,520
+11,158
+16% +$176K
OPCH icon
2380
Option Care Health
OPCH
$3.45B
$1.18M ﹤0.01%
81,064
+37,826
+87% +$640K
HLX icon
2381
Helix Energy Solutions
HLX
$1.4B
$1.18M ﹤0.01%
93,099
+25,400
+38% +$401K
GG
2382
DELISTED
Goldcorp Inc
GG
$1.18M ﹤0.01%
72,614
-4,362
-6% -$79.5K
CVE icon
2383
Cenovus Energy
CVE
$55.7B
$1.17M ﹤0.01%
73,307
-24,757
-25% -$431K
WIT icon
2384
Wipro
WIT
$19.6B
$1.17M ﹤0.01%
523,147
+58,507
+13% +$132K
DF
2385
DELISTED
Dean Foods Company
DF
$1.17M ﹤0.01%
72,607
-10,643
-13% -$186K
TNET icon
2386
TriNet
TNET
$3.02B
$1.17M ﹤0.01%
46,227
-42,175
-48% -$1.32M
TBNK
2387
DELISTED
Territorial Bancorp Inc.
TBNK
$1.17M ﹤0.01%
48,244
+2,846
+6% +$66.4K
ICL icon
2388
ICL Group
ICL
$6.53B
$1.17M ﹤0.01%
167,550
+36,954
+28% +$263K
NTLS
2389
DELISTED
NTELOS HLDGS CORP COM
NTLS
$1.17M ﹤0.01%
253,007
+19,090
+8% +$121K
FFIN icon
2390
First Financial Bankshares
FFIN
$5.04B
$1.17M ﹤0.01%
67,364
-36,114
-35% -$550K
HVB
2391
DELISTED
HUDSON VY HLDG CORP
HVB
$1.16M ﹤0.01%
41,184
-6,468
-14% -$168K
ASCMA
2392
DELISTED
Ascent Capital Group, Inc. Series A
ASCMA
$1.16M ﹤0.01%
27,196
+4,917
+22% +$199K
BANR icon
2393
Banner Corp
BANR
$2.39B
$1.16M ﹤0.01%
24,166
+4,289
+22% +$199K
DAKT icon
2394
Daktronics
DAKT
$955M
$1.16M ﹤0.01%
97,616
+1,783
+2% +$19.7K
NBIX icon
2395
Neurocrine Biosciences
NBIX
$16.8B
$1.16M ﹤0.01%
24,252
+2,692
+12% +$114K
BAC.PRY.CL
2396
DELISTED
BANK OF AMERICA CORPORATION Depositary Shares representing a 1/1,000 th interest in a share of 6.500
BAC.PRY.CL
$1.16M ﹤0.01%
45,813
+10,728
+31% +$276K
EMWP
2397
DELISTED
Eros Media World PLC
EMWP
$1.15M ﹤0.01%
2,297
+1,076
+88% +$418K
MX
2398
DELISTED
METSO CRP ADS (REP 1 SHS)
MX
$1.15M ﹤0.01%
169,891
+123,568
+267% +$839K
CADE
2399
DELISTED
Cadence Bank
CADE
$1.15M ﹤0.01%
44,739
-34,454
-44% -$850K
BCA
2400
DELISTED
CORPBANCA SPONSORED ADR REPSTG (1-1,500)COM STK
BCA
$1.15M ﹤0.01%
69,792
+5,778
+9% +$101K
94 95
96
97 98

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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.