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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
POWL icon
2826
Powell Industries
POWL
$7.6B
$593K ﹤0.01%
50,577
-12,816
-20% -$153K
RMAX icon
2827
RE/MAX Holdings
RMAX
$193M
$593K ﹤0.01%
+16,690
New +$568K
FTK icon
2828
Flotek Industries
FTK
$852M
$592K ﹤0.01%
7,871
-2,525
-24% -$204K
OPY icon
2829
Oppenheimer Holdings
OPY
$1.14B
$591K ﹤0.01%
22,470
-664
-3% -$16.6K
MESG
2830
DELISTED
XURA INC COM (DE)
MESG
$591K ﹤0.01%
29,415
+462
+2% +$10.6K
CRMT icon
2831
America's Car Mart
CRMT
$26.6M
$590K ﹤0.01%
11,966
+4,374
+58% +$229K
GOGO icon
2832
Gogo Inc
GOGO
$565M
$590K ﹤0.01%
27,511
-40
-0.1% -$854
PHIIK
2833
DELISTED
PHI, Inc. Non-Voting Common Stock
PHIIK
$590K ﹤0.01%
19,644
+273
+1% +$8.98K
FC icon
2834
Franklin Covey
FC
$242M
$589K ﹤0.01%
29,018
-3,984
-12% -$77.8K
OLED icon
2835
Universal Display
OLED
$3.68B
$588K ﹤0.01%
11,368
-1,068
-9% -$53.9K
CSFL
2836
DELISTED
CenterState Bank Corporation Common Stock
CSFL
$587K ﹤0.01%
43,437
-5,307
-11% -$67.1K
CVO
2837
DELISTED
Cenevo, Inc.
CVO
$587K ﹤0.01%
34,606
-11,707
-25% -$213K
ESI
2838
DELISTED
ITT EDUCATIONAL SERVICES INC
ESI
$587K ﹤0.01%
147,900
-29,429
-17% -$136K
AOSL icon
2839
Alpha and Omega Semiconductor
AOSL
$950M
$584K ﹤0.01%
66,786
-2,886
-4% -$24.8K
ALR
2840
DELISTED
AlerisLife Inc
ALR
$584K ﹤0.01%
12,175
-1,165
-9% -$52.9K
AXAS
2841
DELISTED
Abraxas Petroleum Corp
AXAS
$580K ﹤0.01%
9,829
+1,742
+22% +$114K
AREX
2842
DELISTED
Approach Resources Inc.
AREX
$580K ﹤0.01%
84,685
+4,884
+6% +$36.8K
LL
2843
DELISTED
LL Flooring Holdings, Inc.
LL
$577K ﹤0.01%
+27,874
New +$733K
SPNT icon
2844
SiriusPoint
SPNT
$2.75B
$575K ﹤0.01%
38,962
+1,862
+5% +$26.9K
SHOS
2845
DELISTED
Sears Hometown and Outlet Stores, Inc.
SHOS
$575K ﹤0.01%
60,535
+13,076
+28% +$100K
RAIL icon
2846
FreightCar America
RAIL
$261M
$574K ﹤0.01%
27,487
+930
+4% +$23.6K
FNLC icon
2847
First Bancorp
FNLC
$396M
$573K ﹤0.01%
29,495
+10,389
+54% +$180K
VIA
2848
DELISTED
Via Renewables, Inc. Class A Common Stock
VIA
$573K ﹤0.01%
14,546
+6,718
+86% +$232K
SFY
2849
DELISTED
SWIFT ENERGY CO (HOLDING COMPANY)
SFY
$572K ﹤0.01%
281,701
-73,745
-21% -$182K
USB.PRM
2850
DELISTED
U.S. Bancorp Depositary Shares, each representing 1/1000th interest in a share of Series F Non-Cumul
USB.PRM
$572K ﹤0.01%
20,272
+3,565
+21% +$105K
112 113
114
115 116

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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.