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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
DNKN
976
DELISTED
Dunkin' Brands Group, Inc.
DNKN
$6.58M 0.01%
119,732
+98,008
+451% +$5.07M
EOCC
977
DELISTED
Enel Generacion Chile S.A.
EOCC
$6.57M 0.01%
229,044
-6,315
-3% -$198K
INVX
978
Innovex International
INVX
$1.96B
$6.56M 0.01%
87,134
+3,627
+4% +$273K
BPOP icon
979
Popular Inc
BPOP
$11.2B
$6.55M 0.01%
226,988
+21,952
+11% +$738K
YPF icon
980
YPF
YPF
$206B
$6.55M 0.01%
238,795
+21,184
+10% +$618K
STE icon
981
Steris
STE
$22.3B
$6.51M 0.01%
100,982
+21,924
+28% +$1.48M
EWBC icon
982
East-West Bancorp
EWBC
$17.9B
$6.5M 0.01%
145,025
-4,943
-3% -$212K
IBKC
983
DELISTED
IBERIABANK Corp
IBKC
$6.49M 0.01%
95,083
+25,272
+36% +$1.66M
VALE icon
984
Vale
VALE
$64.1B
$6.48M 0.01%
1,099,764
-641,835
-37% -$4.3M
CVG
985
DELISTED
Convergys
CVG
$6.48M 0.01%
254,094
-1,825
-0.7% -$44.2K
AJG icon
986
Arthur J. Gallagher & Co
AJG
$64.1B
$6.47M 0.01%
136,862
-30,116
-18% -$1.45M
TYL icon
987
Tyler Technologies
TYL
$12.7B
$6.47M 0.01%
50,026
+3,619
+8% +$450K
DY icon
988
Dycom Industries
DY
$12B
$6.47M 0.01%
109,877
-19,408
-15% -$1.03M
TKR icon
989
Timken Company
TKR
$9.56B
$6.46M 0.01%
176,734
-8,822
-5% -$352K
HMN icon
990
Horace Mann Educators
HMN
$2.1B
$6.45M 0.01%
177,183
-24,738
-12% -$870K
WR
991
DELISTED
Westar Energy Inc
WR
$6.44M 0.01%
188,256
+5,122
+3% +$187K
DAR icon
992
Darling Ingredients
DAR
$9.64B
$6.44M 0.01%
439,272
+10,170
+2% +$150K
WBD icon
993
Warner Bros
WBD
$65.9B
$6.44M 0.01%
193,502
+26,525
+16% +$875K
B
994
DELISTED
Barnes Group Inc.
B
$6.42M 0.01%
164,707
+11,262
+7% +$454K
COLM icon
995
Columbia Sportswear
COLM
$3.04B
$6.41M 0.01%
105,988
+5,446
+5% +$323K
PZZA icon
996
Papa John's
PZZA
$984M
$6.37M 0.01%
84,228
-3,866
-4% -$258K
DCI icon
997
Donaldson
DCI
$10.9B
$6.37M 0.01%
177,837
+44,707
+34% +$1.63M
MTG icon
998
MGIC Investment
MTG
$6.16B
$6.35M 0.01%
558,247
+228,662
+69% +$2.44M
RJF icon
999
Raymond James Financial
RJF
$33.8B
$6.34M 0.01%
159,627
+4,866
+3% +$189K
SNV
1000
DELISTED
Synovus
SNV
$6.33M 0.01%
205,459
+77,692
+61% +$2.25M
38 39
40
41 42

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MCM
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PSUF
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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.