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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
OA
1176
DELISTED
Orbital ATK, Inc.
OA
$5.04M 0.01%
68,632
+5,069
+8% +$381K
OUTR
1177
DELISTED
OUTERWALL INC
OUTR
$5.03M 0.01%
66,128
+10,937
+20% +$798K
HURN icon
1178
Huron Consulting
HURN
$2.41B
$5.03M 0.01%
71,786
+18,668
+35% +$1.22M
ALE
1179
DELISTED
Allete
ALE
$5.03M 0.01%
108,353
+8,551
+9% +$425K
CNK icon
1180
Cinemark Holdings
CNK
$4.24B
$5.01M 0.01%
124,739
+20,266
+19% +$844K
EHI
1181
Western Asset Global High Income Fund
EHI
$175M
$5.01M 0.01%
484,660
+24,015
+5% +$263K
CNL
1182
DELISTED
CLECO CRP (HOLDING CO)
CNL
$5M 0.01%
92,805
-1,497
-2% -$81.2K
CBT icon
1183
Cabot Corp
CBT
$4.54B
$5M 0.01%
133,980
+12,352
+10% +$533K
CNO icon
1184
CNO Financial Group
CNO
$5.14B
$4.99M 0.01%
272,135
-34,625
-11% -$628K
RY icon
1185
Royal Bank of Canada
RY
$291B
$4.99M 0.01%
81,586
+17,517
+27% +$1.13M
TDY icon
1186
Teledyne Technologies
TDY
$30.4B
$4.99M 0.01%
47,282
+2,969
+7% +$314K
POOL icon
1187
Pool Corp
POOL
$6.75B
$4.98M 0.01%
70,998
+5,844
+9% +$399K
THO icon
1188
Thor Industries
THO
$3.9B
$4.97M 0.01%
88,371
+1,402
+2% +$84.9K
RWT
1189
Redwood Trust
RWT
$574M
$4.97M 0.01%
316,780
+90,521
+40% +$1.54M
RRX icon
1190
Regal Rexnord
RRX
$13.7B
$4.96M 0.01%
68,395
+5,862
+9% +$453K
VE
1191
DELISTED
VEOLIA ENVIRONNEMENT
VE
$4.95M 0.01%
242,448
+42,431
+21% +$866K
RMD icon
1192
ResMed
RMD
$30.6B
$4.95M 0.01%
87,797
-4,326
-5% -$273K
SMG icon
1193
ScottsMiracle-Gro
SMG
$3.82B
$4.95M 0.01%
83,586
-21,317
-20% -$1.35M
POLY
1194
DELISTED
Plantronics, Inc.
POLY
$4.95M 0.01%
87,860
-1,952
-2% -$109K
DKS icon
1195
Dick's Sporting Goods
DKS
$17.5B
$4.94M 0.01%
95,439
+5,619
+6% +$309K
BAH icon
1196
Booz Allen Hamilton
BAH
$8.39B
$4.94M 0.01%
195,719
+52,759
+37% +$1.43M
FANG icon
1197
Diamondback Energy
FANG
$57.1B
$4.94M 0.01%
65,534
+33,267
+103% +$2.64M
ABM icon
1198
ABM Industries
ABM
$2.81B
$4.94M 0.01%
150,230
+5,529
+4% +$179K
ORI icon
1199
Old Republic International
ORI
$10.5B
$4.94M 0.01%
315,920
+17,666
+6% +$272K
KEP icon
1200
Korea Electric Power
KEP
$15.3B
$4.93M 0.01%
242,365
+10,576
+5% +$220K
46 47
48
49 50

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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.