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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
HE icon
1201
Hawaiian Electric Industries
HE
$2.23B
$4.93M 0.01%
165,904
-5,212
-3% -$162K
KBR icon
1202
KBR
KBR
$4.62B
$4.93M 0.01%
253,183
+55,588
+28% +$996K
MINI
1203
DELISTED
Mobile Mini Inc
MINI
$4.92M 0.01%
117,057
-2,086
-2% -$85.4K
LECO icon
1204
Lincoln Electric
LECO
$14.2B
$4.91M 0.01%
80,685
-1,417
-2% -$93.9K
NDSN icon
1205
Nordson
NDSN
$16.6B
$4.91M 0.01%
62,999
+8,070
+15% +$651K
ROL icon
1206
Rollins
ROL
$18.3B
$4.9M 0.01%
386,676
-16,504
-4% -$186K
IQV icon
1207
IQVIA
IQV
$38.7B
$4.9M 0.01%
67,483
+16,898
+33% +$1.16M
AVNT icon
1208
Avient
AVNT
$3.33B
$4.88M 0.01%
124,722
+3,503
+3% +$137K
CTRX
1209
DELISTED
CATAMARAN CORP COM STK (CDA)
CTRX
$4.88M 0.01%
79,835
+7,742
+11% +$465K
CSGS
1210
DELISTED
CSG Systems International
CSGS
$4.86M 0.01%
153,555
+5,932
+4% +$183K
FR icon
1211
First Industrial Realty Trust
FR
$8.73B
$4.86M 0.01%
259,268
+11,131
+4% +$223K
ITT icon
1212
ITT
ITT
$17.5B
$4.86M 0.01%
116,043
+6,444
+6% +$269K
CYS
1213
DELISTED
CYS Investments Inc.
CYS
$4.85M 0.01%
627,869
+15,445
+3% +$136K
TWTR
1214
DELISTED
Twitter, Inc.
TWTR
$4.85M 0.01%
133,954
-66,366
-33% -$2.71M
VSH icon
1215
Vishay Intertechnology
VSH
$5.25B
$4.84M 0.01%
414,608
-44,377
-10% -$571K
JJSF icon
1216
J&J Snack Foods
JJSF
$1.43B
$4.84M 0.01%
43,718
+2,042
+5% +$221K
PF
1217
DELISTED
Pinnacle Foods, Inc.
PF
$4.84M 0.01%
106,190
+19,233
+22% +$813K
GLO
1218
Clough Global Opportunities Fund
GLO
$250M
$4.83M 0.01%
400,868
+2,971
+0.7% +$37.1K
EAD
1219
Allspring Income Opportunities Fund
EAD
$372M
$4.83M 0.01%
583,905
+8,439
+1% +$73.9K
GPI icon
1220
Group 1 Automotive
GPI
$3.42B
$4.83M 0.01%
53,148
-2,735
-5% -$234K
PEI
1221
DELISTED
Pennsylvania Real Estate Investment Trust
PEI
$4.82M 0.01%
15,067
+1,347
+10% +$454K
PSO icon
1222
Pearson
PSO
$10.2B
$4.81M 0.01%
253,656
+29,508
+13% +$603K
MLI icon
1223
Mueller Industries
MLI
$14.7B
$4.8M 0.01%
552,676
-7,932
-1% -$70.9K
CPRT icon
1224
Copart
CPRT
$27B
$4.8M 0.01%
1,081,472
+30,400
+3% +$137K
SIGI icon
1225
Selective Insurance
SIGI
$5.65B
$4.8M 0.01%
170,991
+12,147
+8% +$338K
47 48
49
50 51

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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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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.