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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
VC icon
1226
Visteon
VC
$2.79B
$4.78M 0.01%
45,521
-20,675
-31% -$2.18M
EDE
1227
DELISTED
Empire District Electric
EDE
$4.78M 0.01%
219,071
+5,958
+3% +$140K
TKC icon
1228
Turkcell
TKC
$4.68B
$4.77M 0.01%
415,266
+20,959
+5% +$235K
TTC icon
1229
Toro Company
TTC
$8.75B
$4.77M 0.01%
140,636
+11,118
+9% +$381K
IMKTA icon
1230
Ingles Markets
IMKTA
$1.71B
$4.76M 0.01%
99,581
+11,860
+14% +$572K
SITC icon
1231
SITE Centers
SITC
$225M
$4.75M 0.01%
238,405
-7,834
-3% -$174K
KNGT
1232
DELISTED
KNIGHT TRANSPORTATION INC
KNGT
$4.75M 0.01%
177,439
-39,530
-18% -$1.06M
CIM
1233
Chimera Investment
CIM
$1.04B
$4.74M 0.01%
115,305
-25,286
-18% -$1.13M
MPWR icon
1234
Monolithic Power Systems
MPWR
$70.1B
$4.74M 0.01%
93,536
+10,064
+12% +$533K
CW icon
1235
Curtiss-Wright
CW
$26.7B
$4.74M 0.01%
65,445
-1,441
-2% -$106K
ACIW icon
1236
ACI Worldwide
ACIW
$5.83B
$4.74M 0.01%
192,855
+13,318
+7% +$313K
SGI
1237
Somnigroup International
SGI
$13.7B
$4.73M 0.01%
287,228
+6,704
+2% +$102K
SVU
1238
DELISTED
SUPERVALU Inc.
SVU
$4.73M 0.01%
83,532
-24,605
-23% -$1.64M
TIMB icon
1239
TIM SA
TIMB
$9.16B
$4.73M 0.01%
288,985
+1,626
+0.6% +$25.9K
DFT
1240
DELISTED
DuPont Fabros Technology Inc.
DFT
$4.73M 0.01%
160,491
+4,316
+3% +$137K
TLN
1241
DELISTED
Talen Energy Corporation
TLN
$4.73M 0.01%
+275,432
New +$5.2M
SWX icon
1242
Southwest Gas
SWX
$6.47B
$4.72M 0.01%
88,747
-3,940
-4% -$216K
CNMD icon
1243
CONMED
CNMD
$1.39B
$4.72M 0.01%
80,989
-873
-1% -$47.1K
GGB icon
1244
Gerdau
GGB
$9.74B
$4.71M 0.01%
2,460,464
+368,466
+18% +$888K
AGC
1245
DELISTED
Advent Claymore Conv Sec & Incme
AGC
$4.7M 0.01%
733,373
+184,723
+34% +$1.26M
CAB
1246
DELISTED
Cabela's Inc
CAB
$4.7M 0.01%
93,930
+607
+0.7% +$32.1K
DRH icon
1247
Diamondrock Hospitality Co
DRH
$2.71B
$4.69M 0.01%
366,144
+7,115
+2% +$96K
FHI icon
1248
Federated Hermes
FHI
$4.55B
$4.69M 0.01%
140,056
-2,406
-2% -$82.9K
EOI
1249
Eaton Vance Enhanced Equity Income Fund
EOI
$811M
$4.69M 0.01%
357,084
-39,856
-10% -$546K
RGLD icon
1250
Royal Gold
RGLD
$16.8B
$4.69M 0.01%
76,099
-324
-0.4% -$20.8K
48 49
50
51 52

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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.