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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
SXT icon
1276
Sensient Technologies
SXT
$5.26B
$4.56M 0.01%
66,722
+4,732
+8% +$321K
PLXS icon
1277
Plexus
PLXS
$6.72B
$4.55M 0.01%
103,702
-5,275
-5% -$234K
ABG icon
1278
Asbury Automotive
ABG
$4.31B
$4.55M 0.01%
50,180
+351
+0.7% +$30.5K
UPBD icon
1279
Upbound Group
UPBD
$1.13B
$4.54M 0.01%
160,280
+31,165
+24% +$935K
AWC
1280
DELISTED
Alumina Ltd
AWC
$4.54M 0.01%
972,705
+170,913
+21% +$798K
SONC
1281
DELISTED
Sonic Corp
SONC
$4.53M 0.01%
157,321
-54,176
-26% -$1.66M
FWONK icon
1282
Liberty Media Series C
FWONK
$24.6B
$4.53M 0.01%
178,117
-4,452
-2% -$120K
HOUS
1283
DELISTED
Anywhere Real Estate
HOUS
$4.5M 0.01%
96,422
-16,152
-14% -$751K
BDN
1284
Brandywine Realty Trust
BDN
$524M
$4.5M 0.01%
339,112
-17,193
-5% -$249K
ALKS icon
1285
Alkermes
ALKS
$8.22B
$4.5M 0.01%
69,906
-14,376
-17% -$880K
BWXT icon
1286
BWX Technologies
BWXT
$15.5B
$4.49M 0.01%
191,509
+1,452
+0.8% +$34.1K
JHX icon
1287
James Hardie Industries
JHX
$15.3B
$4.49M 0.01%
338,910
+81,855
+32% +$1.04M
ODFL icon
1288
Old Dominion Freight Line
ODFL
$44.1B
$4.49M 0.01%
196,377
+765
+0.4% +$18.2K
FRC
1289
DELISTED
First Republic Bank
FRC
$4.48M 0.01%
71,111
+3,939
+6% +$238K
ASX icon
1290
ASE Group
ASX
$77.3B
$4.48M 0.01%
678,943
+308,864
+83% +$2.15M
SYKE
1291
DELISTED
SYKES Enterprises Inc
SYKE
$4.48M 0.01%
184,676
-2,107
-1% -$52.1K
UVV icon
1292
Universal Corp
UVV
$1.31B
$4.47M 0.01%
78,015
+13,666
+21% +$691K
VVC
1293
DELISTED
Vectren Corporation
VVC
$4.47M 0.01%
116,190
-30,241
-21% -$1.28M
EBS icon
1294
Emergent Biosolutions
EBS
$373M
$4.44M 0.01%
134,623
-11,319
-8% -$351K
IRDM icon
1295
Iridium Communications
IRDM
$5.02B
$4.44M 0.01%
488,053
+111,691
+30% +$1.15M
KMT icon
1296
Kennametal
KMT
$2.59B
$4.43M 0.01%
129,880
+43,195
+50% +$1.55M
NSP icon
1297
Insperity
NSP
$1.93B
$4.43M 0.01%
174,124
-41,308
-19% -$1.08M
PMCS
1298
DELISTED
P M C SIERRA INC
PMCS
$4.43M 0.01%
517,156
+21,715
+4% +$194K
BKD icon
1299
Brookdale Senior Living
BKD
$3.49B
$4.43M 0.01%
127,544
+20,399
+19% +$752K
ELUX
1300
DELISTED
AKTIEB. ELECTROLUX B ADR SPNSD
ELUX
$4.43M 0.01%
70,400
+7,669
+12% +$482K
50 51
52
53 54

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MCM
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PSUF
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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.