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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
MUE
1451
DELISTED
BlackRock MuniHoldings Quality Fund II
MUE
$3.78M 0.01%
295,029
-8,796
-3% -$117K
ELS icon
1452
Equity Lifestyle Properties
ELS
$12.6B
$3.76M 0.01%
143,002
-8,340
-6% -$224K
AMKR icon
1453
Amkor Technology
AMKR
$12.4B
$3.76M 0.01%
628,087
-183,196
-23% -$1.32M
PNK
1454
DELISTED
Pinnacle Entertainment Inc.
PNK
$3.75M 0.01%
100,713
-4,857
-5% -$179K
LR
1455
DELISTED
LAFARGE ADS (1/4 COM) NEW
LR
$3.75M 0.01%
226,586
+15,375
+7% +$255K
AIT icon
1456
Applied Industrial Technologies
AIT
$12.8B
$3.75M 0.01%
94,624
+12,904
+16% +$548K
HNGR
1457
DELISTED
Hanger Inc.
HNGR
$3.75M 0.01%
159,993
-22,953
-13% -$536K
EE
1458
DELISTED
El Paso Electric Company
EE
$3.75M 0.01%
108,152
+21,371
+25% +$779K
AKO.B icon
1459
Embotelladora Andina Series B
AKO.B
$4.74B
$3.73M 0.01%
186,957
+102,898
+122% +$1.92M
CBM
1460
DELISTED
Cambrex Corporation
CBM
$3.72M 0.01%
84,750
-6,302
-7% -$261K
IPCC
1461
DELISTED
Infinity Property & Casualty C
IPCC
$3.72M 0.01%
49,059
-475
-1% -$36K
HTLD icon
1462
Heartland Express
HTLD
$948M
$3.69M 0.01%
182,647
-54,304
-23% -$1.17M
VG
1463
DELISTED
Vonage Holdings Corporation
VG
$3.69M 0.01%
752,535
+47,819
+7% +$230K
NTUS
1464
DELISTED
Natus Medical Inc
NTUS
$3.69M 0.01%
86,622
-9,947
-10% -$396K
CRI icon
1465
Carter's
CRI
$1.42B
$3.68M 0.01%
34,642
+7,127
+26% +$715K
PRA
1466
DELISTED
ProAssurance
PRA
$3.68M 0.01%
79,628
-7,301
-8% -$332K
WEN icon
1467
Wendy's
WEN
$1.4B
$3.68M 0.01%
326,204
+632
+0.2% +$6.96K
AAWW
1468
DELISTED
Atlas Air Worldwide Holdings, Inc.
AAWW
$3.68M 0.01%
66,891
-3,063
-4% -$158K
MSCI icon
1469
MSCI
MSCI
$41.6B
$3.67M 0.01%
59,658
-681
-1% -$42.2K
ASB icon
1470
Associated Banc-Corp
ASB
$5.83B
$3.67M 0.01%
181,037
+14,075
+8% +$272K
CTCM
1471
DELISTED
CTC MEDIA INC COM STK
CTCM
$3.67M 0.01%
1,615,981
-743,234
-32% -$2.62M
LYV icon
1472
Live Nation Entertainment
LYV
$40.6B
$3.66M 0.01%
133,279
-14,867
-10% -$406K
TRMB icon
1473
Trimble
TRMB
$13.2B
$3.66M 0.01%
156,096
+7,415
+5% +$181K
LAD icon
1474
Lithia Motors
LAD
$8.47B
$3.66M 0.01%
32,316
-299
-0.9% -$31.8K
NYT icon
1475
New York Times
NYT
$12.1B
$3.66M 0.01%
267,809
-6,053
-2% -$83.5K
57 58
59
60 61

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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.