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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
ITRI icon
1476
Itron
ITRI
$4.36B
$3.65M 0.01%
106,066
+29,446
+38% +$1.07M
CRS icon
1477
Carpenter Technology
CRS
$25.8B
$3.65M 0.01%
94,303
+13,484
+17% +$563K
BECN
1478
DELISTED
Beacon Roofing Supply, Inc.
BECN
$3.65M 0.01%
109,806
+16,060
+17% +$505K
WP
1479
DELISTED
Worldpay, Inc.
WP
$3.64M 0.01%
95,410
-6,009
-6% -$238K
PLCM
1480
DELISTED
POLYCOM INC
PLCM
$3.64M 0.01%
318,254
-35,917
-10% -$469K
HLIT icon
1481
Harmonic Inc
HLIT
$1.25B
$3.64M 0.01%
532,892
-11,902
-2% -$84.7K
TILE icon
1482
Interface
TILE
$1.99B
$3.63M 0.01%
145,073
+26,450
+22% +$586K
DIN icon
1483
Dine Brands
DIN
$456M
$3.63M 0.01%
36,663
-206
-0.6% -$20.5K
NM
1484
DELISTED
Navios Maritime Holdings Inc.
NM
$3.63M 0.01%
97,462
+8,325
+9% +$315K
LTM
1485
DELISTED
LATAM Airlines Group S.A American Depositary Shares (Each representing 1 Common Share)
LTM
$3.62M 0.01%
514,716
-24,902
-5% -$213K
BOI
1486
DELISTED
Brookfield Mtge Opportunity Fd
BOI
$3.62M 0.01%
229,226
-12,267
-5% -$198K
SKYW icon
1487
Skywest
SKYW
$4.24B
$3.62M 0.01%
240,754
+50,593
+27% +$755K
SHLM
1488
DELISTED
Schulman (A.) Inc
SHLM
$3.61M 0.01%
82,671
+6,617
+9% +$295K
PIM
1489
Franklin Master Intermediate Income Trust
PIM
$150M
$3.61M 0.01%
765,136
+103,044
+16% +$498K
CMP icon
1490
Compass Minerals
CMP
$1.23B
$3.6M 0.01%
43,859
+2,406
+6% +$212K
NP
1491
DELISTED
Neenah, Inc. Common Stock
NP
$3.6M 0.01%
61,102
-7,976
-12% -$485K
RYN icon
1492
Rayonier
RYN
$6.55B
$3.6M 0.01%
155,360
+66,674
+75% +$1.57M
PRKS icon
1493
United Parks & Resorts
PRKS
$2.1B
$3.6M 0.01%
195,197
+31,535
+19% +$654K
PRXL
1494
DELISTED
Parexel International Corp
PRXL
$3.6M 0.01%
55,960
+4,814
+9% +$324K
KMPR icon
1495
Kemper
KMPR
$1.67B
$3.59M 0.01%
93,200
+3,597
+4% +$136K
SF
1496
Stifel
SF
$12.6B
$3.58M 0.01%
139,628
-4,795
-3% -$118K
WAIR
1497
DELISTED
WESCO Aircraft Holdings Inc.
WAIR
$3.58M 0.01%
236,518
+156,238
+195% +$2.43M
ABGB
1498
DELISTED
Abengoa SA Class B
ABGB
$3.58M 0.01%
225,375
+72,814
+48% +$1.23M
WRLD icon
1499
World Acceptance Corp
WRLD
$838M
$3.57M 0.01%
58,060
+20,042
+53% +$1.6M
RCPT
1500
DELISTED
RECEPTOS INC COM STK (DE)
RCPT
$3.57M 0.01%
18,782
+10,689
+132% +$1.77M
58 59
60
61 62

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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.