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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
GVA icon
1601
Granite Construction
GVA
$5.29B
$3.17M 0.01%
89,235
-1,021
-1% -$37.3K
WRI
1602
DELISTED
Weingarten Realty Investors
WRI
$3.17M 0.01%
96,943
-9,779
-9% -$331K
QLIK
1603
DELISTED
QLIK TECHNOLOGIES INC COM STK (DE)
QLIK
$3.17M 0.01%
90,609
-13,188
-13% -$467K
KAMN
1604
DELISTED
Kaman Corp
KAMN
$3.17M 0.01%
75,464
+1,583
+2% +$67K
BLOX
1605
DELISTED
Infoblox Inc
BLOX
$3.16M 0.01%
120,615
+33,403
+38% +$843K
CSH
1606
DELISTED
CASH AMERICA INTERNATIONAL INC
CSH
$3.15M 0.01%
120,367
+41,218
+52% +$1.09M
SNP
1607
DELISTED
CHINA PETROLEUM & CHEMICAL CORPORATION ADS (REP 100 ORDINARY H SHARES)
SNP
$3.15M 0.01%
36,763
-12,427
-25% -$1.09M
SUSQ
1608
DELISTED
SUSQUEHANNA BANCSHARES INC
SUSQ
$3.14M 0.01%
222,513
-14,567
-6% -$202K
GMED icon
1609
Globus Medical
GMED
$10.7B
$3.14M 0.01%
122,212
+3,726
+3% +$94.4K
IRC
1610
DELISTED
INLAND REAL ESTATE CORP
IRC
$3.13M 0.01%
331,868
+4,860
+1% +$49.7K
ARI
1611
Apollo Commercial Real Estate
ARI
$867M
$3.12M 0.01%
189,569
+46,820
+33% +$804K
NAVG
1612
DELISTED
Navigators Group Inc
NAVG
$3.1M 0.01%
80,024
-8,514
-10% -$333K
MIN
1613
Aberdeen Intermediate Income Fund
MIN
$274M
$3.09M 0.01%
669,544
+200,446
+43% +$960K
NCLH icon
1614
Norwegian Cruise Line
NCLH
$8.51B
$3.09M 0.01%
55,196
+19,151
+53% +$1.03M
OSPN icon
1615
OneSpan
OSPN
$574M
$3.09M 0.01%
102,283
+2,428
+2% +$66K
RES icon
1616
RPC Inc
RES
$1.24B
$3.09M 0.01%
223,181
-4,704
-2% -$69.4K
GOV
1617
DELISTED
Government Properties Income Trust
GOV
$3.09M 0.01%
166,351
+11,006
+7% +$225K
CDP icon
1618
COPT Defense Properties
CDP
$4.3B
$3.08M 0.01%
131,037
-16,890
-11% -$450K
WDFC icon
1619
WD-40
WDFC
$3.05B
$3.08M 0.01%
35,381
-5,204
-13% -$441K
HUBG icon
1620
HUB Group
HUBG
$2.85B
$3.08M 0.01%
152,606
+39,010
+34% +$798K
ATW
1621
DELISTED
Atwood Oceanics
ATW
$3.08M 0.01%
116,411
-38,493
-25% -$1.18M
KOF icon
1622
Coca-Cola Femsa
KOF
$22.7B
$3.07M 0.01%
38,681
-39,653
-51% -$3.24M
GPK icon
1623
Graphic Packaging
GPK
$3.17B
$3.07M 0.01%
220,345
-52,126
-19% -$747K
NNA
1624
DELISTED
Navios Maritime Acquisition Corporation
NNA
$3.07M 0.01%
56,997
-5,602
-9% -$309K
CHS
1625
DELISTED
Chicos FAS, Inc.
CHS
$3.07M 0.01%
184,406
+34,403
+23% +$587K
63 64
65
66 67

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MCM
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PSUF
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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.