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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
VKQ icon
1701
Invesco Municipal Trust
VKQ
$538M
$2.82M 0.01%
234,861
+36,140
+18% +$447K
MAGN
1702
Magnera Corp
MAGN
$486M
$2.81M 0.01%
9,845
-4,035
-29% -$1.28M
WBS icon
1703
Webster Financial
WBS
$12.6B
$2.81M 0.01%
71,105
-2,204
-3% -$83.1K
CVA
1704
DELISTED
Covanta Holding Corporation
CVA
$2.81M 0.01%
132,564
+51,251
+63% +$1.12M
XPO icon
1705
XPO
XPO
$23B
$2.81M 0.01%
179,726
-40,815
-19% -$662K
RTI
1706
DELISTED
RTI INTL METALS INC(HLDG CO)
RTI
$2.81M 0.01%
88,979
-1,168
-1% -$42.4K
PKX icon
1707
POSCO
PKX
$16.1B
$2.8M 0.01%
57,127
+3,594
+7% +$199K
VTLE
1708
DELISTED
Vital Energy
VTLE
$2.8M 0.01%
11,131
+890
+9% +$254K
AFSI
1709
DELISTED
AmTrust Financial Services, Inc.
AFSI
$2.8M 0.01%
85,440
-1,954
-2% -$59K
NNN icon
1710
NNN REIT
NNN
$9.01B
$2.8M 0.01%
79,911
-2,770
-3% -$106K
NUS icon
1711
Nu Skin
NUS
$252M
$2.8M 0.01%
59,344
-4,382
-7% -$237K
OSIS icon
1712
OSI Systems
OSIS
$3.68B
$2.79M 0.01%
39,490
+11,601
+42% +$839K
MTRN icon
1713
Materion
MTRN
$4.47B
$2.79M 0.01%
79,248
-1,057
-1% -$40.7K
ABMD
1714
DELISTED
Abiomed Inc
ABMD
$2.79M 0.01%
42,458
+10,879
+34% +$723K
FFG
1715
DELISTED
FBL Financial Group
FFG
$2.79M 0.01%
48,355
-5,810
-11% -$344K
PMT
1716
PennyMac Mortgage Investment
PMT
$823M
$2.79M 0.01%
159,850
+8,583
+6% +$167K
CBU icon
1717
Community Bank
CBU
$3.49B
$2.78M 0.01%
73,703
-2,725
-4% -$97.9K
TROX icon
1718
Tronox
TROX
$925M
$2.78M 0.01%
190,064
+61,640
+48% +$1.16M
MPT
1719
Medical Properties Trust
MPT
$2.74B
$2.78M 0.01%
211,901
-1,655
-0.8% -$23.1K
ADTN icon
1720
Adtran
ADTN
$712M
$2.77M 0.01%
170,628
+39,891
+31% +$684K
TWI icon
1721
Titan International
TWI
$462M
$2.77M 0.01%
258,013
+69,094
+37% +$729K
CCO icon
1722
Clear Channel Outdoor Holdings
CCO
$1.23B
$2.77M 0.01%
273,203
+20,253
+8% +$221K
KRG icon
1723
Kite Realty
KRG
$5.73B
$2.77M 0.01%
113,074
-557
-0.5% -$15K
WPG
1724
DELISTED
Washington Prime Group Inc.
WPG
$2.77M 0.01%
22,709
+2,926
+15% +$386K
CPK icon
1725
Chesapeake Utilities
CPK
$3.22B
$2.76M 0.01%
51,327
-2,038
-4% -$105K
67 68
69
70 71

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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.