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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
RPT
1951
DELISTED
RPT Realty Common Shares of Beneficial Interest (MD)
RPT
$2.12M ﹤0.01%
129,633
-10,486
-7% -$183K
FELE icon
1952
Franklin Electric
FELE
$4.63B
$2.11M ﹤0.01%
65,136
-23,089
-26% -$829K
BCPC
1953
Balchem Corp
BCPC
$5.38B
$2.1M ﹤0.01%
37,691
+5,833
+18% +$336K
OME
1954
DELISTED
Omega Protein
OME
$2.1M ﹤0.01%
152,718
+17,047
+13% +$227K
EFOR
1955
Everforth Inc
EFOR
$1.17B
$2.1M ﹤0.01%
53,444
-9,749
-15% -$372K
STBA icon
1956
S&T Bancorp
STBA
$1.84B
$2.1M ﹤0.01%
70,838
-11,755
-14% -$329K
BRO icon
1957
Brown & Brown
BRO
$23.6B
$2.1M ﹤0.01%
127,500
-508
-0.4% -$8.31K
WSFS icon
1958
WSFS Financial
WSFS
$4.12B
$2.09M ﹤0.01%
76,428
-8,655
-10% -$220K
OGS icon
1959
ONE Gas
OGS
$4.87B
$2.09M ﹤0.01%
49,077
+8,844
+22% +$377K
HW
1960
DELISTED
Headwaters Inc
HW
$2.08M ﹤0.01%
114,441
+5,035
+5% +$95.3K
TS icon
1961
Tenaris
TS
$28.9B
$2.08M ﹤0.01%
77,096
+245
+0.3% +$7.3K
KELYA icon
1962
Kelly Services Class A
KELYA
$514M
$2.08M ﹤0.01%
135,233
+14,987
+12% +$245K
BRS
1963
DELISTED
Bristow Group, Inc.
BRS
$2.07M ﹤0.01%
38,868
-4,475
-10% -$262K
EPAM icon
1964
EPAM Systems
EPAM
$5.51B
$2.07M ﹤0.01%
29,070
-2,494
-8% -$171K
SWI
1965
DELISTED
SOLARWINDS INC COM STK (DE)
SWI
$2.07M ﹤0.01%
44,902
-31,101
-41% -$1.53M
CACC icon
1966
Credit Acceptance
CACC
$5.95B
$2.07M ﹤0.01%
8,393
+1,550
+23% +$343K
FLO icon
1967
Flowers Foods
FLO
$1.49B
$2.06M ﹤0.01%
97,473
+8,889
+10% +$200K
OIBR
1968
DELISTED
OI S A SPONSORED ADR REPSTG PFD NEW (BRA)
OIBR
$2.06M ﹤0.01%
1,075,742
+412,866
+62% +$838K
UNF icon
1969
Unifirst Corp
UNF
$5.3B
$2.05M ﹤0.01%
18,289
-313
-2% -$36.4K
SEP
1970
DELISTED
Spectra Engy Parters Lp
SEP
$2.05M ﹤0.01%
44,381
+4,977
+13% +$256K
AKS
1971
DELISTED
AK Steel Holding Corp
AKS
$2.04M ﹤0.01%
527,931
-103,911
-16% -$516K
FCFS icon
1972
FirstCash
FCFS
$8.85B
$2.04M ﹤0.01%
44,768
+971
+2% +$46.2K
ASTE icon
1973
Astec Industries
ASTE
$1.16B
$2.04M ﹤0.01%
48,772
-546
-1% -$23.1K
CM icon
1974
Canadian Imperial Bank of Commerce
CM
$108B
$2.04M ﹤0.01%
55,344
-12,714
-19% -$491K
CBF
1975
DELISTED
Capital Bank Financial Corp. Class A Common Stock
CBF
$2.04M ﹤0.01%
70,094
+2,221
+3% +$63.3K
77 78
79
80 81

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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.