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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
EPE
2101
DELISTED
EP Energy Corporation
EPE
$1.71M ﹤0.01%
134,498
-10
-0% -$133
UMBF icon
2102
UMB Financial
UMBF
$11.1B
$1.71M ﹤0.01%
30,008
+4,598
+18% +$247K
TMP icon
2103
Tompkins Financial
TMP
$1.43B
$1.71M ﹤0.01%
31,802
-851
-3% -$44.9K
PSMT icon
2104
Pricesmart
PSMT
$5.98B
$1.71M ﹤0.01%
18,706
+3,525
+23% +$295K
EXL
2105
DELISTED
EXCEL TRUST , INC COM STK
EXL
$1.69M ﹤0.01%
107,290
+38,326
+56% +$602K
LXFT
2106
DELISTED
Luxoft Holding, Inc.
LXFT
$1.69M ﹤0.01%
29,898
+13,044
+77% +$707K
KBH icon
2107
KB Home
KBH
$3.37B
$1.69M ﹤0.01%
101,837
+1,728
+2% +$26.4K
PCH
2108
DELISTED
PotlatchDeltic
PCH
$1.69M ﹤0.01%
47,826
-6,049
-11% -$223K
RDEN
2109
DELISTED
ELIZABETH ARDEN INC
RDEN
$1.69M ﹤0.01%
118,218
+20,309
+21% +$295K
CJES
2110
DELISTED
C&J ENERGY SVCS LTD
CJES
$1.69M ﹤0.01%
127,713
+15,164
+13% +$224K
CTCT
2111
DELISTED
CONSTANT CONTACT, INC COM
CTCT
$1.68M ﹤0.01%
58,533
-18,276
-24% -$580K
CBZ icon
2112
CBIZ
CBZ
$2.99B
$1.68M ﹤0.01%
174,480
-2,200
-1% -$20.6K
PLUS icon
2113
ePlus
PLUS
$2.42B
$1.68M ﹤0.01%
87,756
-1,912
-2% -$39.9K
ZWS icon
2114
Zurn Elkay Water Solutions
ZWS
$8.38B
$1.68M ﹤0.01%
145,511
-49,650
-25% -$624K
AX icon
2115
Axos Financial
AX
$5.77B
$1.67M ﹤0.01%
63,316
-2,820
-4% -$67.1K
WTI icon
2116
W&T Offshore
WTI
$534M
$1.67M ﹤0.01%
305,170
+119,748
+65% +$689K
CTS icon
2117
CTS Corp
CTS
$1.83B
$1.67M ﹤0.01%
86,682
-2,189
-2% -$40.4K
PRLB icon
2118
Protolabs
PRLB
$1.79B
$1.67M ﹤0.01%
24,701
+3,599
+17% +$254K
REMY
2119
DELISTED
REMY INTL INC NEW COMMON
REMY
$1.67M ﹤0.01%
75,301
+1,137
+2% +$25.4K
UEIC icon
2120
Universal Electronics
UEIC
$57.8M
$1.66M ﹤0.01%
33,350
-2,795
-8% -$151K
WABC icon
2121
Westamerica Bancorp
WABC
$1.38B
$1.66M ﹤0.01%
32,696
+2,153
+7% +$99K
CVEO icon
2122
Civeo
CVEO
$345M
$1.65M ﹤0.01%
44,891
+19,063
+74% +$859K
EPAY
2123
DELISTED
Bottomline Technologies Inc
EPAY
$1.65M ﹤0.01%
59,395
+10,677
+22% +$294K
GFIG
2124
DELISTED
GFI GROUP INC
GFIG
$1.65M ﹤0.01%
280,012
-47,700
-15% -$281K
SMTC icon
2125
Semtech
SMTC
$11B
$1.65M ﹤0.01%
83,168
-37,804
-31% -$881K
83 84
85
86 87

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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.