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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
PLOW icon
2201
Douglas Dynamics
PLOW
$1.02B
$1.49M ﹤0.01%
69,568
+11,630
+20% +$253K
AMSF icon
2202
AMERISAFE
AMSF
$543M
$1.49M ﹤0.01%
31,725
-7,873
-20% -$355K
MWA icon
2203
Mueller Water Products
MWA
$3.95B
$1.49M ﹤0.01%
164,109
-49,276
-23% -$475K
BZH icon
2204
Beazer Homes USA
BZH
$877M
$1.49M ﹤0.01%
74,479
-67
-0.1% -$1.23K
NPKI
2205
NPK International
NPKI
$1.06B
$1.48M ﹤0.01%
182,446
-22,766
-11% -$211K
MTRX icon
2206
Matrix Service
MTRX
$326M
$1.48M ﹤0.01%
81,048
-22,709
-22% -$445K
SIGM
2207
DELISTED
Sigma Designs Inc
SIGM
$1.48M ﹤0.01%
123,684
-2,162
-2% -$19.8K
QUAD icon
2208
Quad
QUAD
$536M
$1.48M ﹤0.01%
79,696
-17,645
-18% -$372K
ZG icon
2209
Zillow
ZG
$7.94B
$1.47M ﹤0.01%
50,943
-3,303
-6% -$103K
ANAC
2210
DELISTED
ANACOR PHARMACEUTICALS INC COM
ANAC
$1.47M ﹤0.01%
18,998
+6,618
+53% +$434K
JDD
2211
DELISTED
Nuveen Diversified Dividend and Income Fund
JDD
$1.47M ﹤0.01%
127,768
+1,169
+0.9% +$14.3K
BBT
2212
Beacon Financial Corp
BBT
$2.66B
$1.47M ﹤0.01%
51,507
+285
+0.6% +$7.96K
MRCY icon
2213
Mercury Systems
MRCY
$5.83B
$1.47M ﹤0.01%
100,220
-11,378
-10% -$165K
BERY
2214
DELISTED
Berry Global Group, Inc.
BERY
$1.47M ﹤0.01%
49,318
-81,260
-62% -$2.55M
ROIC
2215
DELISTED
Retail Opportunity Investments Corp.
ROIC
$1.47M ﹤0.01%
93,854
+2,153
+2% +$36K
LDRH
2216
DELISTED
LDR HOLDINGS CORP COM STK
LDRH
$1.46M ﹤0.01%
33,844
+4,243
+14% +$169K
DMND
2217
DELISTED
DIAMOND FOODS, INC.
DMND
$1.46M ﹤0.01%
46,657
-22,736
-33% -$691K
GSM icon
2218
FerroAtlántica
GSM
$594M
$1.46M ﹤0.01%
82,677
-1,689
-2% -$33.6K
EZPW icon
2219
Ezcorp Inc
EZPW
$1.83B
$1.46M ﹤0.01%
196,314
+77,651
+65% +$662K
CFG icon
2220
Citizens Financial Group
CFG
$30.3B
$1.46M ﹤0.01%
53,336
+20,232
+61% +$536K
CHA
2221
DELISTED
China Telecom Corporation, LTD
CHA
$1.46M ﹤0.01%
24,664
-7,315
-23% -$505K
KWR icon
2222
Quaker Houghton
KWR
$2.76B
$1.46M ﹤0.01%
16,378
-281
-2% -$24.2K
BGFV
2223
DELISTED
Big 5 Sporting Goods
BGFV
$1.45M ﹤0.01%
102,234
-3,612
-3% -$50K
VSAT icon
2224
Viasat
VSAT
$10.6B
$1.45M ﹤0.01%
24,088
+344
+1% +$21.4K
SBGI icon
2225
Sinclair Inc
SBGI
$992M
$1.45M ﹤0.01%
51,873
-433
-0.8% -$13.1K
87 88
89
90 91

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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.