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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
LTXB
2501
DELISTED
LegacyTexas Financial Group Inc
LTXB
$1M ﹤0.01%
33,138
-1,411
-4% -$37.1K
RBS.PRL.CL
2502
DELISTED
Royal Bank Of Scotland Group Plc
RBS.PRL.CL
$1M ﹤0.01%
41,285
+702
+2% +$17.1K
UCB
2503
United Community Banks
UCB
$4.24B
$997K ﹤0.01%
47,751
+4
+0% +$77
TFM
2504
DELISTED
THE FRESH MARKET, INC COM STK
TFM
$997K ﹤0.01%
31,009
-5,264
-15% -$184K
IBOC icon
2505
International Bancshares
IBOC
$4.76B
$996K ﹤0.01%
37,078
-8,958
-19% -$238K
HPP
2506
Hudson Pacific Properties
HPP
$747M
$994K ﹤0.01%
5,005
-103
-2% -$22.1K
FLWS icon
2507
1-800-Flowers.com
FLWS
$250M
$991K ﹤0.01%
94,775
-20,864
-18% -$216K
MTSI icon
2508
MACOM Technology Solutions
MTSI
$19.2B
$989K ﹤0.01%
25,846
+4,181
+19% +$154K
RTEC
2509
DELISTED
Rudolph Technologies Inc
RTEC
$985K ﹤0.01%
82,055
+24,516
+43% +$306K
IXYS
2510
DELISTED
IXYS Corp
IXYS
$984K ﹤0.01%
64,335
+372
+0.6% +$4.74K
ACRE
2511
Ares Commercial Real Estate
ACRE
$236M
$983K ﹤0.01%
86,347
+17,034
+25% +$196K
QQQ icon
2512
Invesco QQQ Trust
QQQ
$453B
$983K ﹤0.01%
9,182
-1,102
-11% -$120K
XPRO icon
2513
Expro Ltd
XPRO
$1.79B
$983K ﹤0.01%
8,698
+385
+5% +$45.8K
AVID
2514
DELISTED
Avid Technology Inc
AVID
$981K ﹤0.01%
73,574
+38,077
+107% +$608K
AVD icon
2515
American Vanguard Corp
AVD
$68.4M
$978K ﹤0.01%
70,905
+36,917
+109% +$483K
BBRG
2516
DELISTED
Bravo Brio Restaurant Group Inc.
BBRG
$976K ﹤0.01%
72,000
+4,712
+7% +$67.3K
FNFV
2517
DELISTED
Fidelity Natl Financial, Inc.
FNFV
$976K ﹤0.01%
63,443
+801
+1% +$12K
LKFN icon
2518
Lakeland Financial Corp
LKFN
$1.56B
$972K ﹤0.01%
33,605
-10,722
-24% -$291K
KG
2519
Kestrel Group
KG
$69.4M
$972K ﹤0.01%
3,081
+41
+1% +$12K
CBR
2520
DELISTED
CIBER Inc.
CBR
$968K ﹤0.01%
280,643
+433
+0.2% +$1.58K
VSLR
2521
DELISTED
VIVINT SOLAR, INC.
VSLR
$967K ﹤0.01%
79,455
+615
+0.8% +$8.47K
ARII
2522
DELISTED
American Railcar Industries, Inc.
ARII
$967K ﹤0.01%
19,876
+6,364
+47% +$340K
AAON icon
2523
Aaon
AAON
$7.3B
$966K ﹤0.01%
64,328
+9,488
+17% +$150K
KCLI
2524
DELISTED
KANSAS CITY LIFE INS CO NEW (MO)
KCLI
$965K ﹤0.01%
21,122
-219
-1% -$9.89K
MSD
2525
Morgan Stanley Emerging Markets Debt Fund
MSD
$146M
$964K ﹤0.01%
107,047
-6,425
-6% -$60.7K
99 100
101
102 103

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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.