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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
CHI
2551
Calamos Convertible Opportunities and Income Fund
CHI
$1.01B
$924K ﹤0.01%
+75,640
New +$980K
HTH icon
2552
Hilltop Holdings
HTH
$2.26B
$922K ﹤0.01%
38,276
-1,645
-4% -$35.4K
LMOS
2553
DELISTED
Lumos Networks Corp
LMOS
$920K ﹤0.01%
62,181
-2,373
-4% -$35.1K
SRGA
2554
DELISTED
Surgalign Holdings, Inc. Common Stock
SRGA
$918K ﹤0.01%
4,735
-121
-2% -$22.5K
BCS.PR.CL
2555
DELISTED
BARCLAYS BANK PLC ADR SER 2 REPSTG PREF SHS SER 2 (UK)
BCS.PR.CL
$918K ﹤0.01%
36,142
+736
+2% +$18.8K
MODV
2556
DELISTED
ModivCare
MODV
$915K ﹤0.01%
20,655
-13,214
-39% -$628K
DDD icon
2557
3D Systems Corp
DDD
$431M
$914K ﹤0.01%
46,818
+1,762
+4% +$42.5K
DOC
2558
DELISTED
PHYSICIANS REALTY TRUST
DOC
$912K ﹤0.01%
59,380
+40,011
+207% +$663K
REGI
2559
DELISTED
Renewable Energy Group, Inc.
REGI
$911K ﹤0.01%
78,785
+24,608
+45% +$252K
METR
2560
DELISTED
METRO BANCORP, INC COMMON STOCK
METR
$909K ﹤0.01%
34,761
-5,201
-13% -$136K
MRC
2561
DELISTED
MRC Global
MRC
$908K ﹤0.01%
58,835
+29,691
+102% +$448K
MG icon
2562
Mistras Group
MG
$484M
$901K ﹤0.01%
47,446
-1,415
-3% -$26.4K
MLCO icon
2563
Melco Resorts & Entertainment
MLCO
$2.22B
$901K ﹤0.01%
45,896
-6,492
-12% -$134K
ZINC
2564
DELISTED
HORSEHEAD HLDG CORP COM STK (DE)
ZINC
$901K ﹤0.01%
76,844
-12,765
-14% -$167K
IRBT
2565
DELISTED
iRobot
IRBT
$899K ﹤0.01%
28,211
+596
+2% +$19.5K
CMPR icon
2566
Cimpress
CMPR
$2.39B
$898K ﹤0.01%
10,670
-5,501
-34% -$470K
JPM.PRF.CL
2567
DELISTED
JPMorgan Chase & Co. Called
JPM.PRF.CL
$897K ﹤0.01%
35,992
+853
+2% +$21.6K
MCRI icon
2568
Monarch Casino & Resort
MCRI
$2.2B
$894K ﹤0.01%
43,471
+653
+2% +$12.9K
MGI
2569
DELISTED
MoneyGram International, Inc. New
MGI
$891K ﹤0.01%
96,947
+26,992
+39% +$251K
HDV
2570
iShares Core High Dividend ETF
HDV
$14.5B
$890K ﹤0.01%
60,515
-78,530
-56% -$1.2M
SFL icon
2571
SFL Corp
SFL
$1.64B
$890K ﹤0.01%
54,552
-107
-0.2% -$1.71K
IVW icon
2572
iShares S&P 500 Growth ETF
IVW
$73.8B
$887K ﹤0.01%
31,160
-1,624
-5% -$47.1K
SFM icon
2573
Sprouts Farmers Market
SFM
$8.13B
$887K ﹤0.01%
32,869
-45,770
-58% -$1.41M
TTPH
2574
DELISTED
Tetraphase Pharmaceuticals, Inc.
TTPH
$887K ﹤0.01%
935
+195
+26% +$159K
PTLA
2575
DELISTED
Portola Pharmaceuticals, Inc.
PTLA
$887K ﹤0.01%
19,472
+3,539
+22% +$142K
101 102
103
104 105

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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.