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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
HCKT icon
2576
Hackett Group
HCKT
$270M
$886K ﹤0.01%
65,959
-15,909
-19% -$173K
JPM.PRD.CL
2577
DELISTED
JPMorgan Chase & Co.
JPM.PRD.CL
$882K ﹤0.01%
37,278
-1,620
-4% -$39.4K
NKTR icon
2578
Nektar Therapeutics
NKTR
$2.39B
$881K ﹤0.01%
4,695
-1,320
-22% -$227K
USPH icon
2579
US Physical Therapy
USPH
$1.2B
$880K ﹤0.01%
16,075
+865
+6% +$42.8K
FSTR icon
2580
Foster
FSTR
$430M
$879K ﹤0.01%
25,397
+6,061
+31% +$248K
FUR
2581
DELISTED
WINTHROP REALTY TRUST SHS BENE INT (NEW)
FUR
$876K ﹤0.01%
57,846
-3,675
-6% -$59.3K
BSET icon
2582
Bassett Furniture
BSET
$164M
$875K ﹤0.01%
30,788
+15,474
+101% +$443K
RBCAA icon
2583
Republic Bancorp
RBCAA
$1.95B
$873K ﹤0.01%
33,959
-382
-1% -$9.4K
SHOR
2584
DELISTED
ShoreTel, Inc.
SHOR
$873K ﹤0.01%
128,756
-1,317
-1% -$9.14K
JGBD
2585
DELISTED
DB 3X INVERSE JAPANESE GOVT BD FUT NT 11/30/2021
JGBD
$873K ﹤0.01%
+56,941
New +$872K
SPSC icon
2586
SPS Commerce
SPSC
$2.64B
$867K ﹤0.01%
26,340
+906
+4% +$30.5K
AIQ
2587
DELISTED
Alliance Healthcare Services
AIQ
$867K ﹤0.01%
46,414
-1,297
-3% -$27.1K
STGW icon
2588
Stagwell
STGW
$2.07B
$866K ﹤0.01%
43,978
-26,971
-38% -$614K
DSPG
2589
DELISTED
DSP Group Inc
DSPG
$866K ﹤0.01%
83,816
-2,373
-3% -$26.9K
C.PRC.CL
2590
DELISTED
Citigroup Inc.
C.PRC.CL
$865K ﹤0.01%
34,741
+632
+2% +$15.8K
ENTA icon
2591
Enanta Pharmaceuticals
ENTA
$366M
$864K ﹤0.01%
19,204
+6,076
+46% +$236K
DRA
2592
DELISTED
Diversified Real Asset Income Fd
DRA
$863K ﹤0.01%
+49,223
New +$885K
IVE icon
2593
iShares S&P 500 Value ETF
IVE
$49B
$861K ﹤0.01%
9,334
-627
-6% -$59.2K
BOX icon
2594
Box
BOX
$4.37B
$860K ﹤0.01%
+46,124
New +$809K
C.PRK
2595
DELISTED
Citigroup Inc. Depositary Shares, Each Representing a 1/1,000th Interest in a Share of 6.875% Fixed Rate/Floating Rate Noncumulative Preferred Stock, Series K
C.PRK
$856K ﹤0.01%
32,125
+8,478
+36% +$228K
NSL
2596
DELISTED
NUVEEN SENIOR INCM FD
NSL
$852K ﹤0.01%
133,071
-59,017
-31% -$393K
OCFC icon
2597
OceanFirst Financial
OCFC
$1.68B
$851K ﹤0.01%
45,642
-3,827
-8% -$66.2K
UHT
2598
Universal Health Realty Income Trust
UHT
$603M
$850K ﹤0.01%
18,297
-2,175
-11% -$108K
UVSP icon
2599
Univest Financial
UVSP
$1.22B
$850K ﹤0.01%
41,763
+380
+0.9% +$7.46K
PGEM
2600
DELISTED
Ply Gem Holdings, Inc.
PGEM
$847K ﹤0.01%
71,853
+19,944
+38% +$256K
102 103
104
105 106

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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.