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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
SWBI icon
2626
Smith & Wesson
SWBI
$651M
$806K ﹤0.01%
63,196
-3,309
-5% -$38.2K
FISI icon
2627
Financial Institutions
FISI
$816M
$805K ﹤0.01%
32,388
+1,164
+4% +$27.6K
OTTR icon
2628
Otter Tail
OTTR
$3.71B
$805K ﹤0.01%
30,279
+7,604
+34% +$218K
MBLY
2629
DELISTED
Mobileye N.V.
MBLY
$805K ﹤0.01%
15,140
+8,559
+130% +$406K
RYAM icon
2630
Rayonier Advanced Materials
RYAM
$604M
$799K ﹤0.01%
49,149
-4,775
-9% -$78.6K
DCO icon
2631
Ducommun
DCO
$2.7B
$796K ﹤0.01%
30,996
+2,939
+10% +$79K
HLIO icon
2632
Helios Technologies
HLIO
$2.57B
$795K ﹤0.01%
20,855
+233
+1% +$9.04K
MCHB
2633
Mechanics Bancorp
MCHB
$3.72B
$795K ﹤0.01%
34,847
+6,291
+22% +$136K
UTEK
2634
DELISTED
Ultratech Inc.
UTEK
$795K ﹤0.01%
42,851
+532
+1% +$10.3K
CRD.B icon
2635
Crawford & Co Class B
CRD.B
$491M
$794K ﹤0.01%
94,132
-2,644
-3% -$21.5K
QMCO icon
2636
Quantum Corp
QMCO
$419M
$793K ﹤0.01%
2,950
-44
-1% -$13.4K
ALL.PRE.CL
2637
DELISTED
Allstate Corporation Depositary Shares
ALL.PRE.CL
$793K ﹤0.01%
30,249
+595
+2% +$16K
AWF
2638
AllianceBernstein Global High Income Fund
AWF
$870M
$788K ﹤0.01%
65,549
+40,196
+159% +$497K
GPT
2639
DELISTED
Gramercy Property Trust
GPT
$788K ﹤0.01%
11,246
-3,187
-22% -$256K
BTA
2640
DELISTED
BlackRock Long-Term Municipal Advantage Trust
BTA
$787K ﹤0.01%
72,828
+916
+1% +$10.2K
LIOX
2641
DELISTED
Lionbridge Technologies
LIOX
$784K ﹤0.01%
127,118
-390
-0.3% -$2.28K
GBL
2642
DELISTED
GAMCO Investors, Inc.
GBL
$780K ﹤0.01%
21,083
-1,342
-6% -$53.4K
NYRT
2643
DELISTED
New York REIT, Inc.
NYRT
$780K ﹤0.01%
7,836
-1,101
-12% -$108K
EBSB
2644
DELISTED
Meridian Bancorp, Inc.
EBSB
$778K ﹤0.01%
58,024
+18,778
+48% +$244K
OVV icon
2645
Ovintiv
OVV
$17.3B
$777K ﹤0.01%
14,105
+5,516
+64% +$351K
CSV icon
2646
Carriage Services
CSV
$641M
$775K ﹤0.01%
32,461
-1,299
-4% -$31.6K
TAL icon
2647
TAL Education Group
TAL
$6.93B
$774K ﹤0.01%
131,484
-11,262
-8% -$68.2K
COF.PRD.CL
2648
DELISTED
CAPITAL ONE FINANCIAL CORPORATION SERIES D
COF.PRD.CL
$774K ﹤0.01%
29,787
+3,971
+15% +$105K
TOWN icon
2649
Towne Bank
TOWN
$3.46B
$773K ﹤0.01%
47,435
-5,015
-10% -$81.4K
AUO
2650
DELISTED
AU Optronics Corp
AUO
$772K ﹤0.01%
173,195
+2,368
+1% +$11.7K
104 105
106
107 108

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AF
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MCM
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PSUF
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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.