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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
GIB icon
2876
CGI
GIB
$15.1B
$551K ﹤0.01%
14,096
+1,816
+15% +$78.3K
ZAGG
2877
DELISTED
ZAGG Inc Common Stock (Delaware)
ZAGG
$551K ﹤0.01%
69,613
-362
-0.5% -$3.24K
AGYS icon
2878
Agilysys
AGYS
$2.97B
$549K ﹤0.01%
59,765
-132
-0.2% -$1.27K
STCN
2879
DELISTED
Steel Connect, Inc. Common Stock
STCN
$549K ﹤0.01%
17,309
-744
-4% -$24.8K
CSII
2880
DELISTED
Cardiovascular Systems, Inc.
CSII
$547K ﹤0.01%
20,686
-201
-1% -$6.49K
MYCC
2881
DELISTED
ClubCorp Holdings, Inc.
MYCC
$546K ﹤0.01%
+22,858
New +$505K
RBA icon
2882
RB Global
RBA
$20.4B
$545K ﹤0.01%
19,527
-3,008
-13% -$82.6K
UTI icon
2883
Universal Technical Institute
UTI
$2.16B
$544K ﹤0.01%
63,212
-3,158
-5% -$28.5K
HFWA icon
2884
Heritage Financial
HFWA
$1.22B
$542K ﹤0.01%
30,313
+2
+0% +$35
ASPS icon
2885
Altisource Portfolio Solutions
ASPS
$63.6M
$536K ﹤0.01%
+2,177
New +$458K
AIF
2886
DELISTED
Apollo Tactical Income Fund Inc.
AIF
$536K ﹤0.01%
33,972
+13,712
+68% +$224K
RRTS
2887
DELISTED
RoadRunner Transportation Systems, Inc.
RRTS
$536K ﹤0.01%
831
+42
+5% +$26.9K
EXEL icon
2888
Exelixis
EXEL
$13.3B
$533K ﹤0.01%
141,785
+4,161
+3% +$13.5K
CHEF icon
2889
Chefs' Warehouse
CHEF
$4.71B
$531K ﹤0.01%
25,010
-5,231
-17% -$105K
CAS
2890
DELISTED
A M Castle & Co
CAS
$531K ﹤0.01%
86,004
+5,482
+7% +$28.2K
BAC.PRI.CL
2891
DELISTED
Bk Of Amer Corp 6.625% Ser I
BAC.PRI.CL
$530K ﹤0.01%
20,793
+523
+3% +$13.6K
WF icon
2892
Woori Financial
WF
$16.7B
$529K ﹤0.01%
20,082
+11,145
+125% +$314K
NXTM
2893
DELISTED
NxStage Medical Inc.
NXTM
$529K ﹤0.01%
37,005
-13,810
-27% -$234K
WIFI
2894
DELISTED
Boingo Wireless, Inc.
WIFI
$528K ﹤0.01%
63,966
+7,293
+13% +$62.8K
CRTO icon
2895
Criteo S.A. Ordinary Shares
CRTO
$1.1B
$527K ﹤0.01%
+11,059
New +$504K
MNTA
2896
DELISTED
Momenta Pharmaceuticals, Inc.
MNTA
$527K ﹤0.01%
23,118
+1,384
+6% +$27.6K
STNR
2897
DELISTED
STEINER LEISURE LTD
STNR
$527K ﹤0.01%
9,801
+2,136
+28% +$108K
HURC icon
2898
Hurco Companies Inc
HURC
$135M
$526K ﹤0.01%
15,183
-589
-4% -$19.8K
XLF icon
2899
State Street Financial Select Sector SPDR ETF
XLF
$56.7B
$526K ﹤0.01%
24,594
-346
-1% -$7.47K
QLYS icon
2900
Qualys
QLYS
$5.1B
$525K ﹤0.01%
13,023
+736
+6% +$33K
114 115
116
117 118

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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.