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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
EGIO
2901
DELISTED
Edgio, Inc. Common Stock
EGIO
$524K ﹤0.01%
3,323
+1,161
+54% +$184K
NPSN
2902
DELISTED
NASPERS LTD
NPSN
$523K ﹤0.01%
3,355
+1,093
+48% +$170K
BELFB
2903
Bel Fuse Inc Class B
BELFB
$3.87B
$522K ﹤0.01%
25,415
-401
-2% -$8.28K
PAMT
2904
PAMT Corp
PAMT
$337M
$522K ﹤0.01%
35,968
-1,312
-4% -$19.4K
DPLO
2905
DELISTED
DIPLOMAT PHARMACY, INC.
DPLO
$521K ﹤0.01%
+11,638
New +$438K
WGO icon
2906
Winnebago Industries
WGO
$856M
$520K ﹤0.01%
22,033
-601
-3% -$12.8K
VET icon
2907
Vermilion Energy
VET
$1.82B
$518K ﹤0.01%
11,983
+2,251
+23% +$102K
PTVCB
2908
DELISTED
Protective Insurance Corporation Class B Common Stock
PTVCB
$518K ﹤0.01%
22,481
+1,037
+5% +$23.9K
LYTS icon
2909
LSI Industries
LYTS
$859M
$516K ﹤0.01%
55,219
-14,931
-21% -$136K
PACB icon
2910
Pacific Biosciences
PACB
$435M
$516K ﹤0.01%
89,645
+2,641
+3% +$15.3K
IO
2911
DELISTED
ION Geophysical Corporation
IO
$516K ﹤0.01%
32,170
-1,879
-6% -$50.4K
PBYI icon
2912
Puma Biotechnology
PBYI
$404M
$514K ﹤0.01%
4,402
-1,249
-22% -$226K
BEL
2913
DELISTED
Belmond Ltd.
BEL
$514K ﹤0.01%
41,166
+1,382
+3% +$17.5K
CKEC
2914
DELISTED
Carmike Cinemas Inc
CKEC
$514K ﹤0.01%
19,355
-505
-3% -$15K
AHRT
2915
AH Realty Trust
AHRT
$529M
$512K ﹤0.01%
51,202
+6,822
+15% +$71.2K
VRTS icon
2916
Virtus Investment Partners
VRTS
$1.06B
$512K ﹤0.01%
3,868
+418
+12% +$54.5K
HTR
2917
DELISTED
Brookfield Total Return Fund Inc
HTR
$512K ﹤0.01%
22,875
+2,861
+14% +$66.7K
REXR icon
2918
Rexford Industrial Realty
REXR
$8.42B
$509K ﹤0.01%
34,902
-9,437
-21% -$142K
HTB
2919
HomeTrust Bancshares
HTB
$860M
$509K ﹤0.01%
30,342
-2,540
-8% -$40.5K
PGTI
2920
DELISTED
PGT, Inc.
PGTI
$509K ﹤0.01%
35,065
+10,451
+42% +$130K
TR icon
2921
Tootsie Roll Industries
TR
$2.93B
$505K ﹤0.01%
21,620
-828
-4% -$19.2K
BRSL
2922
Brightstar Lottery PLC
BRSL
$1.84B
$504K ﹤0.01%
28,390
-240,646
-89% -$4.59M
MRLN
2923
DELISTED
Marlin Business Services Corp
MRLN
$502K ﹤0.01%
29,715
-165
-0.6% -$3.13K
CCG
2924
DELISTED
CAMPUS CREST COMMUNITIES INC COM STK (MD)
CCG
$501K ﹤0.01%
90,358
-9,223
-9% -$56.3K
PARAA
2925
DELISTED
Paramount Global Class A
PARAA
$500K ﹤0.01%
8,717
+55
+0.6% +$3.51K
115 116
117
118 119

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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.