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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
NOAH
2926
Noah Holdings
NOAH
$580M
$499K ﹤0.01%
16,491
-385
-2% -$12.5K
SWJ.CL
2927
DELISTED
STANLEY BLACK & DECKER, INC. 5.75% Junior Subordinated Debentures due 2052
SWJ.CL
$499K ﹤0.01%
20,123
+505
+3% +$12.7K
UFPT icon
2928
UFP Technologies
UFPT
$1.97B
$496K ﹤0.01%
23,693
-32
-0.1% -$660
PHX
2929
DELISTED
PHX Minerals
PHX
$495K ﹤0.01%
23,910
+6
+0% +$128
KERX
2930
DELISTED
Keryx Biopharmaceuticals Inc
KERX
$495K ﹤0.01%
49,562
-15,776
-24% -$169K
IIIN icon
2931
Insteel Industries
IIIN
$593M
$494K ﹤0.01%
26,438
-2,042
-7% -$41.7K
MN
2932
DELISTED
MANNING & NAPIER, INC.
MN
$494K ﹤0.01%
+49,567
New +$570K
ZUMZ icon
2933
Zumiez
ZUMZ
$332M
$493K ﹤0.01%
18,521
-7,640
-29% -$235K
MRGE
2934
DELISTED
MERGE HEALTHCARE INC COM STK (WI)
MRGE
$493K ﹤0.01%
102,621
-2,561
-2% -$12.3K
AMNB
2935
DELISTED
American National Bankshares Inc
AMNB
$493K ﹤0.01%
20,708
+9,250
+81% +$210K
OSUR icon
2936
OraSure Technologies
OSUR
$279M
$492K ﹤0.01%
91,368
-143
-0.2% -$884
PAYC icon
2937
Paycom
PAYC
$7.64B
$492K ﹤0.01%
+14,393
New +$498K
BMTC
2938
DELISTED
Bryn Mawr Bank Corp
BMTC
$491K ﹤0.01%
16,280
-3,033
-16% -$91.6K
KVHI icon
2939
KVH Industries
KVHI
$181M
$489K ﹤0.01%
36,389
-672
-2% -$9.15K
EMCI
2940
DELISTED
EMC INS Group Inc
EMCI
$489K ﹤0.01%
19,523
-474
-2% -$11.1K
MACK
2941
DELISTED
Merrimack Pharmaceuticals, Inc.
MACK
$488K ﹤0.01%
5,013
+577
+13% +$54.9K
HOLI
2942
DELISTED
Hollsys Automation Technologies INTERNATIONAL, LTD. COMMON (British Virgin Island)
HOLI
$487K ﹤0.01%
20,287
+6,292
+45% +$151K
ARTNA icon
2943
Artesian Resources
ARTNA
$355M
$483K ﹤0.01%
22,890
+650
+3% +$14K
PPBI
2944
DELISTED
Pacific Premier Bancorp
PPBI
$482K ﹤0.01%
28,411
-1,213
-4% -$19.5K
IGE icon
2945
iShares North American Natural Resources ETF
IGE
$741M
$481K ﹤0.01%
13,264
– –
RLYP
2946
DELISTED
RELYPSA INC COM
RLYP
$481K ﹤0.01%
14,550
+3,525
+32% +$121K
GORO icon
2947
Goldgroup Mining Inc.
GORO
$157M
$480K ﹤0.01%
174,079
+33,568
+24% +$108K
TPST icon
2948
Tempest Therapeutics
TPST
$13.7M
$480K ﹤0.01%
6
+1
+20% +$91.6K
DHG
2949
DELISTED
Deutsche High Incm Opportunities
DHG
$480K ﹤0.01%
32,868
-47,868
-59% -$701K
OFIX icon
2950
Orthofix Medical
OFIX
$477M
$479K ﹤0.01%
14,473
-343
-2% -$11.8K
116 117
118
119 120

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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.