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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
NILE
2976
DELISTED
Blue Nile, Inc.
NILE
$457K ﹤0.01%
15,046
-530
-3% -$15.2K
PSA.PRT.CL
2977
DELISTED
Public Storage
PSA.PRT.CL
$456K ﹤0.01%
18,758
+421
+2% +$10.6K
SCHW.PRB.CL
2978
DELISTED
The Charles Schwab Corporation
SCHW.PRB.CL
$453K ﹤0.01%
17,577
+357
+2% +$9.32K
ABCB icon
2979
Ameris Bancorp
ABCB
$5.85B
$452K ﹤0.01%
17,866
-9,912
-36% -$254K
SUPN icon
2980
Supernus Pharmaceuticals
SUPN
$2.59B
$452K ﹤0.01%
+26,602
New +$379K
ATRC icon
2981
AtriCure
ATRC
$1.92B
$451K ﹤0.01%
18,305
+2,357
+15% +$52.6K
PGNX
2982
DELISTED
Progenics Pharmaceuticals Inc
PGNX
$450K ﹤0.01%
60,275
+18,009
+43% +$109K
OCLR
2983
DELISTED
Oclaro Inc.
OCLR
$446K ﹤0.01%
197,373
-294,793
-60% -$656K
RST
2984
DELISTED
ROSETTA STONE INC
RST
$443K ﹤0.01%
55,461
-4,971
-8% -$39.1K
NWPX icon
2985
NWPX Infrastructure Inc
NWPX
$1.19B
$442K ﹤0.01%
21,712
-10,983
-34% -$245K
ANIP icon
2986
ANI Pharmaceuticals
ANIP
$1.8B
$441K ﹤0.01%
7,113
-8,972
-56% -$534K
IWC icon
2987
iShares Micro-Cap ETF
IWC
$1.44B
$441K ﹤0.01%
5,405
+272
+5% +$21.9K
MXWL
2988
DELISTED
Maxwell Technologies Inc
MXWL
$441K ﹤0.01%
73,809
+25,526
+53% +$158K
CPF icon
2989
Central Pacific Financial
CPF
$1.02B
$440K ﹤0.01%
18,537
+3,442
+23% +$80.2K
ESLT icon
2990
Elbit Systems
ESLT
$37.9B
$440K ﹤0.01%
5,620
-1,210
-18% -$93.5K
AEK.CL
2991
DELISTED
Aegon NV
AEK.CL
$440K ﹤0.01%
15,909
+362
+2% +$10.2K
RALY
2992
DELISTED
RALLY SOFTWARE DEV CORP
RALY
$440K ﹤0.01%
22,604
+4,411
+24% +$72.8K
BSBR icon
2993
Santander
BSBR
$42.5B
$439K ﹤0.01%
84,187
+3,727
+5% +$18.8K
NVRO
2994
DELISTED
NEVRO CORP.
NVRO
$439K ﹤0.01%
8,162
+61
+0.8% +$3.11K
SRCI
2995
DELISTED
SRC Energy Inc
SRCI
$439K ﹤0.01%
38,400
+15,258
+66% +$183K
POZN
2996
DELISTED
POZEN INC
POZN
$439K ﹤0.01%
42,598
-43
-0.1% -$354
STNG icon
2997
Scorpio Tankers
STNG
$3.87B
$437K ﹤0.01%
4,334
+58
+1% +$5.57K
BNCN
2998
DELISTED
BNC Bancorp
BNCN
$437K ﹤0.01%
22,604
-642
-3% -$11.9K
BIV icon
2999
Vanguard Intermediate-Term Bond ETF
BIV
$28.8B
$434K ﹤0.01%
+5,179
New +$440K
AKO.A icon
3000
Embotelladora Andina Series A
AKO.A
$3.63B
$433K ﹤0.01%
28,485
-352
-1% -$5.15K
118 119
120
121 122

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NIPH
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AF
Amalgamated Financial New York $12.6B AUM
MCM
Melvin Capital Management New York $9.86B AUM 16.31% 1-Year Est. Return
PSUF
People's United Financial Bridgeport, Connecticut $3.51B AUM 12.24% 1-Year Est. Return
IA
IndexIQ Advisors New York $2.82B AUM 12.48% 1-Year Est. Return
SCC
Spring Creek Capital Wichita, Kansas $2.53B AUM 19.59% 1-Year Est. Return
BAM
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ACI
AMP Capital Investors Sydney, Australia $2.37B AUM 23.59% 1-Year Est. Return

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.