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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
DWM icon
3126
WisdomTree International Equity Fund
DWM
$679M
$337K ﹤0.01%
6,612
-377
-5% -$20.2K
HALL
3127
DELISTED
Hallmark Financial Services, Inc.
HALL
$337K ﹤0.01%
2,965
-112
-4% -$12.7K
TCF.PRB.CL
3128
DELISTED
TCF Financial Corporation
TCF.PRB.CL
$336K ﹤0.01%
12,818
+214
+2% +$5.78K
WMAR
3129
DELISTED
West Marine Inc
WMAR
$335K ﹤0.01%
34,700
-2,072
-6% -$20.5K
HIMX
3130
Himax Technologies
HIMX
$2.19B
$334K ﹤0.01%
41,556
+17
+0% +$116
ORIG
3131
DELISTED
Ocean Rig UDW Inc. Class A Common Shares
ORIG
$333K ﹤0.01%
7
+2
+40% +$132K
C.PRJ
3132
DELISTED
CITIGROUP INC. Depositary Shares, Each Representing a 1/1,000th Interest in a Share of 7.125% Fixed Rate / Floating Rate Noncumulative Preferred Stock, Series J
C.PRJ
$333K ﹤0.01%
12,157
+3,746
+45% +$104K
TVTX icon
3133
Travere Therapeutics
TVTX
$5.2B
$332K ﹤0.01%
+10,011
New +$274K
FLXS icon
3134
Flexsteel Industries
FLXS
$302M
$331K ﹤0.01%
7,671
+155
+2% +$5.71K
GSF.CL
3135
DELISTED
GOLDMAN SACHS GROUP INC 6.125% NTS DUE 2060
GSF.CL
$331K ﹤0.01%
13,050
-10,704
-45% -$273K
ATRI
3136
DELISTED
Atrion Corp
ATRI
$330K ﹤0.01%
840
+32
+4% +$11.4K
NEE.PRJ
3137
DELISTED
NEXTERA ENERGY CAPITAL HOLDINGS, INC.
NEE.PRJ
$330K ﹤0.01%
14,524
+235
+2% +$5.6K
XLK icon
3138
State Street Technology Select Sector SPDR ETF
XLK
$115B
$329K ﹤0.01%
15,910
-16,442
-51% -$351K
LGTY
3139
DELISTED
Logility Supply Chain Solutions, Inc. Common Stock
LGTY
$329K ﹤0.01%
34,599
-97
-0.3% -$933
DLR.PRH.CL
3140
DELISTED
Digital Realty Trust, Inc.
DLR.PRH.CL
$329K ﹤0.01%
12,223
+177
+1% +$4.83K
TSL
3141
DELISTED
Trina Solar Limited
TSL
$329K ﹤0.01%
28,283
-720
-2% -$8.91K
IDE
3142
Voya Infrastructure, Industrials and Materials Fund
IDE
$199M
$326K ﹤0.01%
+22,304
New +$339K
HABT
3143
DELISTED
The Habit Restaurants, Inc. - Class A
HABT
$326K ﹤0.01%
10,425
+1,131
+12% +$39K
SNBC
3144
DELISTED
Sun Bancorp Inc
SNBC
$326K ﹤0.01%
16,950
+3,879
+30% +$74.9K
GABC icon
3145
German American Bancorp
GABC
$1.91B
$325K ﹤0.01%
16,565
-3,868
-19% -$75.4K
ISEE
3146
DELISTED
IVERIC bio, Inc. Common Stock
ISEE
$325K ﹤0.01%
6,246
+1,256
+25% +$62.5K
HCI icon
3147
HCI Group
HCI
$2.23B
$324K ﹤0.01%
7,331
-8,753
-54% -$392K
IDV icon
3148
iShares International Select Dividend ETF
IDV
$8.45B
$324K ﹤0.01%
10,033
-33,670
-77% -$1.16M
HPTRP
3149
DELISTED
HOSPITALITY PROPERTIES TRUST 7.125% Series D Cumulative Redeemable Preferred Shares,
HPTRP
$324K ﹤0.01%
12,687
+183
+1% +$4.8K
NVEC icon
3150
NVE Corp
NVEC
$562M
$323K ﹤0.01%
4,117
+963
+31% +$68.1K
124 125
126
127 128

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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.