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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
FSD
3151
DELISTED
FIRST TRUST HIGH INCOME LONG/SHORT FUND
FSD
$322K ﹤0.01%
20,562
-8
-0% -$130
HGG
3152
DELISTED
hhgregg Inc.
HGG
$322K ﹤0.01%
96,456
-43,481
-31% -$208K
JOE icon
3153
St. Joe Company
JOE
$3.54B
$318K ﹤0.01%
20,446
-35,840
-64% -$601K
PATK icon
3154
Patrick Industries
PATK
$2.74B
$318K ﹤0.01%
18,817
-6,134
-25% -$107K
GLBR
3155
DELISTED
Global Brokerage, Inc. Class A Common Stock
GLBR
$317K ﹤0.01%
21,858
-11,661
-35% -$207K
RP
3156
DELISTED
RealPage, Inc.
RP
$316K ﹤0.01%
16,572
+148
+0.9% +$2.87K
PSV
3157
DELISTED
Hermitage Offshore Services Ltd.
PSV
$316K ﹤0.01%
+3,887
New +$353K
AIFU
3158
AIFU Inc
AIFU
$206M
$315K ﹤0.01%
89
-35
-28% -$133K
BCOV
3159
DELISTED
Brightcove, Inc.
BCOV
$315K ﹤0.01%
45,943
-3,119
-6% -$21.9K
SNHNI
3160
DELISTED
SENIOR HOUSING PROPERTIES TRUST 5.625% Senior Notes due 2042
SNHNI
$315K ﹤0.01%
13,662
+194
+1% +$4.69K
CCV.CL
3161
DELISTED
Comcast Corporation
CCV.CL
$315K ﹤0.01%
12,579
+246
+2% +$6.28K
NEE.PRH.CL
3162
DELISTED
NextEra Energy Capital Holdings
NEE.PRH.CL
$315K ﹤0.01%
13,107
+208
+2% +$5.19K
HAPN
3163
Happen Inc
HAPN
$2.21B
$314K ﹤0.01%
+4,261
New +$381K
WEYS icon
3164
Weyco Group
WEYS
$372M
$313K ﹤0.01%
10,509
-162
-2% -$4.7K
QTS
3165
DELISTED
QTS REALTY TRUST, INC.
QTS
$313K ﹤0.01%
+8,577
New +$317K
UONEK icon
3166
Urban One Class D
UONEK
$22.8M
$312K ﹤0.01%
9,839
-435
-4% -$15.8K
ENLC
3167
DELISTED
ENLINK MIDSTREAM, LLC
ENLC
$312K ﹤0.01%
10,043
+517
+5% +$17.3K
AFSD
3168
DELISTED
AFLAC Inc
AFSD
$311K ﹤0.01%
12,753
+202
+2% +$5.04K
PSUN
3169
DELISTED
PACIFIC SUNWEAR OF CAL. INC
PSUN
$311K ﹤0.01%
272,995
-17,087
-6% -$32.1K
FLIC
3170
DELISTED
First of Long Island Corp
FLIC
$308K ﹤0.01%
16,665
+259
+2% +$4.52K
HTHT icon
3171
Huazhu Hotels Group
HTHT
$13.1B
$308K ﹤0.01%
50,468
-5,776
-10% -$34.8K
CLUB
3172
DELISTED
Town Sports International Holdings, Inc.
CLUB
$308K ﹤0.01%
106,334
-4,238
-4% -$19.7K
KPTI icon
3173
Karyopharm Therapeutics
KPTI
$43.5M
$307K ﹤0.01%
+753
New +$325K
USAK
3174
DELISTED
USA Truck Inc
USAK
$307K ﹤0.01%
14,478
-30
-0.2% -$743
CLCT
3175
DELISTED
Collectors Universe
CLCT
$307K ﹤0.01%
15,417
+233
+2% +$5.16K
125 126
127
128 129

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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.