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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
OTIC
3176
DELISTED
Otonomy, Inc.
OTIC
$306K ﹤0.01%
13,299
+5,095
+62% +$143K
FRPH icon
3177
FRP Holdings
FRPH
$430M
$305K ﹤0.01%
18,780
-104
-0.6% -$1.71K
MODN
3178
DELISTED
MODEL N, INC.
MODN
$305K ﹤0.01%
25,612
+958
+4% +$11.4K
AMJ
3179
DELISTED
JP Morgan Alerian MLP Index ETN 5/24/24
AMJ
$305K ﹤0.01%
7,708
+249
+3% +$10.8K
SPWH icon
3180
Sportsman's Warehouse
SPWH
$44.9M
$304K ﹤0.01%
26,742
+16,631
+164% +$166K
POWR
3181
DELISTED
POWERSECURE INTL INC COM STK (DE)
POWR
$304K ﹤0.01%
20,628
+287
+1% +$4.08K
WRB.PRB
3182
DELISTED
W.R. BERKLEY CORPORATION 5.625% Subordinated Debentures due 2053
WRB.PRB
$302K ﹤0.01%
12,485
+186
+2% +$4.59K
SD
3183
DELISTED
SANDRIDGE ENERGY, INC.
SD
$302K ﹤0.01%
344,760
-383,949
-53% -$565K
OREX
3184
DELISTED
Orexigen Therapeutics, Inc.
OREX
$302K ﹤0.01%
6,109
+50
+0.8% +$2.99K
MFLX
3185
DELISTED
MULTI-FINELINE ELECTRONIX INC
MFLX
$301K ﹤0.01%
13,787
+1,605
+13% +$36.4K
AEB
3186
DELISTED
Aegon NV 5.29964% Floating Rate Perpetual Capital Securities
AEB
$301K ﹤0.01%
12,457
+3,130
+34% +$75.9K
BFIN
3187
DELISTED
BankFinancial
BFIN
$300K ﹤0.01%
25,466
-782
-3% -$9.64K
SHYF
3188
DELISTED
The Shyft Group
SHYF
$300K ﹤0.01%
65,461
-40,623
-38% -$193K
GAME
3189
DELISTED
SHANDA GAMES LTD SPON ADR REPSTG CL A (CAYMAN ISLANDS)
GAME
$299K ﹤0.01%
43,390
– –
NDLS icon
3190
Noodles & Co
NDLS
$110M
$298K ﹤0.01%
2,554
+643
+34% +$87.1K
PCTY icon
3191
Paylocity
PCTY
$7.27B
$297K ﹤0.01%
8,298
-1,829
-18% -$58.9K
WIX icon
3192
WIX.com
WIX
$2.26B
$297K ﹤0.01%
12,553
+1,102
+10% +$25.1K
CMRX
3193
DELISTED
Chimerix, Inc.
CMRX
$297K ﹤0.01%
6,435
+507
+9% +$20.3K
HRTX icon
3194
Heron Therapeutics
HRTX
$93.9M
$296K ﹤0.01%
+9,512
New +$179K
SSNI
3195
DELISTED
Silver Spring Networks, Inc.
SSNI
$296K ﹤0.01%
23,819
-597
-2% -$7.01K
CTT
3196
DELISTED
CATCHMARK TIMBER TRUST, INC.
CTT
$295K ﹤0.01%
25,515
+1,254
+5% +$14.7K
RBS.PRQ
3197
DELISTED
ROYAL BANK OF SCOTLAND GP PLC (THE) ADR REPSTG PFD SHS SER Q
RBS.PRQ
$295K ﹤0.01%
11,679
+155
+1% +$3.92K
WLH
3198
DELISTED
WILLIAM LYON HOMES
WLH
$295K ﹤0.01%
+11,511
New +$271K
CCBG icon
3199
Capital City Bank Group
CCBG
$889M
$294K ﹤0.01%
19,285
-386
-2% -$5.79K
CLS icon
3200
Celestica
CLS
$39.3B
$294K ﹤0.01%
25,236
+2,281
+10% +$27.8K
126 127
128
129 130

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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.