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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
NXRT
1776
NexPoint Residential Trust
NXRT
$665M
$2.62M 0.01%
+195,234
New +$2.81M
UE icon
1777
Urban Edge Properties
UE
$2.84B
$2.62M 0.01%
125,956
-773
-0.6% -$17.4K
FWONA icon
1778
Liberty Media Series A
FWONA
$22.5B
$2.62M 0.01%
108,058
+1,818
+2% +$46.9K
SODA
1779
DELISTED
SodaStream International Ltd
SODA
$2.62M 0.01%
123,750
+98,828
+397% +$2.09M
WMC
1780
DELISTED
Western Asset Mortgage Capital Corporation
WMC
$2.61M 0.01%
17,662
+13,268
+302% +$1.98M
SAIA icon
1781
Saia
SAIA
$9.26B
$2.6M 0.01%
66,304
-6,597
-9% -$273K
LGF
1782
DELISTED
Lions Gate Entertainment
LGF
$2.6M 0.01%
70,321
-8,119
-10% -$271K
AEC
1783
DELISTED
ASSOCIATED ESTATES REALTY CORP
AEC
$2.6M 0.01%
90,985
-1,137
-1% -$31.4K
RMBS icon
1784
Rambus
RMBS
$9.94B
$2.6M 0.01%
179,477
-25,490
-12% -$364K
ELME
1785
Elme Communities
ELME
$146M
$2.6M 0.01%
100,165
-26,369
-21% -$678K
WSTC
1786
DELISTED
West Corporation
WSTC
$2.6M 0.01%
86,236
+27,472
+47% +$868K
UTIW
1787
DELISTED
UTI WORLDWIDE INC
UTIW
$2.6M 0.01%
259,896
+15,726
+6% +$152K
THRM icon
1788
Gentherm
THRM
$1.26B
$2.58M 0.01%
47,074
-2,897
-6% -$154K
IVC
1789
DELISTED
Invacare Corporation
IVC
$2.58M 0.01%
119,529
+17,662
+17% +$374K
FRED
1790
DELISTED
Fred's Inc
FRED
$2.58M 0.01%
133,847
-2,717
-2% -$48.4K
POWI icon
1791
Power Integrations
POWI
$3.31B
$2.58M 0.01%
114,230
-6,566
-5% -$164K
CONE
1792
DELISTED
CyrusOne Inc Common Stock
CONE
$2.58M 0.01%
87,600
+2,588
+3% +$80.9K
IRE
1793
DELISTED
GOVERNOR-BK OF IRELND ADS NEW
IRE
$2.58M 0.01%
160,465
+53,609
+50% +$862K
MTSC
1794
DELISTED
MTS Systems Corp
MTSC
$2.58M 0.01%
37,418
-896
-2% -$63.2K
AMAG
1795
DELISTED
AMAG Pharmaceuticals
AMAG
$2.58M 0.01%
37,334
+5,204
+16% +$327K
DIOD icon
1796
Diodes
DIOD
$3.73B
$2.58M 0.01%
106,862
-3,404
-3% -$90.6K
HELE icon
1797
Helen of Troy
HELE
$685M
$2.58M 0.01%
26,416
+2,662
+11% +$234K
MTDR icon
1798
Matador Resources
MTDR
$6.09B
$2.58M 0.01%
103,006
+11,386
+12% +$305K
SCHL icon
1799
Scholastic
SCHL
$777M
$2.57M 0.01%
58,287
+838
+1% +$36K
BLMN icon
1800
Bloomin' Brands
BLMN
$776M
$2.57M 0.01%
120,368
+7,232
+6% +$163K
70 71
72
73 74

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NIPH
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AF
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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
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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.