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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
SSP icon
1826
E.W. Scripps
SSP
$262M
$2.5M ﹤0.01%
109,407
-24,991
-19% -$587K
CXP
1827
DELISTED
COLUMBIA PROPERTY TRUST, INC.
CXP
$2.5M ﹤0.01%
101,715
+18,636
+22% +$492K
WNS
1828
DELISTED
WNS Holdings
WNS
$2.5M ﹤0.01%
93,307
+23,473
+34% +$603K
PVA
1829
DELISTED
PENN VIRGINIA CORP
PVA
$2.49M ﹤0.01%
567,801
+156,536
+38% +$888K
ARCB icon
1830
ArcBest
ARCB
$3.14B
$2.48M ﹤0.01%
78,147
-28,087
-26% -$1M
HAWK
1831
DELISTED
Blackhawk Network Holdings, Inc. Common Stock
HAWK
$2.48M ﹤0.01%
60,308
-19,320
-24% -$721K
GBX icon
1832
The Greenbrier Companies
GBX
$1.53B
$2.48M ﹤0.01%
53,027
+3,984
+8% +$238K
CNW
1833
DELISTED
CON-WAY INC.
CNW
$2.48M ﹤0.01%
64,637
-18,777
-23% -$780K
NWBI icon
1834
Northwest Bancshares
NWBI
$2.32B
$2.48M ﹤0.01%
193,086
+106,715
+124% +$1.32M
LSCC icon
1835
Lattice Semiconductor
LSCC
$17.9B
$2.47M ﹤0.01%
419,867
+31,696
+8% +$199K
HL icon
1836
Hecla Mining
HL
$9.63B
$2.47M ﹤0.01%
939,998
+21,018
+2% +$64.7K
AIMC
1837
DELISTED
Altra Industrial Motion Corp
AIMC
$2.47M ﹤0.01%
90,945
-206
-0.2% -$5.79K
AMN icon
1838
AMN Healthcare
AMN
$1.33B
$2.47M ﹤0.01%
78,155
+4,910
+7% +$128K
DHC
1839
Diversified Healthcare Trust
DHC
$2.16B
$2.46M ﹤0.01%
141,554
-81,870
-37% -$1.62M
DCOM
1840
DELISTED
Dime Community Bancshares
DCOM
$2.46M ﹤0.01%
145,312
+2,588
+2% +$42.6K
CMTL icon
1841
Comtech Telecommunications
CMTL
$50.3M
$2.46M ﹤0.01%
84,719
+4,051
+5% +$123K
HOS
1842
DELISTED
Hornbeck Offshore Services, Inc.
HOS
$2.46M ﹤0.01%
119,886
+24,688
+26% +$541K
GFF icon
1843
Griffon
GFF
$4.02B
$2.46M ﹤0.01%
154,521
-2,988
-2% -$49.5K
BLT
1844
DELISTED
BLOUNT INTERNATIONAL (NEW)
BLT
$2.46M ﹤0.01%
224,933
+11,514
+5% +$141K
AMBA icon
1845
Ambarella
AMBA
$3.69B
$2.44M ﹤0.01%
23,811
-6,730
-22% -$588K
AFB
1846
AllianceBernstein National Municipal Income Fund
AFB
$313M
$2.44M ﹤0.01%
184,946
-12,775
-6% -$171K
COHR icon
1847
Coherent
COHR
$55.7B
$2.44M ﹤0.01%
128,625
+17,862
+16% +$333K
STRA icon
1848
Strategic Education
STRA
$1.89B
$2.44M ﹤0.01%
56,610
+10,499
+23% +$514K
XRM
1849
DELISTED
Xerium Technologies Inc (new)
XRM
$2.44M ﹤0.01%
134,050
-6,410
-5% -$113K
PNFP icon
1850
Pinnacle Financial Partners Inc
PNFP
$16.2B
$2.44M ﹤0.01%
44,855
-13,591
-23% -$673K
72 73
74
75 76

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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.