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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
ANK
1876
DELISTED
ATLANTIC TELE-NETWORK,INC
ANK
$2.37M ﹤0.01%
34,326
+697
+2% +$48.1K
GLNG icon
1877
Golar LNG
GLNG
$5B
$2.37M ﹤0.01%
50,595
+5,515
+12% +$239K
IMPV
1878
DELISTED
Imperva, Inc.
IMPV
$2.37M ﹤0.01%
34,945
-6,018
-15% -$332K
EVER
1879
DELISTED
Everbank Financial Corp
EVER
$2.37M ﹤0.01%
120,396
-2,121
-2% -$39.7K
SABR icon
1880
Sabre
SABR
$731M
$2.36M ﹤0.01%
99,163
-3,683
-4% -$92.8K
BAS
1881
DELISTED
Basis Energy Services, Inc.
BAS
$2.36M ﹤0.01%
548
+156
+40% +$758K
TRGP icon
1882
Targa Resources
TRGP
$58B
$2.36M ﹤0.01%
26,433
+8,922
+51% +$871K
RITM icon
1883
Rithm Capital
RITM
$5.52B
$2.36M ﹤0.01%
154,616
+55,159
+55% +$915K
NEWP
1884
DELISTED
NEWPORT CORP
NEWP
$2.35M ﹤0.01%
124,145
-1,692
-1% -$32.8K
FIVE icon
1885
Five Below
FIVE
$12B
$2.35M ﹤0.01%
59,453
-3,209
-5% -$117K
TCBI icon
1886
Texas Capital Bancshares
TCBI
$4.3B
$2.34M ﹤0.01%
37,563
+7,274
+24% +$398K
NEOG icon
1887
Neogen
NEOG
$2.63B
$2.33M ﹤0.01%
131,029
+15,650
+14% +$271K
PKD
1888
DELISTED
Parker Drilling Company
PKD
$2.33M ﹤0.01%
46,697
+5,462
+13% +$304K
BCC icon
1889
Boise Cascade
BCC
$2.69B
$2.32M ﹤0.01%
63,344
+856
+1% +$31.3K
HIBB
1890
DELISTED
Hibbett, Inc. Common Stock
HIBB
$2.31M ﹤0.01%
49,662
+11,671
+31% +$557K
RSTI
1891
DELISTED
Rofin-Sinar Technologies Inc
RSTI
$2.31M ﹤0.01%
83,729
-843
-1% -$22.8K
MDSO
1892
DELISTED
Medidata Solutions, Inc.
MDSO
$2.31M ﹤0.01%
42,468
+7,794
+22% +$418K
EQM
1893
DELISTED
EQM Midstream Partners, LP
EQM
$2.3M ﹤0.01%
28,215
+2,281
+9% +$190K
NNI icon
1894
Nelnet
NNI
$4.88B
$2.3M ﹤0.01%
53,076
-2,366
-4% -$104K
CWEI
1895
DELISTED
Clayton Williams Energy, Inc.
CWEI
$2.3M ﹤0.01%
34,953
-4,384
-11% -$248K
RSX
1896
DELISTED
VanEck Russia ETF
RSX
$2.3M ﹤0.01%
125,650
– –
SCL icon
1897
Stepan Co
SCL
$1.46B
$2.3M ﹤0.01%
42,440
+2,633
+7% +$130K
QIHU
1898
DELISTED
QIHOO 360 TECHNOLOGY CO LTD ADS RPSTG 3 CL A SHS
QIHU
$2.29M ﹤0.01%
33,907
+3,592
+12% +$217K
KFRC icon
1899
Kforce
KFRC
$1.02B
$2.29M ﹤0.01%
100,177
-1,958
-2% -$43.5K
FSP
1900
Franklin Street Properties
FSP
$47.2M
$2.29M ﹤0.01%
202,400
-11,418
-5% -$136K
74 75
76
77 78

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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.