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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
USA icon
2051
Liberty All-Star Equity Fund
USA
$1.79B
$1.83M ﹤0.01%
318,969
+166,487
+109% +$980K
HYI
2052
Western Asset High Yield Opportunity Fund Inc
HYI
$133M
$1.83M ﹤0.01%
119,023
+69,725
+141% +$1.13M
STM icon
2053
STMicroelectronics
STM
$46.7B
$1.83M ﹤0.01%
225,638
+4,066
+2% +$34.9K
GMK
2054
DELISTED
GRUMA SAB DE C V ADS(RP 4 B SHS
GMK
$1.83M ﹤0.01%
35,547
+863
+2% +$44.5K
CCOI icon
2055
Cogent Communications
CCOI
$676M
$1.82M ﹤0.01%
53,921
-11,669
-18% -$391K
JQC icon
2056
Nuveen Credit Strategies Income Fund
JQC
$704M
$1.82M ﹤0.01%
211,858
+68,535
+48% +$613K
TESO
2057
DELISTED
Tesco Corp
TESO
$1.82M ﹤0.01%
166,813
-2,196
-1% -$26.4K
ISSI
2058
DELISTED
INTEGRATED SILICON SOLUTN INC
ISSI
$1.81M ﹤0.01%
81,959
+3,176
+4% +$62.9K
TFCF
2059
DELISTED
Twenty-First Century Fox, Inc. Class B
TFCF
$1.81M ﹤0.01%
56,179
-157,435
-74% -$5.22M
GLF
2060
DELISTED
GulfMark Offshore, Inc. Common Stock
GLF
$1.8M ﹤0.01%
155,480
+48,205
+45% +$670K
MMSI icon
2061
Merit Medical Systems
MMSI
$5.08B
$1.8M ﹤0.01%
83,692
+11,314
+16% +$230K
BNCL
2062
DELISTED
Beneficial Bancorp, Inc.
BNCL
$1.8M ﹤0.01%
144,245
+45,732
+46% +$548K
NX icon
2063
Quanex
NX
$819M
$1.8M ﹤0.01%
83,991
-1,793
-2% -$34.6K
MSA icon
2064
Mine Safety
MSA
$7.35B
$1.8M ﹤0.01%
37,015
-755
-2% -$36.2K
HRG
2065
DELISTED
HRG Group, Inc.
HRG
$1.8M ﹤0.01%
138,129
+61,912
+81% +$783K
NUAN
2066
DELISTED
Nuance Communications, Inc.
NUAN
$1.79M ﹤0.01%
118,214
+999
+0.9% +$14.1K
CFFN icon
2067
Capitol Federal Financial
CFFN
$1.09B
$1.79M ﹤0.01%
148,755
+858
+0.6% +$10.4K
EXLS icon
2068
EXL Service
EXLS
$5.14B
$1.79M ﹤0.01%
258,950
+31,525
+14% +$219K
CTBI icon
2069
Community Trust Bancorp
CTBI
$1.42B
$1.78M ﹤0.01%
51,156
-2,107
-4% -$70.1K
RDC
2070
DELISTED
Rowan Companies Plc
RDC
$1.78M ﹤0.01%
84,473
-4,062
-5% -$85.9K
VMI icon
2071
Valmont Industries
VMI
$9.3B
$1.78M ﹤0.01%
14,980
-3,953
-21% -$487K
TPH
2072
DELISTED
Tri Pointe Homes
TPH
$1.78M ﹤0.01%
116,194
-2,717
-2% -$40.4K
MENT
2073
DELISTED
Mentor Graphics Corp
MENT
$1.78M ﹤0.01%
67,184
+12,889
+24% +$327K
CHU
2074
DELISTED
China Unicom (HONG KONG) Limited
CHU
$1.78M ﹤0.01%
113,110
+47,104
+71% +$825K
AR icon
2075
Antero Resources
AR
$11.1B
$1.77M ﹤0.01%
51,648
+10,887
+27% +$432K
81 82
83
84 85

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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.