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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
VIAV icon
2126
Viavi Solutions
VIAV
$9.12B
$1.65M ﹤0.01%
250,603
-10,110
-4% -$73.8K
NC icon
2127
NACCO Industries
NC
$357M
$1.65M ﹤0.01%
118,801
-2,661
-2% -$34K
PIV
2128
DELISTED
PWSHS S&P 500 HIGH QTY PORTF S&P HIGH QTY RKGS INDEX
PIV
$1.65M ﹤0.01%
71,497
-1,010
-1% -$23.3K
SFR
2129
DELISTED
Starwood Waypoint Homes
SFR
$1.64M ﹤0.01%
69,037
+42,539
+161% +$1.09M
FRME icon
2130
First Merchants
FRME
$2.68B
$1.64M ﹤0.01%
66,354
-17,018
-20% -$401K
ZNH
2131
DELISTED
China Southern Airlines Company Limited
ZNH
$1.64M ﹤0.01%
28,051
-89,049
-76% -$4.47M
PETS icon
2132
PetMed Express
PETS
$41.7M
$1.64M ﹤0.01%
94,692
+1,277
+1% +$21.4K
ZVO
2133
DELISTED
Zovio Inc. Common Stock
ZVO
$1.63M ﹤0.01%
170,829
-17,497
-9% -$166K
ECOL
2134
DELISTED
US Ecology, Inc.
ECOL
$1.63M ﹤0.01%
33,501
-1,926
-5% -$93K
TAST
2135
DELISTED
Carrols Restaurant Group, Inc.
TAST
$1.63M ﹤0.01%
156,294
+1,926
+1% +$18.6K
BRLI
2136
DELISTED
BIO-REFERENCE LABS INC-NEW-
BRLI
$1.62M ﹤0.01%
39,376
-8,751
-18% -$314K
NHC icon
2137
National Healthcare
NHC
$3.53B
$1.62M ﹤0.01%
24,978
-619
-2% -$39.3K
ROG icon
2138
Rogers Corp
ROG
$2.21B
$1.62M ﹤0.01%
24,530
-4,310
-15% -$319K
TLK icon
2139
Telkom Indonesia
TLK
$14.5B
$1.62M ﹤0.01%
74,572
+17,974
+32% +$388K
SUP
2140
DELISTED
Superior Industries International
SUP
$1.61M ﹤0.01%
88,074
+2,270
+3% +$43.5K
GOOD
2141
Gladstone Commercial Corp
GOOD
$605M
$1.61M ﹤0.01%
97,094
+2,662
+3% +$47.3K
HMIN
2142
DELISTED
HOMEINNS HOTEL GROUP SPONSORED ADR
HMIN
$1.61M ﹤0.01%
52,018
-48,670
-48% -$1.35M
SYBT icon
2143
Stock Yards Bancorp
SYBT
$2.64B
$1.61M ﹤0.01%
63,749
-6,373
-9% -$151K
RJET
2144
DELISTED
REPUBLIC AWYS HLDGS INC
RJET
$1.61M ﹤0.01%
174,936
-24,471
-12% -$281K
NFJ
2145
Virtus Dividend, Interest & Premium Strategy Fund
NFJ
$1.41B
$1.6M ﹤0.01%
+105,835
New +$1.69M
ICPT
2146
DELISTED
Intercept Pharmaceuticals, Inc.
ICPT
$1.6M ﹤0.01%
6,610
+2,111
+47% +$562K
PNC.PRP
2147
DELISTED
THE PNC FINANCIAL SERVICES GROUP, INC.
PNC.PRP
$1.59M ﹤0.01%
58,098
+1,118
+2% +$31.3K
REV
2148
DELISTED
Revlon, Inc.
REV
$1.59M ﹤0.01%
43,411
-6,202
-13% -$236K
ACAS
2149
DELISTED
American Capital Ltd
ACAS
$1.59M ﹤0.01%
117,486
-110,313
-48% -$1.6M
ATSG
2150
DELISTED
Air Transport Services Group
ATSG
$1.59M ﹤0.01%
151,672
-37,612
-20% -$377K
84 85
86
87 88

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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.