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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
MYE icon
2276
Myers Industries
MYE
$1.29B
$1.34M ﹤0.01%
70,588
-799
-1% -$14.1K
OLP
2277
One Liberty Properties
OLP
$530M
$1.34M ﹤0.01%
62,939
+3,277
+5% +$74.3K
IPAR icon
2278
Interparfums
IPAR
$3.99B
$1.34M ﹤0.01%
39,444
-858
-2% -$28.4K
HOPE icon
2279
Hope Bancorp
HOPE
$1.79B
$1.34M ﹤0.01%
90,399
-405
-0.4% -$5.92K
LNN icon
2280
Lindsay Corp
LNN
$1.13B
$1.34M ﹤0.01%
15,202
-2,701
-15% -$214K
NPF
2281
DELISTED
NUVEEN PREMIER MUNI INCOME FD
NPF
$1.33M ﹤0.01%
103,527
-1,919
-2% -$25.6K
LQ
2282
DELISTED
La Quinta Holdings Inc.
LQ
$1.33M ﹤0.01%
58,048
+16,334
+39% +$390K
WAGE
2283
DELISTED
WageWorks, Inc.
WAGE
$1.32M ﹤0.01%
32,768
-17,425
-35% -$811K
TUES
2284
DELISTED
Tuesday Morning Corp
TUES
$1.32M ﹤0.01%
117,430
-96,237
-45% -$1.4M
ROCK icon
2285
Gibraltar Industries
ROCK
$1.25B
$1.32M ﹤0.01%
64,913
-9,883
-13% -$179K
BTU
2286
DELISTED
PEABODY ENERGY CORP COM STK NEW (DE)
BTU
$1.32M ﹤0.01%
40,235
+15,911
+65% +$931K
MIC
2287
DELISTED
Macquarie Infrastructure Holdings, LLC
MIC
$1.32M ﹤0.01%
+15,980
New +$1.35M
FNSR
2288
DELISTED
Finisar Corp
FNSR
$1.32M ﹤0.01%
73,860
-30,778
-29% -$653K
MOV icon
2289
Movado Group
MOV
$849M
$1.32M ﹤0.01%
48,517
-381
-0.8% -$11K
BEAT
2290
DELISTED
BioTelemetry, Inc.
BEAT
$1.32M ﹤0.01%
139,715
-20,506
-13% -$190K
LBRDA icon
2291
Liberty Broadband Class A
LBRDA
$4.89B
$1.32M ﹤0.01%
25,815
-1,616
-6% -$86.1K
CRAY
2292
DELISTED
Cray, Inc.
CRAY
$1.31M ﹤0.01%
44,447
-13,666
-24% -$414K
XOXO
2293
DELISTED
Xo Group Inc
XOXO
$1.31M ﹤0.01%
80,236
-11,489
-13% -$192K
EVRI
2294
DELISTED
Everi Holdings
EVRI
$1.31M ﹤0.01%
169,269
-6,742
-4% -$52.7K
SBSI icon
2295
Southside Bancshares
SBSI
$967M
$1.31M ﹤0.01%
48,161
-5,459
-10% -$141K
MED icon
2296
Medifast
MED
$109M
$1.31M ﹤0.01%
40,430
+805
+2% +$25.5K
AUB icon
2297
Atlantic Union Bankshares
AUB
$6.02B
$1.3M ﹤0.01%
56,164
-10,680
-16% -$238K
IPHI
2298
DELISTED
INPHI CORPORATION
IPHI
$1.3M ﹤0.01%
57,087
-6,381
-10% -$142K
CSTM icon
2299
Constellium
CSTM
$3.76B
$1.3M ﹤0.01%
110,195
+12,284
+13% +$193K
CVLT icon
2300
Commault Systems
CVLT
$4.88B
$1.3M ﹤0.01%
30,746
-9,488
-24% -$430K
90 91
92
93 94

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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.