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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
FCNCA icon
2351
First Citizens BancShares
FCNCA
$24.9B
$1.23M ﹤0.01%
4,680
-313
-6% -$77.8K
VIVO
2352
DELISTED
Meridian Bioscience Inc
VIVO
$1.23M ﹤0.01%
65,780
-732
-1% -$13.6K
MFRM
2353
DELISTED
MATTRESS FIRM HLDG CORP COM STK (DE)
MFRM
$1.23M ﹤0.01%
20,099
+4,257
+27% +$259K
RDUS
2354
DELISTED
Radius Recycling
RDUS
$1.22M ﹤0.01%
69,700
+779
+1% +$13.7K
DOOR
2355
DELISTED
MASONITE INTERNATIONAL CORP
DOOR
$1.22M ﹤0.01%
17,376
-34
-0.2% -$2.33K
NSH
2356
DELISTED
NuStar GP Holdings LLC
NSH
$1.22M ﹤0.01%
+31,988
New +$1.2M
IPGP icon
2357
IPG Photonics
IPGP
$3.61B
$1.22M ﹤0.01%
14,272
+830
+6% +$78K
SABA
2358
Saba Capital Income & Opportunities Fund II
SABA
$220M
$1.22M ﹤0.01%
86,493
– –
AEGN
2359
DELISTED
Aegion Corp
AEGN
$1.22M ﹤0.01%
64,165
+55
+0.1% +$1.01K
AEH.CL
2360
DELISTED
Aegon NV 6.375% Perpetual Capital Securities Called for Redemption
AEH.CL
$1.21M ﹤0.01%
48,314
+851
+2% +$21.6K
HVT icon
2361
Haverty Furniture Companies
HVT
$397M
$1.21M ﹤0.01%
55,936
-2,941
-5% -$64.4K
HCOM
2362
DELISTED
Hawaiian Telcom Holdco, Inc
HCOM
$1.21M ﹤0.01%
46,303
-666
-1% -$17.4K
ININ
2363
DELISTED
Interactive Intelligence Group, inc.
ININ
$1.2M ﹤0.01%
27,042
+4,770
+21% +$211K
RESI
2364
DELISTED
Front Yard Residential Corporation Common Stock
RESI
$1.2M ﹤0.01%
71,352
+55,728
+357% +$1.05M
FORR icon
2365
Forrester Research
FORR
$223M
$1.2M ﹤0.01%
33,327
-90
-0.3% -$3.18K
TY icon
2366
TRI-Continental Corp
TY
$1.86B
$1.2M ﹤0.01%
56,590
+1,003
+2% +$21.9K
THFF icon
2367
First Financial Corp
THFF
$958M
$1.19M ﹤0.01%
33,396
-4,313
-11% -$150K
AXTA icon
2368
Axalta
AXTA
$7.66B
$1.19M ﹤0.01%
36,079
+8,077
+29% +$267K
DGI
2369
DELISTED
DigitalGlobe Inc.
DGI
$1.19M ﹤0.01%
42,936
-3,329
-7% -$105K
FBP icon
2370
First Bancorp
FBP
$4.42B
$1.19M ﹤0.01%
247,163
-5,441
-2% -$34.3K
AT
2371
DELISTED
Atlantic Power Corporation
AT
$1.19M ﹤0.01%
386,145
+15,750
+4% +$48K
PCRX icon
2372
Pacira BioSciences
PCRX
$1.04B
$1.19M ﹤0.01%
16,797
-5,809
-26% -$457K
SCNB
2373
DELISTED
Suffolk Bancorp
SCNB
$1.19M ﹤0.01%
46,284
-3,173
-6% -$77.7K
ESI icon
2374
Element Solutions
ESI
$8.95B
$1.19M ﹤0.01%
46,407
+4,217
+10% +$114K
GSIG
2375
DELISTED
GSI GROUP INC COM STK (CDA)
GSIG
$1.18M ﹤0.01%
78,726
-2,172
-3% -$31.4K
93 94
95
96 97

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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.