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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
CLNY
2401
DELISTED
Colony Capital, Inc.
CLNY
$1.15M ﹤0.01%
50,770
+12,986
+34% +$330K
EBF icon
2402
Ennis
EBF
$552M
$1.15M ﹤0.01%
61,795
-1,612
-3% -$26K
AF
2403
DELISTED
Astoria Financial Corporation
AF
$1.15M ﹤0.01%
83,287
-94,370
-53% -$1.26M
IVH
2404
DELISTED
Delaware Ivy High Income Opportunities Fund
IVH
$1.15M ﹤0.01%
76,818
+1,014
+1% +$16.3K
STAY
2405
DELISTED
Extended Stay America, Inc. Paired Share Unit
STAY
$1.15M ﹤0.01%
61,183
+27,991
+84% +$554K
BLX icon
2406
Bladex Inc
BLX
$2.2B
$1.15M ﹤0.01%
35,637
+626
+2% +$19.9K
TG icon
2407
Tredegar Corp
TG
$265M
$1.14M ﹤0.01%
51,692
+390
+0.8% +$8.18K
HAYN
2408
DELISTED
Haynes International, Inc.
HAYN
$1.14M ﹤0.01%
23,180
+850
+4% +$39.7K
MSEX icon
2409
Middlesex Water
MSEX
$1.08B
$1.14M ﹤0.01%
50,618
+389
+0.8% +$8.74K
INVN
2410
DELISTED
Invensense Inc
INVN
$1.14M ﹤0.01%
75,640
+4,399
+6% +$66.4K
PDT
2411
John Hancock Premium Dividend Fund
PDT
$634M
$1.14M ﹤0.01%
87,113
-95
-0.1% -$1.31K
UI icon
2412
Ubiquiti
UI
$33.7B
$1.14M ﹤0.01%
35,758
-8,178
-19% -$251K
WIBC
2413
DELISTED
WILSHIRE BANCORP INC
WIBC
$1.14M ﹤0.01%
90,285
-23,138
-20% -$257K
BF.A icon
2414
Brown-Forman Class A
BF.A
$13.4B
$1.14M ﹤0.01%
25,530
+360
+1% +$14.4K
MIG
2415
DELISTED
MEADOWBROOK INSURANCE GRP INC
MIG
$1.14M ﹤0.01%
132,367
-16,630
-11% -$142K
LMNX
2416
DELISTED
Luminex Corp
LMNX
$1.14M ﹤0.01%
65,761
+6,594
+11% +$110K
SKUL
2417
DELISTED
SKULLCANDY INC
SKUL
$1.13M ﹤0.01%
147,879
-5,492
-4% -$50.1K
RPT
2418
Rithm Property Trust
RPT
$95.8M
$1.13M ﹤0.01%
+13,754
New +$1.12M
BUSE icon
2419
First Busey Corp
BUSE
$2.57B
$1.13M ﹤0.01%
57,282
-4,799
-8% -$93.3K
NAV
2420
DELISTED
Navistar International
NAV
$1.13M ﹤0.01%
49,907
-11,184
-18% -$306K
MRD
2421
DELISTED
MEMORIAL RESOURCE DEV CORP COM STK (DE)
MRD
$1.13M ﹤0.01%
59,499
+12,198
+26% +$235K
KATE
2422
DELISTED
Kate Spade & Company
KATE
$1.12M ﹤0.01%
52,178
-13,090
-20% -$379K
SJR
2423
DELISTED
Shaw Communications Inc.
SJR
$1.12M ﹤0.01%
51,520
+9,473
+23% +$212K
MTH icon
2424
Meritage Homes
MTH
$4.58B
$1.12M ﹤0.01%
47,464
+6,964
+17% +$157K
AUD
2425
DELISTED
Audacy, Inc.
AUD
$1.11M ﹤0.01%
97,472
-6,465
-6% -$77.8K
95 96
97
98 99

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NIPH
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AF
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MCM
Melvin Capital Management New York $9.86B AUM 16.31% 1-Year Est. Return
PSUF
People's United Financial Bridgeport, Connecticut $3.51B AUM 12.24% 1-Year Est. Return
IA
IndexIQ Advisors New York $2.82B AUM 12.48% 1-Year Est. Return
SCC
Spring Creek Capital Wichita, Kansas $2.53B AUM 19.59% 1-Year Est. Return
BAM
Barrett Asset Management New York $2.39B AUM 14.06% 1-Year Est. Return
ACI
AMP Capital Investors Sydney, Australia $2.37B AUM 23.59% 1-Year Est. Return

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.