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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
PGH
2476
DELISTED
Pengrowth Energy Corporation
PGH
$1.03M ﹤0.01%
414,737
+82,422
+25% +$244K
SNR
2477
DELISTED
NEW SENIOR INVESTMENT GROUP INC.
SNR
$1.03M ﹤0.01%
+77,221
New +$1.23M
WAC
2478
DELISTED
Walter Investment Mgt Corp
WAC
$1.03M ﹤0.01%
45,120
+3,895
+9% +$74.2K
JRVR icon
2479
James River Group Holdings
JRVR
$208M
$1.03M ﹤0.01%
+39,842
New +$954K
HZO icon
2480
MarineMax
HZO
$759M
$1.03M ﹤0.01%
43,648
-2,293
-5% -$55K
ELLI
2481
DELISTED
Ellie Mae Inc
ELLI
$1.02M ﹤0.01%
14,690
+2,475
+20% +$154K
HTWR
2482
DELISTED
HEARTWARE INTERNATIONAL INC COM STK (DE)
HTWR
$1.02M ﹤0.01%
14,103
-4,629
-25% -$361K
MIK
2483
DELISTED
Michaels Stores, Inc
MIK
$1.02M ﹤0.01%
38,000
+29,696
+358% +$802K
RPAI
2484
DELISTED
RETAIL PROPERTIES OF AMERICA, INC.
RPAI
$1.02M ﹤0.01%
73,252
+341
+0.5% +$5.18K
IIP
2485
DELISTED
INTERNAP NETWORK SERVICES CORPORATION
IIP
$1.02M ﹤0.01%
110,226
+1,045
+1% +$9.67K
III icon
2486
Information Services Group
III
$199M
$1.02M ﹤0.01%
212,685
-18,045
-8% -$73.2K
MS.PRG.CL
2487
DELISTED
MORGAN STANLEY 6.625% Called for Redemption
MS.PRG.CL
$1.02M ﹤0.01%
39,187
+10,593
+37% +$276K
EXAS
2488
DELISTED
Exact Sciences
EXAS
$1.02M ﹤0.01%
34,157
-3,574
-9% -$89.8K
HR icon
2489
Healthcare Realty
HR
$7.28B
$1.01M ﹤0.01%
42,400
-643
-1% -$16.4K
AMH icon
2490
American Homes 4 Rent
AMH
$12B
$1.01M ﹤0.01%
63,200
+4,718
+8% +$79.2K
SRDX
2491
DELISTED
Surmodics
SRDX
$1.01M ﹤0.01%
43,171
-4,519
-9% -$113K
ALX
2492
Alexander's
ALX
$1.3B
$1.01M ﹤0.01%
2,463
-291
-11% -$124K
TNK icon
2493
Teekay Tankers
TNK
$2.75B
$1.01M ﹤0.01%
19,074
+3,513
+23% +$189K
CLDT
2494
Chatham Lodging
CLDT
$622M
$1.01M ﹤0.01%
38,096
-45,675
-55% -$1.29M
BWG
2495
BrandywineGLOBAL Global Income Opportunities Fund
BWG
$130M
$1.01M ﹤0.01%
70,773
-18,712
-21% -$292K
WASH icon
2496
Washington Trust Bancorp
WASH
$743M
$1.01M ﹤0.01%
25,509
-5,181
-17% -$197K
NGS icon
2497
Natural Gas Services Group
NGS
$472M
$1M ﹤0.01%
44,038
-1,704
-4% -$39.7K
ACOR
2498
DELISTED
Acorda Therapeutics
ACOR
$1M ﹤0.01%
251
+14
+6% +$54.1K
WFC.PRJ.CL
2499
DELISTED
Wells Fargo & Company
WFC.PRJ.CL
$1M ﹤0.01%
35,521
+594
+2% +$17.1K
KYTH
2500
DELISTED
KYTHERA BIOPHARMACEUTICALS, INC COM
KYTH
$1M ﹤0.01%
13,301
+3
+0% +$161
98 99
100
101 102

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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.