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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
MCF
2676
DELISTED
Contango Oil & Gas Co.
MCF
$744K ﹤0.01%
60,637
-2,505
-4% -$43.7K
IAG icon
2677
IAMGOLD
IAG
$8.2B
$741K ﹤0.01%
370,621
+104,372
+39% +$226K
RAVN
2678
DELISTED
Raven Industries Inc
RAVN
$741K ﹤0.01%
36,427
-993
-3% -$20.1K
PGRE
2679
DELISTED
Paramount Group
PGRE
$738K ﹤0.01%
42,992
+19,795
+85% +$365K
ANIK icon
2680
Anika Therapeutics
ANIK
$258M
$737K ﹤0.01%
22,326
-8,386
-27% -$299K
SSE
2681
DELISTED
SEVENTY SEVEN ENERGY INC COM
SSE
$734K ﹤0.01%
171,040
+142,737
+504% +$753K
PKE icon
2682
Park Aerospace
PKE
$737M
$733K ﹤0.01%
38,232
+1,105
+3% +$23.6K
QDEL icon
2683
QuidelOrtho
QDEL
$1.14B
$732K ﹤0.01%
31,874
-9,247
-22% -$215K
ACP
2684
abrdn Income Credit Strategies Fund
ACP
$635M
$731K ﹤0.01%
53,134
-24,437
-32% -$356K
IMN
2685
DELISTED
Imation
IMN
$729K ﹤0.01%
179,517
-20,028
-10% -$86.7K
LBAI
2686
DELISTED
Lakeland Bancorp Inc
LBAI
$727K ﹤0.01%
61,179
-10,215
-14% -$119K
CLNE icon
2687
Clean Energy Fuels
CLNE
$427M
$725K ﹤0.01%
129,078
+74,870
+138% +$562K
TWIN icon
2688
Twin Disc
TWIN
$329M
$724K ﹤0.01%
38,834
-1,642
-4% -$29.9K
IBCP icon
2689
Independent Bank Corp
IBCP
$787M
$723K ﹤0.01%
53,289
-9,634
-15% -$128K
PFC
2690
DELISTED
Premier Financial Corp. Common Stock
PFC
$722K ﹤0.01%
38,454
-8,214
-18% -$145K
CHFN
2691
DELISTED
Charter Financial Corp
CHFN
$719K ﹤0.01%
57,904
+5,203
+10% +$63.1K
CHUY
2692
DELISTED
Chuy's Holdings, Inc. Common Stock
CHUY
$716K ﹤0.01%
26,712
+681
+3% +$17.3K
AMFW
2693
DELISTED
AMEC Foster Wheeler plc
AMFW
$716K ﹤0.01%
55,430
+28,021
+102% +$388K
AORT icon
2694
Artivion
AORT
$1.3B
$714K ﹤0.01%
63,277
-351
-0.6% -$3.73K
SENEA icon
2695
Seneca Foods Class A
SENEA
$1.12B
$713K ﹤0.01%
25,692
-792
-3% -$22.9K
NS
2696
DELISTED
NuStar Energy L.P.
NS
$711K ﹤0.01%
11,972
+985
+9% +$62.3K
NFBK
2697
DELISTED
Northfield Bancorp
NFBK
$710K ﹤0.01%
47,168
+2,244
+5% +$33.1K
FRPT icon
2698
Freshpet
FRPT
$2.93B
$709K ﹤0.01%
38,118
+506
+1% +$10.6K
OUT icon
2699
Outfront Media
OUT
$5.61B
$708K ﹤0.01%
28,499
+7,960
+39% +$219K
ZEUS
2700
DELISTED
Olympic Steel
ZEUS
$707K ﹤0.01%
40,530
+915
+2% +$15K
106 107
108
109 110

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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.