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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
SSYS icon
2851
Stratasys
SSYS
$679M
$571K ﹤0.01%
+16,348
New +$686K
LCII icon
2852
LCI Industries
LCII
$2.49B
$570K ﹤0.01%
9,831
+47
+0.5% +$2.8K
ORN icon
2853
Orion Group Holdings
ORN
$396M
$569K ﹤0.01%
78,843
+466
+0.6% +$3.8K
JD icon
2854
JD.com
JD
$44.6B
$568K ﹤0.01%
16,654
-500
-3% -$17K
XENT
2855
DELISTED
Intersect ENT, Inc
XENT
$568K ﹤0.01%
19,829
+5,525
+39% +$145K
FGL
2856
DELISTED
Fidelity & Guaranty Life
FGL
$568K ﹤0.01%
24,045
+11,594
+93% +$261K
CSLT
2857
DELISTED
CASTLIGHT HEALTH, INC.
CSLT
$567K ﹤0.01%
+69,612
New +$580K
CBK
2858
DELISTED
Christopher & Banks Corporation
CBK
$565K ﹤0.01%
140,785
-8,862
-6% -$48.6K
W icon
2859
Wayfair
W
$11.2B
$564K ﹤0.01%
14,987
-57,532
-79% -$1.86M
PAHC icon
2860
Phibro Animal Health
PAHC
$1.47B
$563K ﹤0.01%
14,453
+803
+6% +$27.7K
C.PRL.CL
2861
DELISTED
Citigroup Inc.
C.PRL.CL
$563K ﹤0.01%
21,317
+4,063
+24% +$108K
XCO
2862
DELISTED
Exco Resources
XCO
$563K ﹤0.01%
31,816
-1,717
-5% -$44.9K
CALD
2863
DELISTED
Callidus Software, Inc.
CALD
$562K ﹤0.01%
36,094
+2,753
+8% +$39.3K
TGTX icon
2864
TG Therapeutics
TGTX
$7.96B
$561K ﹤0.01%
+33,808
New +$535K
KNM
2865
DELISTED
KONAMI CORPORATION ADS (1 SH COM STK)
KNM
$561K ﹤0.01%
30,042
-3,055
-9% -$58K
APTS
2866
DELISTED
Preferred Apartment Communities, Inc.
APTS
$560K ﹤0.01%
56,232
+16,059
+40% +$175K
EEQ
2867
DELISTED
Enbridge Energy Management Llc
EEQ
$560K ﹤0.01%
+23,780
New +$607K
MBVT
2868
DELISTED
Merchants Bancshares Inc
MBVT
$560K ﹤0.01%
16,931
+4,746
+39% +$144K
JGV
2869
DELISTED
NUVEEN GLOBAL EQUITY INCOME FUND
JGV
$559K ﹤0.01%
44,756
+408
+0.9% +$5.4K
GOGL
2870
DELISTED
Golden Ocean Group
GOGL
$558K ﹤0.01%
+28,971
New +$666K
PQUE
2871
DELISTED
PETROQUEST ENERGY INC (DE)
PQUE
$558K ﹤0.01%
281,612
-14,190
-5% -$28.1K
DEST
2872
DELISTED
Destination Maternity Corporation
DEST
$554K ﹤0.01%
47,531
+983
+2% +$12.2K
ELGX
2873
DELISTED
Endologix Inc
ELGX
$554K ﹤0.01%
3,611
-289
-7% -$47.7K
FN icon
2874
Fabrinet
FN
$15.6B
$552K ﹤0.01%
29,494
+859
+3% +$16.2K
TBRG
2875
DELISTED
TruBridge
TBRG
$552K ﹤0.01%
10,337
-386
-4% -$20.7K
113 114
115
116 117

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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.