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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
IYR icon
2951
iShares US Real Estate ETF
IYR
$4.66B
$478K ﹤0.01%
6,699
-554
-8% -$42K
YZC
2952
DELISTED
Yanzhou Coal Mining
YZC
$478K ﹤0.01%
61,721
-5,992
-9% -$56.8K
LCM
2953
DELISTED
Advent/Claymore Enhanced Gth & F
LCM
$476K ﹤0.01%
52,469
+214
+0.4% +$2.03K
BLDR icon
2954
Builders FirstSource
BLDR
$7.15B
$474K ﹤0.01%
36,948
+4,863
+15% +$59.3K
BEBE
2955
DELISTED
Bebe Stores Inc
BEBE
$474K ﹤0.01%
23,697
-1,672
-7% -$47.2K
NNBR icon
2956
NN Inc
NNBR
$255M
$473K ﹤0.01%
18,537
-23,808
-56% -$626K
IEH
2957
DELISTED
INTEGRYS ENERGY GROUP INC 6% JR SUB NT DUE 8-1-2073 (WI)
IEH
$472K ﹤0.01%
17,735
+370
+2% +$10.1K
CUBI icon
2958
Customers Bancorp
CUBI
$2.66B
$471K ﹤0.01%
17,512
+990
+6% +$25.3K
RFP
2959
DELISTED
Resolute Forest Products Inc.
RFP
$471K ﹤0.01%
41,892
-44,137
-51% -$613K
CTWS
2960
DELISTED
Connecticut Water Service Inc
CTWS
$471K ﹤0.01%
13,793
-1,195
-8% -$42.4K
ARWR icon
2961
Arrowhead Research
ARWR
$11.9B
$470K ﹤0.01%
65,768
+337
+0.5% +$2.32K
GTT
2962
DELISTED
GTT Communications, Inc.
GTT
$470K ﹤0.01%
19,703
-2,123
-10% -$43.2K
BHR
2963
Braemar Hotels & Resorts
BHR
$156M
$469K ﹤0.01%
31,528
+1,134
+4% +$17.8K
PRTA icon
2964
Prothena Corp
PRTA
$425M
$468K ﹤0.01%
8,884
+2,729
+44% +$108K
BDSI
2965
DELISTED
BioDelivery Sciences International, Inc.
BDSI
$468K ﹤0.01%
58,774
-10,406
-15% -$89.4K
RF.PRB
2966
DELISTED
REGIONS FINANCIAL CORPORATION
RF.PRB
$467K ﹤0.01%
18,147
+417
+2% +$10.9K
BITA
2967
DELISTED
Bitauto Holdings Limited
BITA
$465K ﹤0.01%
9,104
+344
+4% +$20.2K
JPI
2968
DELISTED
Nuveen Preferred Securities & Income Opportunities Fund
JPI
$464K ﹤0.01%
20,877
+5,471
+36% +$127K
VRN
2969
DELISTED
Veren
VRN
$463K ﹤0.01%
22,927
-2,382
-9% -$55.7K
ABR icon
2970
Arbor Realty Trust
ABR
$964M
$462K ﹤0.01%
68,311
-2,693
-4% -$18.7K
AP icon
2971
Ampco-Pittsburgh
AP
$163M
$460K ﹤0.01%
30,448
-1,800
-6% -$29.1K
FOLD
2972
DELISTED
Amicus Therapeutics
FOLD
$460K ﹤0.01%
+32,519
New +$391K
CSBK
2973
DELISTED
Clifton Bancorp Inc.
CSBK
$459K ﹤0.01%
32,829
+1,441
+5% +$20.1K
JPM.PRE.CL
2974
DELISTED
JPMORGAN CHASE & CO. Depositary Shares, each representing a 1/400th interest in a share of 6.30% Non
JPM.PRE.CL
$458K ﹤0.01%
18,150
+394
+2% +$10.1K
STC icon
2975
Stewart Information Services
STC
$2.06B
$457K ﹤0.01%
11,473
-869
-7% -$33.3K
117 118
119
120 121

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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.