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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
IBA
3001
DELISTED
Industrias Bachoco SAB De C.V.
IBA
$432K ﹤0.01%
7,991
+365
+5% +$20K
DEX
3002
DELISTED
DELAWARE ENHANCED GLOBAL DIVIDEND & INCOME FUND
DEX
$432K ﹤0.01%
39,952
-294
-0.7% -$3.37K
JPM.PRB.CL
3003
DELISTED
JPMorgan Chase & Co.
JPM.PRB.CL
$431K ﹤0.01%
16,450
+345
+2% +$9.21K
RDWR icon
3004
Radware
RDWR
$1.1B
$427K ﹤0.01%
+19,245
New +$447K
GS.PRI.CL
3005
DELISTED
The Goldman Sachs Group, Inc.
GS.PRI.CL
$427K ﹤0.01%
+17,136
New +$431K
GDF
3006
DELISTED
WESTERN ASSET GLB PARTNERS INCM FUND INC. COM
GDF
$427K ﹤0.01%
46,523
+107
+0.2% +$1.02K
BDBD
3007
DELISTED
BOULDER BRANDS INC
BDBD
$427K ﹤0.01%
61,593
-56,337
-48% -$508K
PN
3008
DELISTED
Patriot National, Inc.
PN
$426K ﹤0.01%
+26,617
New +$406K
ESPR
3009
DELISTED
Esperion Therapeutics
ESPR
$425K ﹤0.01%
5,203
+775
+18% +$75.9K
MLR icon
3010
Miller Industries
MLR
$573M
$425K ﹤0.01%
21,291
-3,342
-14% -$73.4K
WPM icon
3011
Wheaton Precious Metals
WPM
$49.5B
$425K ﹤0.01%
24,513
+3,336
+16% +$64.1K
RNR.PRE
3012
DELISTED
RENAISSANCERE HOLDINGS LTD 5.375% SER E
RNR.PRE
$422K ﹤0.01%
18,630
+390
+2% +$9.41K
O.PRF.CL
3013
DELISTED
Realty Income Corporation
O.PRF.CL
$421K ﹤0.01%
16,316
+337
+2% +$8.88K
XLI icon
3014
State Street Industrial Select Sector SPDR ETF
XLI
$32.8B
$420K ﹤0.01%
7,777
-303
-4% -$17K
DEL
3015
DELISTED
Deltic Timber
DEL
$419K ﹤0.01%
6,189
+389
+7% +$25.6K
WNC icon
3016
Wabash National
WNC
$512M
$418K ﹤0.01%
33,357
+6,055
+22% +$84.3K
RLD
3017
DELISTED
REALD INC COM STK
RLD
$417K ﹤0.01%
33,851
+3,367
+11% +$42.1K
HTGC icon
3018
Hercules Capital
HTGC
$3.07B
$416K ﹤0.01%
36,022
-131
-0.4% -$1.7K
AEM icon
3019
Agnico Eagle Mines
AEM
$73.6B
$415K ﹤0.01%
14,634
+3,289
+29% +$102K
GIFI
3020
DELISTED
Gulf Island Fabrication
GIFI
$415K ﹤0.01%
37,117
-3,579
-9% -$45.6K
NATR icon
3021
Nature's Sunshine
NATR
$354M
$415K ﹤0.01%
30,153
+8
+0% +$103
IAE
3022
Voya Asia Pacific High Dividend Equity Income Fund
IAE
$91.8M
$414K ﹤0.01%
34,914
+3,264
+10% +$38.6K
NKSH icon
3023
National Bankshares
NKSH
$259M
$414K ﹤0.01%
14,135
+1,409
+11% +$41K
KEYW
3024
DELISTED
The KEYW Holding Corporation
KEYW
$414K ﹤0.01%
44,408
+14,736
+50% +$132K
UMH
3025
UMH Properties
UMH
$1.29B
$411K ﹤0.01%
41,954
+8,347
+25% +$83.5K
119 120
121
122 123

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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.