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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
PSB.PRT.CL
3026
DELISTED
PS Business Parks Inc
PSB.PRT.CL
$410K ﹤0.01%
16,639
+313
+2% +$7.83K
CEA
3027
DELISTED
China Eastern Airlines
CEA
$409K ﹤0.01%
9,860
-10,996
-53% -$428K
GWPH
3028
DELISTED
GW Pharmaceuticals Plc American Depositary Shares
GWPH
$409K ﹤0.01%
3,328
– –
STT.PRC.CL
3029
DELISTED
STATE STREET CORPORATION Depositary Shares, each representing a 1/4,000th ownership interest in a sh
STT.PRC.CL
$409K ﹤0.01%
16,796
+280
+2% +$6.89K
KIM.PRI.CL
3030
DELISTED
KIMCO REALTY CORPORATION Class I Depositary Shares
KIM.PRI.CL
$408K ﹤0.01%
16,569
+307
+2% +$7.77K
RM icon
3031
Regional Management Corp
RM
$301M
$407K ﹤0.01%
22,796
+2,901
+15% +$48.5K
GIC icon
3032
Global Industrial
GIC
$1.37B
$406K ﹤0.01%
47,000
-2,930
-6% -$28.5K
LPSN icon
3033
LivePerson
LPSN
$21.8M
$406K ﹤0.01%
2,759
-99
-3% -$14.4K
SAAS
3034
DELISTED
inContact, Inc.
SAAS
$406K ﹤0.01%
41,159
-1,825
-4% -$18.7K
MCHX icon
3035
Marchex
MCHX
$76.2M
$405K ﹤0.01%
81,912
-4,207
-5% -$19.7K
WW
3036
DELISTED
WW International
WW
$404K ﹤0.01%
83,218
-3,870
-4% -$25.7K
RSPP
3037
DELISTED
RSP Permian, Inc.
RSPP
$403K ﹤0.01%
14,343
+4,970
+53% +$141K
MBB icon
3038
iShares MBS ETF
MBB
$38.9B
$402K ﹤0.01%
3,701
– –
NVGS icon
3039
Navigator Holdings
NVGS
$1.38B
$401K ﹤0.01%
21,172
+3,647
+21% +$74.3K
PFBC icon
3040
Preferred Bank
PFBC
$1.24B
$397K ﹤0.01%
13,210
+266
+2% +$7.6K
CHW
3041
Calamos Global Dynamic Income Fund
CHW
$530M
$396K ﹤0.01%
46,577
+240
+0.5% +$2.14K
DALN
3042
DELISTED
DallasNews
DALN
$396K ﹤0.01%
17,662
-4,299
-20% -$113K
PROV icon
3043
Provident Financial
PROV
$111M
$396K ﹤0.01%
23,658
-9,420
-28% -$160K
ENTL
3044
DELISTED
Entellus Medical, Inc. Common Stock
ENTL
$396K ﹤0.01%
+15,302
New +$387K
NES
3045
DELISTED
NUVERRA ENVIRONMENTAL INC NEW COM STK (DE)
NES
$396K ﹤0.01%
63,228
+50,958
+415% +$242K
CWB icon
3046
State Street SPDR Bloomberg Convertible Securities ETF
CWB
$5.6B
$395K ﹤0.01%
8,309
-15,503
-65% -$752K
ESGR
3047
DELISTED
Enstar Group
ESGR
$394K ﹤0.01%
2,540
-281
-10% -$41.9K
SPAB icon
3048
State Street SPDR Portfolio Aggregate Bond ETF
SPAB
$9.76B
$392K ﹤0.01%
13,650
-1,392
-9% -$40.5K
EXAC
3049
DELISTED
Exactech Inc
EXAC
$392K ﹤0.01%
18,805
+628
+3% +$14.1K
PRO
3050
DELISTED
PROS Holdings
PRO
$390K ﹤0.01%
18,465
-6,522
-26% -$142K
120 121
122
123 124

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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.