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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
TESS
3076
DELISTED
Tessco Technologies Inc
TESS
$371K ﹤0.01%
18,738
-1,371
-7% -$30.4K
PJH
3077
DELISTED
PRUDENTIAL FINANCIAL, INC. 5.75% Junior Subordinated Notes due 2052
PJH
$371K ﹤0.01%
14,992
+129
+0.9% +$3.28K
RBS.PRS.CL
3078
DELISTED
The Royal Bank Of Scotland Group
RBS.PRS.CL
$370K ﹤0.01%
14,824
+302
+2% +$7.56K
HWCC
3079
DELISTED
Houston Wire & Cable Company
HWCC
$369K ﹤0.01%
37,203
-1,611
-4% -$15.1K
TERP
3080
DELISTED
TerraForm Power, Inc
TERP
$369K ﹤0.01%
9,717
+651
+7% +$25.7K
ESIO
3081
DELISTED
Electro Scientific Industries
ESIO
$366K ﹤0.01%
69,524
-2,804
-4% -$15.9K
CVT
3082
DELISTED
CVENT, INC.
CVT
$366K ﹤0.01%
14,211
-1,272
-8% -$34.6K
NATL
3083
DELISTED
National Interstate Corporation
NATL
$365K ﹤0.01%
13,345
-230
-2% -$6.32K
BB icon
3084
BlackBerry
BB
$4.98B
$364K ﹤0.01%
44,495
+13,097
+42% +$127K
MSO
3085
DELISTED
MARTHA STEWART LIVING OMNIMEDIA INC
MSO
$364K ﹤0.01%
58,330
-12,577
-18% -$71.1K
PAGP icon
3086
Plains GP Holdings
PAGP
$5.21B
$362K ﹤0.01%
+5,264
New +$395K
LINE
3087
DELISTED
LINN ENERGY LLC COM UTS REP LTD LIABILITY CO INTS
LINE
$362K ﹤0.01%
40,579
-781,559
-95% -$9.14M
LCUT icon
3088
Lifetime Brands
LCUT
$191M
$361K ﹤0.01%
24,469
+1,566
+7% +$23.5K
FXCB
3089
DELISTED
FOX CHASE BANCORP INC COM STK (MD)
FXCB
$361K ﹤0.01%
21,331
+8,571
+67% +$142K
LION
3090
DELISTED
Fidelity Southern Corporation
LION
$360K ﹤0.01%
20,641
-576
-3% -$9.5K
NNN.PRD.CL
3091
DELISTED
National Retail Properties Inc
NNN.PRD.CL
$360K ﹤0.01%
14,019
+209
+2% +$5.47K
CHGG icon
3092
Chegg
CHGG
$110M
$357K ﹤0.01%
45,500
+28,850
+173% +$228K
NRO
3093
Neuberger Real Estate Securities Income Fund Inc
NRO
$191M
$356K ﹤0.01%
78,702
+14,605
+23% +$70.7K
CSTE icon
3094
Caesarstone
CSTE
$72.3M
$355K ﹤0.01%
5,181
+82
+2% +$5.07K
GBLI icon
3095
Global Indemnity Group
GBLI
$402M
$355K ﹤0.01%
12,636
+1,046
+9% +$29.1K
CMLS
3096
DELISTED
Cumulus Media Inc. Class A Common Stock
CMLS
$355K ﹤0.01%
21,880
-282
-1% -$5.26K
PZN
3097
DELISTED
Pzena Investment Management, Inc. Class A
PZN
$354K ﹤0.01%
32,032
-393
-1% -$3.69K
ISF.CL
3098
DELISTED
ING Groep NV
ISF.CL
$353K ﹤0.01%
13,804
+234
+2% +$5.96K
FBNK
3099
DELISTED
First Connecticut Bancorp, Inc
FBNK
$352K ﹤0.01%
22,173
-358
-2% -$5.42K
DLR.PRE
3100
DELISTED
DIGITAL REALTY TRUST, INC. REDEEMABLE PFD SER E
DLR.PRE
$350K ﹤0.01%
13,681
+241
+2% +$6.23K
122 123
124
125 126

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AF
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MCM
Melvin Capital Management New York $9.86B AUM 16.31% 1-Year Est. Return
PSUF
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IA
IndexIQ Advisors New York $2.82B AUM 12.48% 1-Year Est. Return
SCC
Spring Creek Capital Wichita, Kansas $2.53B AUM 19.59% 1-Year Est. Return
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.