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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
PBE icon
3201
Invesco Biotechnology & Genome ETF
PBE
$279M
$294K ﹤0.01%
+5,031
New +$288K
BOOM icon
3202
DMC Global
BOOM
$136M
$293K ﹤0.01%
26,651
-2,468
-8% -$30K
CBPX
3203
DELISTED
CONTINENTAL BUILDING PRODUCTS, INC.
CBPX
$293K ﹤0.01%
+13,825
New +$310K
PL.PRC.CL
3204
DELISTED
Protective Life Corp
PL.PRC.CL
$293K ﹤0.01%
11,410
+158
+1% +$4.11K
BWX icon
3205
State Street SPDR Bloomberg International Treasury Bond ETF
BWX
$1.33B
$292K ﹤0.01%
11,210
-4,186
-27% -$111K
GHY
3206
PGIM Global High Yield Fund
GHY
$477M
$292K ﹤0.01%
+19,332
New +$304K
TC
3207
DELISTED
Thompson Creek Metals Company Inc. Ordinary Shares (Canada)
TC
$292K ﹤0.01%
355,684
– –
RBS.PRN
3208
DELISTED
ROYAL BK SCOTLAND GROUP PLC ADR RPTNG PFD SHRS SER N (UK)
RBS.PRN
$291K ﹤0.01%
11,707
+163
+1% +$4.08K
DCOM icon
3209
Dime Commercial Bancshares
DCOM
$1.8B
$288K ﹤0.01%
10,791
+1,242
+13% +$31.8K
AMRC icon
3210
Ameresco
AMRC
$1.11B
$287K ﹤0.01%
37,460
+167
+0.4% +$1.21K
CIA icon
3211
Citizens
CIA
$242M
$287K ﹤0.01%
38,465
-31,014
-45% -$194K
TPLM
3212
DELISTED
Triangle Petroleum Corporation
TPLM
$287K ﹤0.01%
57,174
+26,174
+84% +$141K
WK icon
3213
Workiva
WK
$3.31B
$286K ﹤0.01%
+20,670
New +$290K
YDLE
3214
DELISTED
YODLEE INC COMMON STOCK
YDLE
$286K ﹤0.01%
19,776
-1,128
-5% -$15.6K
CYNI
3215
DELISTED
CYAN INC COM
CYNI
$286K ﹤0.01%
54,489
-3,812
-7% -$18.4K
BSRR icon
3216
Sierra Bancorp
BSRR
$529M
$285K ﹤0.01%
16,438
+2,180
+15% +$36.7K
ESSA
3217
DELISTED
ESSA Bancorp
ESSA
$285K ﹤0.01%
22,134
-7,981
-27% -$103K
GPRO icon
3218
GoPro
GPRO
$122M
$285K ﹤0.01%
+5,406
New +$278K
RDI icon
3219
Reading International Class A
RDI
$32.5M
$284K ﹤0.01%
20,507
-10
-0% -$136
NGHC
3220
DELISTED
National General Holdings Corp
NGHC
$284K ﹤0.01%
+13,633
New +$267K
PSA.PRR
3221
DELISTED
PUBLIC STORAGE DEPOSITORY SH REPSTG 1/1000TH PFD SER R
PSA.PRR
$284K ﹤0.01%
11,158
+137
+1% +$3.54K
STV
3222
DELISTED
China Digital Tv Hldgs Co Ltd
STV
$283K ﹤0.01%
77,218
-12,067
-14% -$46.8K
KIM.PRK.CL
3223
DELISTED
KIMCO REALTY CORPORATION Class K Depositary Shares, each of which represents a one-one thousandth fr
KIM.PRK.CL
$281K ﹤0.01%
11,633
+167
+1% +$4.08K
COB
3224
DELISTED
CommunityOne Bancorp
COB
$279K ﹤0.01%
25,937
+332
+1% +$3.43K
MY
3225
DELISTED
CHINA MING YANG WIND PWR GRP LTD ADS RSPTG 1 ORD SHS (CHINA)
MY
$278K ﹤0.01%
99,164
-15,966
-14% -$51.1K
127 128
129
130 131

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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.