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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
EZT
3301
DELISTED
Entergy Texas, Inc. First Mortgage Bonds, 5.625% Series due June 1, 2064
EZT
$227K ﹤0.01%
8,914
+187
+2% +$4.88K
HGH
3302
DELISTED
THE HARTFORD FINANCIAL SERVICES GROUP, INC. 7.875% FIXED-TO-FLOATING RATE JR SUB DEBENTURE DUE 2042
HGH
$226K ﹤0.01%
7,612
+108
+1% +$3.34K
GDDY icon
3303
GoDaddy
GDDY
$13.2B
$225K ﹤0.01%
+7,987
New +$217K
ASR icon
3304
Grupo Aeroportuario del Sureste
ASR
$8.3B
$224K ﹤0.01%
1,579
-2,062
-57% -$299K
EMLP icon
3305
First Trust North American Energy Infrastructure Fund
EMLP
$4.09B
$224K ﹤0.01%
+8,821
New +$238K
JUNO
3306
DELISTED
Juno Therapeutics, Inc.
JUNO
$224K ﹤0.01%
+4,209
New +$223K
JRI icon
3307
Nuveen Real Asset Income & Growth Fund
JRI
$353M
$223K ﹤0.01%
12,890
-268
-2% -$5.1K
NHS
3308
Neuberger High Yield Strategies Fund Inc
NHS
$252M
$223K ﹤0.01%
18,949
-674
-3% -$8.28K
MDLY
3309
DELISTED
Medley Management Inc
MDLY
$223K ﹤0.01%
+1,885
New +$218K
PGN
3310
DELISTED
PARAGON OFFSHORE PLC (GBR)
PGN
$223K ﹤0.01%
204,196
+173,888
+574% +$282K
TSE
3311
DELISTED
Trinseo
TSE
$222K ﹤0.01%
+8,266
New +$212K
IVAC
3312
DELISTED
Intevac Inc
IVAC
$222K ﹤0.01%
37,867
-1,881
-5% -$10.3K
VO icon
3313
Vanguard Morningstar Mid-Cap ETF
VO
$106B
$221K ﹤0.01%
6,928
-152
-2% -$4.93K
HIFR
3314
DELISTED
InfraREIT, Inc.
HIFR
$221K ﹤0.01%
+7,786
New +$241K
ACET
3315
DELISTED
Aceto Corp
ACET
$221K ﹤0.01%
8,972
-706
-7% -$15.9K
SPP
3316
DELISTED
SAPPI LTD ADS(RP 1 0RD SH)
SPP
$221K ﹤0.01%
63,738
-1,645
-3% -$5.7K
IWR icon
3317
iShares Russell Mid-Cap ETF
IWR
$56.1B
$220K ﹤0.01%
+5,168
New +$225K
LUMO
3318
DELISTED
Lumos Pharma, Inc. Common Stock
LUMO
$220K ﹤0.01%
+552
New +$235K
PSA.PRW
3319
DELISTED
Public Storage Depositary Shares, Each Representing 1/1,000 of a 5.20% Cumulative Preferred Share of
PSA.PRW
$220K ﹤0.01%
9,438
+182
+2% +$4.37K
JONE
3320
DELISTED
Jones Energy, Inc.
JONE
$219K ﹤0.01%
+1,315
New +$235K
TGH
3321
DELISTED
Textainer Group Holdings limited
TGH
$218K ﹤0.01%
8,375
+493
+6% +$14.5K
IPLDP
3322
DELISTED
Interstate Power & Light Company Perp Prd Ser D
IPLDP
$218K ﹤0.01%
8,789
+139
+2% +$3.49K
MM
3323
DELISTED
MILLENNIAL MEDIA INC COM STK (DE)
MM
$218K ﹤0.01%
134,298
+56,211
+72% +$91.4K
MDXG icon
3324
MiMedx Group
MDXG
$622M
$216K ﹤0.01%
18,643
-774
-4% -$7.96K
KONA
3325
DELISTED
Kona Grill, Inc.
KONA
$216K ﹤0.01%
11,136
-50
-0.4% -$1.14K
131 132
133
134 135

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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.