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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
WTFC icon
1851
Wintrust Financial
WTFC
$10.8B
$2.44M ﹤0.01%
45,653
+1,913
+4% +$96.4K
BX icon
1852
Blackstone
BX
$102B
$2.43M ﹤0.01%
60,674
-32,747
-35% -$1.35M
ICFI icon
1853
ICF International
ICFI
$1.46B
$2.43M ﹤0.01%
69,813
-2,667
-4% -$100K
SAH icon
1854
Sonic Automotive
SAH
$2.9B
$2.43M ﹤0.01%
102,161
-2,511
-2% -$60.6K
AMTG
1855
DELISTED
APOLLO RESIDENTIAL MTG INC COM STK
AMTG
$2.43M ﹤0.01%
165,722
+31,896
+24% +$505K
AXON
1856
Axon Enterprise
AXON
$42.5B
$2.43M ﹤0.01%
72,982
-9,227
-11% -$288K
LXU icon
1857
LSB Industries
LXU
$783M
$2.43M ﹤0.01%
77,297
+4,514
+6% +$148K
MITT
1858
TPG Mortgage Investment Trust
MITT
$222M
$2.43M ﹤0.01%
46,790
+6,962
+17% +$392K
TCF
1859
DELISTED
TCF Financial Corporation Common Stock
TCF
$2.42M ﹤0.01%
73,244
-2,984
-4% -$94.2K
BYM
1860
DELISTED
BlackRock Municipal Income Quality Trust
BYM
$2.42M ﹤0.01%
178,142
+33,502
+23% +$468K
LTC
1861
LTC Properties
LTC
$2.06B
$2.42M ﹤0.01%
58,101
+2,434
+4% +$105K
MSTR icon
1862
Strategy Inc
MSTR
$34.1B
$2.41M ﹤0.01%
141,780
-55,370
-28% -$975K
NBTB icon
1863
NBT Bancorp
NBTB
$2.74B
$2.41M ﹤0.01%
91,982
-14,450
-14% -$363K
HSII
1864
DELISTED
Heidrick & Struggles
HSII
$2.4M ﹤0.01%
92,222
+355
+0.4% +$8.88K
CATM
1865
DELISTED
Cardtronics plc Class A Ordinary Shares (UK)
CATM
$2.4M ﹤0.01%
64,838
-118
-0.2% -$4.47K
FPF
1866
First Trust Intermediate Duration Preferred & Income Fund
FPF
$1.07B
$2.4M ﹤0.01%
111,286
+3,330
+3% +$74.5K
SBRA icon
1867
Sabra Healthcare REIT
SBRA
$5.34B
$2.4M ﹤0.01%
93,110
+12,907
+16% +$366K
GWRE icon
1868
Guidewire Software
GWRE
$12.6B
$2.39M ﹤0.01%
45,193
+3,297
+8% +$170K
JAKK icon
1869
Jakks Pacific
JAKK
$301M
$2.39M ﹤0.01%
24,182
+6,347
+36% +$487K
BRC icon
1870
Brady Corp
BRC
$4.44B
$2.39M ﹤0.01%
96,537
+41,153
+74% +$1.08M
ALU
1871
DELISTED
Alcatel-Lucent
ALU
$2.38M ﹤0.01%
658,206
+196,460
+43% +$754K
REXX
1872
DELISTED
Rex Energy Corporation
REXX
$2.38M ﹤0.01%
42,550
+23,106
+119% +$1.15M
MTN icon
1873
Vail Resorts
MTN
$5.32B
$2.38M ﹤0.01%
21,769
-58
-0.3% -$6.07K
VRE
1874
DELISTED
Veris Residential
VRE
$2.38M ﹤0.01%
128,939
+49,758
+63% +$906K
FRGI
1875
DELISTED
Fiesta Restaurant Group, Inc.
FRGI
$2.37M ﹤0.01%
47,448
-10,398
-18% -$549K
73 74
75
76 77

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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.