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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
PEGI
1901
DELISTED
Pattern Energy Group Inc. Class A
PEGI
$2.29M ﹤0.01%
80,560
+41,212
+105% +$1.2M
CDR
1902
DELISTED
Cedar Realty Trust, Inc
CDR
$2.28M ﹤0.01%
54,025
-1,840
-3% -$84.4K
ALEX
1903
DELISTED
Alexander & Baldwin
ALEX
$2.28M ﹤0.01%
57,885
+1,091
+2% +$44.9K
BUI icon
1904
BlackRock Utilities, Infrastructure & Power Opportunities Trust
BUI
$725M
$2.27M ﹤0.01%
125,308
+13,589
+12% +$263K
CENTA icon
1905
Central Garden & Pet Co Class A
CENTA
$2.37B
$2.27M ﹤0.01%
248,994
+1,458
+0.6% +$12.1K
SSNC icon
1906
SS&C Technologies
SSNC
$18.1B
$2.27M ﹤0.01%
72,690
+7,266
+11% +$223K
NXGN
1907
DELISTED
NextGen Healthcare, Inc. Common Stock
NXGN
$2.26M ﹤0.01%
136,522
-6,296
-4% -$101K
GPRE icon
1908
Green Plains
GPRE
$1.18B
$2.26M ﹤0.01%
82,076
-38,977
-32% -$1.2M
SHO icon
1909
Sunstone Hotel Investors
SHO
$2.19B
$2.26M ﹤0.01%
150,357
-10,015
-6% -$157K
BCO icon
1910
Brink's
BCO
$4.88B
$2.26M ﹤0.01%
76,657
+2,695
+4% +$81.5K
KGC icon
1911
Kinross Gold
KGC
$27.4B
$2.24M ﹤0.01%
966,921
-365,389
-27% -$871K
ICON
1912
DELISTED
Iconix Brand Group, Inc.
ICON
$2.24M ﹤0.01%
8,985
+2,429
+37% +$677K
COLB icon
1913
Columbia Banking Systems
COLB
$8.84B
$2.24M ﹤0.01%
68,778
-20,002
-23% -$610K
EXPO icon
1914
Exponent
EXPO
$3.24B
$2.23M ﹤0.01%
99,842
+3,274
+3% +$71.9K
IL
1915
DELISTED
IntraLinks Holdings Inc.
IL
$2.23M ﹤0.01%
187,469
-4,854
-3% -$51.4K
SPN
1916
DELISTED
Superior Energy Services, Inc.
SPN
$2.23M ﹤0.01%
10,584
-948
-8% -$222K
CTRN icon
1917
Citi Trends
CTRN
$555M
$2.22M ﹤0.01%
91,657
-2,376
-3% -$58.8K
VSI
1918
DELISTED
Vitamin Shoppe Inc.
VSI
$2.22M ﹤0.01%
59,497
+695
+1% +$27.8K
ICUI icon
1919
ICU Medical
ICUI
$4.21B
$2.21M ﹤0.01%
23,113
-161
-0.7% -$15K
KRA
1920
DELISTED
Kraton Corporation
KRA
$2.21M ﹤0.01%
92,524
+23,891
+35% +$538K
RPXC
1921
DELISTED
RPX Corporation
RPXC
$2.21M ﹤0.01%
130,497
+29,464
+29% +$462K
SSL icon
1922
Sasol
SSL
$7.5B
$2.2M ﹤0.01%
59,479
+8,472
+17% +$312K
BH icon
1923
Biglari Holdings Class B
BH
$1.25B
$2.2M ﹤0.01%
7,979
+95
+1% +$24.7K
FFIC
1924
DELISTED
Flushing Financial
FFIC
$2.2M ﹤0.01%
104,700
-807
-0.8% -$16.2K
WWE
1925
DELISTED
World Wrestling Entertainment
WWE
$2.19M ﹤0.01%
133,004
+18,409
+16% +$267K
75 76
77
78 79

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AF
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MCM
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PSUF
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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.