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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
VIA
2301
DELISTED
Viacom Inc. Class A
VIA
$1.3M ﹤0.01%
20,101
+7,485
+59% +$509K
GLQ
2302
Clough Global Equity Fund
GLQ
$152M
$1.3M ﹤0.01%
87,580
-19,563
-18% -$295K
TBBK icon
2303
The Bancorp
TBBK
$2.79B
$1.3M ﹤0.01%
139,701
+29,609
+27% +$286K
ENLK
2304
DELISTED
EnLink Midstream Partners, LP
ENLK
$1.29M ﹤0.01%
58,772
+43,607
+288% +$1.08M
KKD
2305
DELISTED
KRISPY KREME DOUGHNUTS INC
KKD
$1.29M ﹤0.01%
67,012
-54,771
-45% -$1.02M
ARC
2306
DELISTED
ARC Document Solutions, Inc.
ARC
$1.29M ﹤0.01%
169,518
-46,662
-22% -$380K
AROW icon
2307
Arrow Financial
AROW
$659M
$1.29M ﹤0.01%
61,592
-16,381
-21% -$336K
RGEN icon
2308
Repligen
RGEN
$7.96B
$1.29M ﹤0.01%
31,198
+7,713
+33% +$283K
FBRC
2309
DELISTED
FBR & Co. Common Stock
FBRC
$1.29M ﹤0.01%
55,677
+23,272
+72% +$516K
DXB.CL
2310
DELISTED
Deutsche Bank Contingent Capital Trust II 6.55% Trust Preferred Securities Called
DXB.CL
$1.29M ﹤0.01%
48,867
-1,290
-3% -$34.4K
FTD
2311
DELISTED
FTD Companies, Inc. Common Stock
FTD
$1.28M ﹤0.01%
45,510
+16,360
+56% +$472K
CLDX icon
2312
Celldex Therapeutics
CLDX
$2.99B
$1.28M ﹤0.01%
3,388
-151
-4% -$60K
BFS
2313
Saul Centers
BFS
$836M
$1.28M ﹤0.01%
26,046
-427
-2% -$22.2K
PRSU
2314
Pursuit Attractions and Hospitality Inc
PRSU
$1.39B
$1.28M ﹤0.01%
47,196
-858
-2% -$23.3K
SBY
2315
DELISTED
Silver Bay Realty Trust Corp.
SBY
$1.28M ﹤0.01%
78,494
-12,551
-14% -$197K
LNCO
2316
DELISTED
LINNCO LLC COM SHS REPSTG LTD LIABILITY
LNCO
$1.28M ﹤0.01%
135,293
+76,994
+132% +$861K
HEI icon
2317
HEICO Corp
HEI
$49.8B
$1.28M ﹤0.01%
53,489
+11,695
+28% +$280K
RNDY
2318
DELISTED
ROUNDYS INC COM STK
RNDY
$1.28M ﹤0.01%
394,235
-46,127
-10% -$200K
IGLB icon
2319
iShares 10+ Year Investment Grade Corporate Bond ETF
IGLB
$2.62B
$1.28M ﹤0.01%
22,321
-41,238
-65% -$2.46M
MDC
2320
DELISTED
M.D.C. Holdings, Inc.
MDC
$1.27M ﹤0.01%
59,095
-644
-1% -$13.2K
SNEX icon
2321
StoneX
SNEX
$9.26B
$1.27M ﹤0.01%
193,965
-5,978
-3% -$40.1K
AXLL
2322
DELISTED
AXIALL CORP COM STK (DE)
AXLL
$1.27M ﹤0.01%
35,330
-3,349
-9% -$134K
DSL
2323
DoubleLine Income Solutions Fund
DSL
$1.22B
$1.27M ﹤0.01%
64,130
+124
+0.2% +$2.51K
SLF icon
2324
Sun Life Financial
SLF
$46B
$1.27M ﹤0.01%
37,969
-10,171
-21% -$335K
TRP icon
2325
TC Energy
TRP
$70.2B
$1.27M ﹤0.01%
31,214
+3,617
+13% +$159K
91 92
93
94 95

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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.