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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
BBT.PRE.CL
2451
DELISTED
BB&T Corporation Depositary Shares each representing 1/1,000th interest in a share of Series E Non-C
BBT.PRE.CL
$1.07M ﹤0.01%
44,230
+7,071
+19% +$174K
NQS
2452
DELISTED
NUVEEN SELECT QUALITY MUNI FD
NQS
$1.07M ﹤0.01%
80,695
-280
-0.3% -$3.83K
PRIM icon
2453
Primoris Services
PRIM
$4.58B
$1.06M ﹤0.01%
53,743
-67
-0.1% -$1.28K
BK.PRC
2454
DELISTED
THE BANK OF NEW YORK MELLON CORPORATION Depositary Shares each representing a 1/ 4,000th interest in
BK.PRC
$1.06M ﹤0.01%
44,204
+990
+2% +$24.5K
MHY
2455
DELISTED
WESTERN ASSET MANAGED HIGH INCOM FD INC. COM
MHY
$1.06M ﹤0.01%
214,435
-7,130
-3% -$36.6K
PWE
2456
DELISTED
Penn West Energy Petroleum Ltd
PWE
$1.06M ﹤0.01%
610,719
+22,903
+4% +$47.3K
CBB
2457
DELISTED
Cincinnati Bell Inc.
CBB
$1.05M ﹤0.01%
55,086
-5,768
-9% -$105K
KTOS icon
2458
Kratos Defense & Security Solutions
KTOS
$8.74B
$1.05M ﹤0.01%
166,894
+973
+0.6% +$5.78K
FSS icon
2459
Federal Signal
FSS
$7.63B
$1.05M ﹤0.01%
70,315
-14,110
-17% -$219K
BRSS
2460
DELISTED
Global Brass & Copper Hldgs, Inc
BRSS
$1.05M ﹤0.01%
61,567
+34,427
+127% +$567K
GS.PRJ
2461
DELISTED
GOLDMAN SACHS GROUP, INC. 5.50% SER J
GS.PRJ
$1.05M ﹤0.01%
42,703
+7,856
+23% +$195K
GLUU
2462
DELISTED
Glu Mobile Inc.
GLUU
$1.05M ﹤0.01%
168,471
+10,318
+7% +$63.2K
ABAX
2463
DELISTED
Abaxis Inc
ABAX
$1.04M ﹤0.01%
20,294
-7,752
-28% -$436K
LPL icon
2464
LG Display
LPL
$3B
$1.04M ﹤0.01%
90,093
+271
+0.3% +$3.65K
VRTV
2465
DELISTED
VERITIV CORPORATION
VRTV
$1.04M ﹤0.01%
28,529
+8,317
+41% +$338K
MTUS icon
2466
Metallus
MTUS
$838M
$1.04M ﹤0.01%
38,507
-12,084
-24% -$357K
SASR
2467
DELISTED
Sandy Spring Bancorp Inc
SASR
$1.04M ﹤0.01%
37,083
-866
-2% -$23.1K
DEA
2468
Easterly Government Properties
DEA
$1.13B
$1.04M ﹤0.01%
+26,052
New +$1.04M
SB icon
2469
Safe Bulkers
SB
$795M
$1.04M ﹤0.01%
322,122
+24,072
+8% +$83.7K
BFX
2470
DELISTED
BowFlex Inc.
BFX
$1.04M ﹤0.01%
48,221
+1,247
+3% +$24.7K
CMCO icon
2471
Columbus McKinnon
CMCO
$553M
$1.04M ﹤0.01%
41,459
-7,927
-16% -$197K
VGI
2472
Virtus Global Multi-Sector Income Fund
VGI
$81.9M
$1.03M ﹤0.01%
66,029
-465
-0.7% -$7.73K
RICE
2473
DELISTED
Rice Energy Inc.
RICE
$1.03M ﹤0.01%
49,664
+24,834
+100% +$564K
CWST icon
2474
Casella Waste Systems
CWST
$5.71B
$1.03M ﹤0.01%
184,119
-40,186
-18% -$225K
VDE icon
2475
Vanguard Energy ETF
VDE
$10.1B
$1.03M ﹤0.01%
9,657
+339
+4% +$38.1K
97 98
99
100 101

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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.