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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
TUMI
3101
DELISTED
TUMI HLDGS INC COM
TUMI
$350K ﹤0.01%
17,066
-17,788
-51% -$388K
MNI
3102
DELISTED
The McClatchy Company Class A Common Stock
MNI
$349K ﹤0.01%
32,305
-2,575
-7% -$35.5K
KBE icon
3103
State Street SPDR S&P Bank ETF
KBE
$1.64B
$348K ﹤0.01%
9,611
-7,609
-44% -$266K
XBKS
3104
DELISTED
Xenith Bankshares, Inc. Common Stock
XBKS
$348K ﹤0.01%
16,746
+132
+0.8% +$2.5K
OSG
3105
Octave Specialty Group
OSG
$243M
$347K ﹤0.01%
+20,876
New +$493K
GAIN icon
3106
Gladstone Investment Corp
GAIN
$643M
$347K ﹤0.01%
43,623
-43,604
-50% -$332K
QLTY
3107
DELISTED
QUALITY DISTR INC FLA
QLTY
$347K ﹤0.01%
22,474
-20,705
-48% -$280K
CVGW
3108
DELISTED
Calavo Growers
CVGW
$346K ﹤0.01%
6,655
-283
-4% -$14.7K
SPA
3109
DELISTED
Sparton
SPA
$346K ﹤0.01%
12,670
-542
-4% -$14.5K
MS.PRF icon
3110
Morgan Stanley Series F Preferred Stock
MS.PRF
$859K
$345K ﹤0.01%
12,932
+140
+1% +$3.82K
ODC icon
3111
Oil-Dri
ODC
$1.44B
$345K ﹤0.01%
22,722
-1,300
-5% -$20.7K
DFRG
3112
DELISTED
Del Frisco's Restaurant Group, Inc. Common Stock
DFRG
$345K ﹤0.01%
18,511
+1,049
+6% +$20.6K
CVGI icon
3113
Commercial Vehicle Group
CVGI
$154M
$344K ﹤0.01%
47,690
+5,899
+14% +$38.5K
CPSS icon
3114
Consumer Portfolio Services
CPSS
$202M
$343K ﹤0.01%
54,833
-2,551
-4% -$16.5K
HYB
3115
DELISTED
New America High Income Fund, Inc.
HYB
$343K ﹤0.01%
39,137
-1,531
-4% -$13.9K
LPG icon
3116
Dorian LPG
LPG
$2.03B
$342K ﹤0.01%
+20,525
New +$290K
NEE.PRI
3117
DELISTED
NEXTERA ENERGY CAPITAL HOLDINGS, INC. Series I Junior Subordinated Debentures due November 15, 2072
NEE.PRI
$342K ﹤0.01%
15,159
+250
+2% +$6K
IJR icon
3118
iShares Core S&P Small-Cap ETF
IJR
$109B
$341K ﹤0.01%
5,778
-10
-0.2% -$591
STRL icon
3119
Sterling Infrastructure
STRL
$18.3B
$340K ﹤0.01%
84,983
-12,907
-13% -$52.1K
HCN.PRJ.CL
3120
DELISTED
Welltower Inc.
HCN.PRJ.CL
$340K ﹤0.01%
13,370
+162
+1% +$4.23K
CPS icon
3121
Cooper-Standard Automotive
CPS
$523M
$339K ﹤0.01%
5,515
+1,111
+25% +$69.2K
LQD icon
3122
iShares iBoxx $ Investment Grade Corporate Bond ETF
LQD
$34.3B
$338K ﹤0.01%
2,925
– –
NID
3123
DELISTED
NUVEEN INTERMEDIATE DURATION MUNICIPAL TERM FUND
NID
$338K ﹤0.01%
27,559
-28,875
-51% -$365K
SSRG
3124
DELISTED
SYMMETRY SURGICAL INC COMMON STK
SSRG
$338K ﹤0.01%
38,773
+5,168
+15% +$42.6K
AMWD
3125
DELISTED
American Woodmark
AMWD
$337K ﹤0.01%
6,147
+687
+13% +$36.6K
123 124
125
126 127

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AF
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MCM
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PSUF
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IA
IndexIQ Advisors New York $2.82B AUM 12.48% 1-Year Est. Return
SCC
Spring Creek Capital Wichita, Kansas $2.53B AUM 19.59% 1-Year Est. Return
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.