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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
ASC icon
3276
Ardmore Shipping
ASC
$703M
$244K ﹤0.01%
20,163
+4,592
+29% +$53.7K
NXP icon
3277
Nuveen Select Tax-Free Income Portfolio
NXP
$896M
$244K ﹤0.01%
17,968
-24,905
-58% -$349K
STEW
3278
SRH Total Return Fund
STEW
$1.78B
$244K ﹤0.01%
28,917
-438
-1% -$3.79K
WD icon
3279
Walker & Dunlop
WD
$1.68B
$244K ﹤0.01%
+9,137
New +$203K
USB.PRO
3280
DELISTED
U.S. BANCORP Depositary Shares Each Representing a 1/1,000th Interest in a Share of Series H Non-Cum
USB.PRO
$243K ﹤0.01%
+9,962
New +$246K
TAHO
3281
DELISTED
Tahoe Resources Inc
TAHO
$243K ﹤0.01%
20,017
+6,669
+50% +$88.7K
GPX
3282
DELISTED
GP Strategies Corp.
GPX
$241K ﹤0.01%
7,258
+236
+3% +$7.94K
VB icon
3283
Vanguard Morningstar Small-Cap ETF
VB
$79.6B
$240K ﹤0.01%
1,978
-106
-5% -$13K
AGM icon
3284
Federal Agricultural Mortgage
AGM
$2.39B
$239K ﹤0.01%
8,222
+30
+0.4% +$948
BWZ icon
3285
State Street SPDR Bloomberg Short Term International Treasury Bond ETF
BWZ
$269M
$239K ﹤0.01%
7,811
-2,202
-22% -$67.8K
IHI icon
3286
iShares US Medical Devices ETF
IHI
$3.14B
$239K ﹤0.01%
11,958
-1,188
-9% -$23.8K
KIM.PRH
3287
DELISTED
KIMCO REALTY CORP DEP SH RPSTG 1/100TH REDM PFD CL H
KIM.PRH
$238K ﹤0.01%
9,445
+173
+2% +$4.42K
MSL
3288
DELISTED
Midsouth Bancorp, Inc.
MSL
$236K ﹤0.01%
+15,462
New +$218K
FFKT
3289
DELISTED
Farmers Capital Bank Corp
FFKT
$236K ﹤0.01%
+8,318
New +$211K
ATCO
3290
DELISTED
Atlas Corp.
ATCO
$235K ﹤0.01%
12,430
+625
+5% +$12.3K
CNR
3291
DELISTED
Cornerstone Building Brands, Inc.
CNR
$235K ﹤0.01%
15,578
-16,116
-51% -$253K
SMI
3292
DELISTED
Semiconductor Manufacturing Intl
SMI
$234K ﹤0.01%
43,274
-11,108
-20% -$60.9K
UCTT
3293
Ultra Clean Holdings
UCTT
$3.73B
$233K ﹤0.01%
37,322
-500
-1% -$3.23K
CIGI icon
3294
Colliers International
CIGI
$5.08B
$232K ﹤0.01%
6,036
-3,341
-36% -$129K
DLN icon
3295
WisdomTree US LargeCap Dividend Fund
DLN
$6.24B
$232K ﹤0.01%
6,398
-1,378
-18% -$51.2K
EWT icon
3296
iShares MSCI Taiwan ETF
EWT
$9.6B
$232K ﹤0.01%
7,345
-15,762
-68% -$508K
DUC
3297
DELISTED
Duff & Phelps Utility & Corporate Bond Trust
DUC
$232K ﹤0.01%
24,727
-222
-0.9% -$2.13K
SRPT icon
3298
Sarepta Therapeutics
SRPT
$1.64B
$231K ﹤0.01%
+7,582
New +$155K
ATLO icon
3299
AMES National
ATLO
$269M
$228K ﹤0.01%
9,080
+78
+0.9% +$1.94K
MORE
3300
DELISTED
Monogram Residential Trust, Inc.
MORE
$228K ﹤0.01%
+25,224
New +$240K
130 131
132
133 134

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MCM
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PSUF
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BAM
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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.