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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
Y
901
DELISTED
Alleghany Corp
Y
$7.64M 0.01%
16,292
+1,405
+9% +$675K
AWP
902
abrdn Global Premier Properties Fund
AWP
$372M
$7.63M 0.01%
393,338
+34,484
+10% +$710K
FRT icon
903
Federal Realty Investment Trust
FRT
$10.7B
$7.62M 0.01%
59,499
+108
+0.2% +$14.7K
HNP
904
DELISTED
Huaneng Power Intl, Inc.
HNP
$7.56M 0.01%
143,222
+4,220
+3% +$229K
DB icon
905
Deutsche Bank
DB
$69B
$7.55M 0.01%
280,422
+38,337
+16% +$1.11M
AMCX icon
906
AMC Global Media
AMCX
$492M
$7.55M 0.01%
92,239
+14,197
+18% +$1.1M
PMM
907
Franklin Managed Municipal Income Trust
PMM
$267M
$7.5M 0.01%
1,060,380
+167,064
+19% +$1.2M
LAMR icon
908
Lamar Advertising Co
LAMR
$16.2B
$7.46M 0.01%
129,741
-36,354
-22% -$2.16M
MIDD icon
909
Middleby
MIDD
$6.04B
$7.45M 0.01%
66,363
+5,115
+8% +$547K
ULTA icon
910
Ulta Beauty
ULTA
$22B
$7.44M 0.01%
48,183
+1,562
+3% +$240K
WWAV
911
DELISTED
The WhiteWave Foods Company
WWAV
$7.44M 0.01%
152,212
+2,659
+2% +$125K
GGG icon
912
Graco
GGG
$12.9B
$7.43M 0.01%
313,959
-19,614
-6% -$473K
CACI icon
913
CACI
CACI
$11B
$7.39M 0.01%
91,426
-5,690
-6% -$494K
DSX icon
914
Diana Shipping
DSX
$302M
$7.38M 0.01%
1,497,765
+206,990
+16% +$965K
MW
915
DELISTED
THE MENS WAREHOUSE INC
MW
$7.35M 0.01%
114,655
+5,822
+5% +$340K
S
916
DELISTED
Sprint Corporation
S
$7.34M 0.01%
1,609,006
+545,743
+51% +$2.63M
FMC icon
917
FMC
FMC
$1.34B
$7.33M 0.01%
160,781
-61,135
-28% -$3.04M
IGR
918
CBRE Global Real Estate Income Fund
IGR
$709M
$7.33M 0.01%
920,337
+100,797
+12% +$862K
CMRE icon
919
Costamare
CMRE
$1.88B
$7.32M 0.01%
398,461
+65,800
+20% +$1.28M
SBNY
920
DELISTED
Signature Bank
SBNY
$7.32M 0.01%
49,985
+7,290
+17% +$1.01M
STLD icon
921
Steel Dynamics
STLD
$36B
$7.29M 0.01%
352,090
-24,875
-7% -$536K
VYX icon
922
NCR Voyix
VYX
$1.14B
$7.28M 0.01%
394,429
+4,249
+1% +$78.5K
EVG
923
Eaton Vance Short Duration Diversified Income Fund
EVG
$141M
$7.28M 0.01%
525,257
-43,656
-8% -$631K
BGB
924
Blackstone Strategic Credit 2027 Term Fund
BGB
$499M
$7.26M 0.01%
464,660
+47,586
+11% +$773K
HRI icon
925
Herc Holdings
HRI
$5.02B
$7.25M 0.01%
133,317
+6,486
+5% +$401K
35 36
37
38 39

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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.