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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
KALU icon
1076
Kaiser Aluminum
KALU
$2.61B
$5.7M 0.01%
68,658
+7,727
+13% +$628K
SFLY
1077
DELISTED
Shutterfly, Inc.
SFLY
$5.7M 0.01%
119,194
-12,657
-10% -$587K
EOD
1078
Allspring Global Dividend Opportunity Fund
EOD
$279M
$5.69M 0.01%
822,718
+157,748
+24% +$1.17M
MDR
1079
DELISTED
McDermott International
MDR
$5.68M 0.01%
354,458
+963
+0.3% +$15K
IQNT
1080
DELISTED
Inteliquent, Inc.
IQNT
$5.68M 0.01%
308,478
-97,320
-24% -$1.75M
HME
1081
DELISTED
HOME PROPERTIES, INC
HME
$5.67M 0.01%
77,601
-643
-0.8% -$46.7K
CRH icon
1082
CRH
CRH
$63.2B
$5.66M 0.01%
201,382
+31,714
+19% +$893K
EXPR
1083
DELISTED
Express, Inc.
EXPR
$5.65M 0.01%
15,594
+1,469
+10% +$513K
OVTI
1084
DELISTED
OMNIVISION TECHNOLOGIES INC
OVTI
$5.65M 0.01%
215,627
+7,053
+3% +$189K
EXR icon
1085
Extra Space Storage
EXR
$31.3B
$5.64M 0.01%
86,487
+201
+0.2% +$13.6K
PIR
1086
DELISTED
Pier 1 Imports, Inc.
PIR
$5.63M 0.01%
22,268
+7,501
+51% +$1.92M
PRGS icon
1087
Progress Software
PRGS
$1.66B
$5.59M 0.01%
203,282
+33,798
+20% +$901K
HCSG icon
1088
Healthcare Services Group
HCSG
$1.6B
$5.58M 0.01%
168,921
+17,235
+11% +$543K
DFE icon
1089
WisdomTree Europe SmallCap Dividend Fund
DFE
$166M
$5.57M 0.01%
97,508
-2,281
-2% -$135K
OII icon
1090
Oceaneering
OII
$4.86B
$5.57M 0.01%
119,594
-6,434
-5% -$338K
OMF icon
1091
OneMain Financial
OMF
$7.2B
$5.57M 0.01%
121,326
+56,222
+86% +$2.73M
FNF icon
1092
Fidelity National Financial
FNF
$13.9B
$5.57M 0.01%
216,749
+6,720
+3% +$174K
TEX icon
1093
Terex
TEX
$7.18B
$5.57M 0.01%
239,366
+20,550
+9% +$542K
WBMD
1094
DELISTED
WebMD Health Corp.
WBMD
$5.56M 0.01%
125,661
+25,309
+25% +$1.16M
HAIN icon
1095
Hain Celestial
HAIN
$45M
$5.56M 0.01%
84,389
-249
-0.3% -$15.7K
GLPI icon
1096
Gaming and Leisure Properties
GLPI
$12.7B
$5.55M 0.01%
151,407
+4,290
+3% +$158K
SINA
1097
DELISTED
Sina Corp
SINA
$5.54M 0.01%
103,334
-28,363
-22% -$1.29M
LHO
1098
DELISTED
LaSalle Hotel Properties
LHO
$5.53M 0.01%
155,856
+23,796
+18% +$879K
MKSI icon
1099
MKS Inc
MKSI
$20.1B
$5.53M 0.01%
145,632
+883
+0.6% +$32.2K
ALB icon
1100
Albemarle
ALB
$13.9B
$5.52M 0.01%
99,869
+12,043
+14% +$719K
42 43
44
45 46

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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.