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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
DPG
1351
Duff & Phelps Utility and Infrastructure Fund
DPG
$521M
$4.17M 0.01%
235,474
+19,544
+9% +$380K
SANM icon
1352
Sanmina
SANM
$9.95B
$4.17M 0.01%
206,974
-41,012
-17% -$896K
BC icon
1353
Brunswick
BC
$5.13B
$4.17M 0.01%
82,005
-9,849
-11% -$515K
BMA icon
1354
Banco Macro
BMA
$5.88B
$4.17M 0.01%
91,351
-108
-0.1% -$5.73K
MDAS
1355
DELISTED
MEDASSETS INC COM STK (DE)
MDAS
$4.17M 0.01%
188,831
+21,572
+13% +$450K
OC icon
1356
Owens Corning
OC
$11.2B
$4.16M 0.01%
100,887
+17,419
+21% +$714K
PCI
1357
DELISTED
PIMCO Dynamic Credit and Mortgage Income Fund
PCI
$4.16M 0.01%
206,221
+22,549
+12% +$466K
EGP icon
1358
EastGroup Properties
EGP
$11.2B
$4.16M 0.01%
73,964
+1,327
+2% +$77K
BKU icon
1359
Bankunited
BKU
$3.37B
$4.15M 0.01%
115,549
-115
-0.1% -$3.92K
SLAB icon
1360
Silicon Laboratories
SLAB
$7.17B
$4.14M 0.01%
76,699
+9,659
+14% +$517K
OXM icon
1361
Oxford Industries
OXM
$566M
$4.14M 0.01%
47,359
+939
+2% +$74.4K
IPXL
1362
DELISTED
Impax Laboratories, Inc.
IPXL
$4.13M 0.01%
89,951
-4,196
-4% -$199K
EDP
1363
DELISTED
EDP-ELECT DE PORTUGAL S A (REPTG 10 ORD)
EDP
$4.13M 0.01%
108,323
+16,076
+17% +$613K
PBF icon
1364
PBF Energy
PBF
$8.57B
$4.13M 0.01%
145,257
+4,357
+3% +$122K
BXMX
1365
DELISTED
Nuveen S&P 500 Buy-Write Income Fund
BXMX
$4.12M 0.01%
321,672
-22,159
-6% -$284K
EEM icon
1366
iShares MSCI Emerging Markets ETF
EEM
$28.8B
$4.12M 0.01%
104,063
-245,225
-70% -$10.3M
TCO
1367
DELISTED
Taubman Centers Inc.
TCO
$4.12M 0.01%
59,320
-1,327
-2% -$98.2K
ZNGA
1368
DELISTED
ZYNGA INC. CL A COMMON
ZNGA
$4.12M 0.01%
1,440,076
+449,572
+45% +$1.26M
BKS
1369
DELISTED
Barnes & Noble
BKS
$4.11M 0.01%
241,801
+16,180
+7% +$253K
NRF
1370
DELISTED
NorthStar Realty Finance Corp.
NRF
$4.11M 0.01%
129,310
-42
-0% -$1.51K
EXP icon
1371
Eagle Materials
EXP
$6.29B
$4.1M 0.01%
53,761
+27,900
+108% +$2.31M
PFF icon
1372
iShares Preferred and Income Securities ETF
PFF
$13.3B
$4.1M 0.01%
104,622
-193,327
-65% -$7.67M
CBRL icon
1373
Cracker Barrel
CBRL
$1.26B
$4.09M 0.01%
27,426
-4,002
-13% -$570K
SYNA icon
1374
Synaptics
SYNA
$4.19B
$4.08M 0.01%
47,076
-13,861
-23% -$1.27M
WCC
1375
WESCO International
WCC
$16.7B
$4.08M 0.01%
59,486
+2,149
+4% +$154K
53 54
55
56 57

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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.