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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
IFX
1501
DELISTED
INFINEON TECH AG ADS(REP1 ORD)
IFX
$3.57M 0.01%
284,873
+37,680
+15% +$472K
FOE
1502
DELISTED
Ferro Corporation
FOE
$3.56M 0.01%
212,397
-69,162
-25% -$1M
ESND
1503
DELISTED
Essendant Inc.
ESND
$3.56M 0.01%
90,785
-3,001
-3% -$121K
SHOO icon
1504
Steven Madden
SHOO
$3.37B
$3.56M 0.01%
124,907
+4,007
+3% +$106K
CWT icon
1505
California Water Service
CWT
$3.1B
$3.54M 0.01%
154,743
-2,551
-2% -$61.2K
GASS icon
1506
StealthGas
GASS
$332M
$3.54M 0.01%
523,891
-31,435
-6% -$210K
NMA
1507
DELISTED
NUVEEN MUNI ADVANTAGE FUND
NMA
$3.53M 0.01%
271,546
+19,573
+8% +$263K
SYF icon
1508
Synchrony
SYF
$24.7B
$3.53M 0.01%
107,091
+56,479
+112% +$1.8M
RLI icon
1509
RLI Corp
RLI
$5.62B
$3.52M 0.01%
136,950
+1,220
+0.9% +$30.7K
STL
1510
DELISTED
Sterling Bancorp
STL
$3.52M 0.01%
239,340
+18,954
+9% +$258K
EON
1511
DELISTED
E.ON AG ADS (REPTG 1/3 ORD SHS)
EON
$3.51M 0.01%
263,119
+64,811
+33% +$865K
GRFS
1512
Grifois
GRFS
$5.36B
$3.5M 0.01%
226,276
-56,382
-20% -$914K
KPN
1513
DELISTED
ROYAL KPN NV ADS (EA REPTG 1 ORD SH)
KPN
$3.5M 0.01%
903,215
+131,302
+17% +$509K
RAMP icon
1514
LiveRamp
RAMP
$2.3B
$3.5M 0.01%
198,834
-11,926
-6% -$214K
WERN icon
1515
Werner Enterprises
WERN
$2.24B
$3.49M 0.01%
133,066
-6,171
-4% -$175K
BMR
1516
DELISTED
BIOMED REALTY TRUST INC
BMR
$3.49M 0.01%
180,230
-16,083
-8% -$333K
ALOG
1517
DELISTED
Analogic Corp
ALOG
$3.48M 0.01%
44,055
+3,508
+9% +$297K
LTRPA
1518
DELISTED
Liberty TripAdvisor Holdings, Inc. Series A
LTRPA
$3.46M 0.01%
107,491
-54,012
-33% -$1.64M
BGC icon
1519
BGC Group
BGC
$5.45B
$3.46M 0.01%
615,242
-143,037
-19% -$866K
DJP icon
1520
iPath Bloomberg Commodity Index Total Return ETN due 12 June 2036
DJP
$800M
$3.46M 0.01%
119,063
+235
+0.2% +$6.78K
MCRL
1521
DELISTED
MICREL INC
MCRL
$3.46M 0.01%
248,912
-47,280
-16% -$666K
CBL
1522
DELISTED
CBL& Associates Properties, Inc.
CBL
$3.46M 0.01%
213,471
-33,664
-14% -$607K
TOL icon
1523
Toll Brothers
TOL
$13.6B
$3.46M 0.01%
90,524
+11,916
+15% +$446K
HAE icon
1524
Haemonetics
HAE
$3.89B
$3.46M 0.01%
83,532
+3,071
+4% +$129K
VIPS icon
1525
Vipshop
VIPS
$7.37B
$3.45M 0.01%
154,957
-10,589
-6% -$281K
59 60
61
62 63

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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.