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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
UBA
2251
DELISTED
Urstadt Biddle Properties Inc. Class A
UBA
$1.39M ﹤0.01%
74,481
-14,918
-17% -$306K
LDP icon
2252
Cohen & Steers Duration Preferred & Income Fund
LDP
$598M
$1.39M ﹤0.01%
60,413
+32,758
+118% +$781K
EPIQ
2253
DELISTED
EPIQ SYSTEMS INC
EPIQ
$1.39M ﹤0.01%
82,223
-1,634
-2% -$28.3K
MRTN icon
2254
Marten Transport
MRTN
$1.21B
$1.39M ﹤0.01%
159,763
+22,753
+17% +$207K
ORIT
2255
DELISTED
Oritani Financial Corp. New
ORIT
$1.38M ﹤0.01%
86,218
-9,617
-10% -$145K
ONIT
2256
Onity Group
ONIT
$309M
$1.38M ﹤0.01%
9,041
+2,189
+32% +$318K
POST icon
2257
Post Holdings
POST
$4.14B
$1.38M ﹤0.01%
39,161
-859
-2% -$26.5K
HTO
2258
H2O America
HTO
$2.57B
$1.38M ﹤0.01%
45,036
+5,815
+15% +$175K
CNXN icon
2259
PC Connection
CNXN
$2.11B
$1.38M ﹤0.01%
55,805
-1,325
-2% -$33.4K
TA
2260
DELISTED
TravelCenters of America LLC
TA
$1.38M ﹤0.01%
18,606
-2,140
-10% -$172K
HHS icon
2261
Harte-Hanks
HHS
$16.2M
$1.38M ﹤0.01%
23,152
-2,157
-9% -$145K
SWC
2262
DELISTED
Stillwater Mining Co
SWC
$1.37M ﹤0.01%
118,000
-18,694
-14% -$253K
CZR
2263
DELISTED
Caesars Entertainment Corporation
CZR
$1.37M ﹤0.01%
223,391
-66,617
-23% -$603K
ECHO
2264
DELISTED
Echo Global Logistics, Inc.
ECHO
$1.36M ﹤0.01%
41,758
+7,492
+22% +$227K
DWRE
2265
DELISTED
DEMANDWARE INC COM STK (DE)
DWRE
$1.36M ﹤0.01%
19,193
-1,904
-9% -$123K
KW
2266
DELISTED
Kennedy-Wilson Holdings
KW
$1.36M ﹤0.01%
55,403
-5,296
-9% -$135K
LQDT icon
2267
Liquidity Services
LQDT
$1.22B
$1.36M ﹤0.01%
141,315
+36,981
+35% +$364K
DRII
2268
DELISTED
DIAMOND RESORTS INTL, INC
DRII
$1.36M ﹤0.01%
43,062
+11,986
+39% +$391K
ASEI
2269
DELISTED
AMER SCIENCE & ENGR INC.
ASEI
$1.36M ﹤0.01%
30,971
+3,630
+13% +$157K
IWN icon
2270
iShares Russell 2000 Value ETF
IWN
$14.3B
$1.35M ﹤0.01%
13,283
+68
+0.5% +$7K
CSS
2271
DELISTED
CSS Industries, Inc.
CSS
$1.35M ﹤0.01%
44,748
-2,147
-5% -$61.6K
WWD icon
2272
Woodward
WWD
$21.3B
$1.35M ﹤0.01%
24,575
+6,035
+33% +$310K
SPNC
2273
DELISTED
Spectranetics Corp
SPNC
$1.35M ﹤0.01%
58,549
-35,901
-38% -$1M
ACAD icon
2274
Acadia Pharmaceuticals
ACAD
$4.43B
$1.34M ﹤0.01%
32,126
+5,174
+19% +$200K
MOD icon
2275
Modine Manufacturing
MOD
$10.7B
$1.34M ﹤0.01%
125,371
-40,980
-25% -$490K
89 90
91
92 93

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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.