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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
NWE icon
1026
NorthWestern Energy
NWE
$4.23B
$6.08M 0.01%
124,769
+8,955
+8% +$463K
NBR icon
1027
Nabors Industries
NBR
$1.27B
$6.06M 0.01%
8,402
+641
+8% +$483K
GGAL icon
1028
Galicia Financial Group
GGAL
$7.99B
$6.05M 0.01%
322,111
-17
-0% -$367
APOL
1029
DELISTED
Apollo Education Group Inc Class A
APOL
$6.05M 0.01%
469,744
+8,277
+2% +$140K
WFT
1030
DELISTED
Weatherford International plc
WFT
$6.05M 0.01%
492,842
+99,177
+25% +$1.38M
ST icon
1031
Sensata Technologies
ST
$6.74B
$6.04M 0.01%
114,494
+12,886
+13% +$721K
QIWI
1032
DELISTED
QIWI PLC
QIWI
$6.04M 0.01%
215,264
-4,357
-2% -$124K
AGRO icon
1033
Adecoagro
AGRO
$1.44B
$6.03M 0.01%
653,688
+40,689
+7% +$405K
IDTI
1034
DELISTED
Integrated Device Technology I
IDTI
$6.03M 0.01%
277,750
-74,697
-21% -$1.61M
DECK icon
1035
Deckers Outdoor
DECK
$13.2B
$6.02M 0.01%
502,056
+74,994
+18% +$921K
NQI
1036
DELISTED
NUVEEN QUALITY MUNICIPAL FUND INC
NQI
$6.02M 0.01%
476,990
+18,087
+4% +$235K
PHH
1037
DELISTED
PHH Corporation
PHH
$6.01M 0.01%
231,061
+5,904
+3% +$154K
MLM icon
1038
Martin Marietta Materials
MLM
$31.5B
$6M 0.01%
42,430
+1,426
+3% +$208K
CPT icon
1039
Camden Property Trust
CPT
$11B
$6M 0.01%
80,775
+6,281
+8% +$475K
CLC
1040
DELISTED
Clarcor
CLC
$5.98M 0.01%
96,141
-347
-0.4% -$22.1K
CPHD
1041
DELISTED
Cepheid Inc
CPHD
$5.97M 0.01%
97,687
+13,504
+16% +$770K
GIII icon
1042
G-III Apparel Group
GIII
$1.54B
$5.97M 0.01%
84,858
-4,202
-5% -$257K
TCF
1043
DELISTED
TCF Financial Corporation
TCF
$5.97M 0.01%
359,418
+2,954
+0.8% +$47.5K
VOLV
1044
DELISTED
VOLVO A B ADR-B
VOLV
$5.97M 0.01%
477,643
+53,129
+13% +$664K
UFS
1045
DELISTED
DOMTAR CORPORATION (New)
UFS
$5.96M 0.01%
144,062
-812
-0.6% -$35.6K
AVA icon
1046
Avista
AVA
$3.34B
$5.96M 0.01%
194,425
-4,295
-2% -$138K
CLH icon
1047
Clean Harbors
CLH
$16.5B
$5.96M 0.01%
110,848
-3,963
-3% -$221K
CLR
1048
DELISTED
CONTINENTAL RESOURCES INC.
CLR
$5.96M 0.01%
140,520
+5,930
+4% +$282K
DEG
1049
DELISTED
ETABLISSEMENT DELHZ ADS 4 ADS REPTGS 1 ORD SHS
DEG
$5.95M 0.01%
288,309
-7,870
-3% -$177K
SGEN
1050
DELISTED
Seagen Inc. Common Stock
SGEN
$5.93M 0.01%
122,506
+60,643
+98% +$2.5M
40 41
42
43 44

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MCM
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PSUF
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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.