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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
ODP
1126
DELISTED
ODP
ODP
$5.32M 0.01%
61,441
-18,537
-23% -$1.71M
MATW icon
1127
Matthews International
MATW
$866M
$5.31M 0.01%
99,977
-1,567
-2% -$79.9K
AKRX
1128
DELISTED
Akorn Inc
AKRX
$5.3M 0.01%
121,382
-50,792
-30% -$2.35M
FLIR
1129
DELISTED
FLIR Systems, Inc. (DE) Common Stock
FLIR
$5.3M 0.01%
171,830
+14,522
+9% +$452K
TRAK
1130
DELISTED
DEALERTRACK TECHNOLOGIES, INC. COM STK
TRAK
$5.29M 0.01%
84,256
-5,241
-6% -$234K
TUP
1131
DELISTED
Tupperware Brands Corporation
TUP
$5.29M 0.01%
81,927
+12,578
+18% +$843K
BIT icon
1132
BlackRock Multi-Sector Income Trust
BIT
$698M
$5.29M 0.01%
318,821
+16,160
+5% +$280K
RGC
1133
DELISTED
Regal Entertainment Group
RGC
$5.29M 0.01%
252,770
+20,147
+9% +$434K
NPP
1134
DELISTED
NUVEEN PERFORMANCE+MUN FUND
NPP
$5.28M 0.01%
376,298
+949
+0.3% +$13.8K
NEA icon
1135
Nuveen AMT-Free Quality Municipal Income Fund
NEA
$3.37B
$5.27M 0.01%
413,915
-54,580
-12% -$734K
DLB icon
1136
Dolby
DLB
$5.51B
$5.27M 0.01%
132,858
+1,363
+1% +$54K
KFY icon
1137
Korn Ferry
KFY
$4.18B
$5.27M 0.01%
151,592
+7,209
+5% +$238K
VISN
1138
Vistance Networks Inc
VISN
$2.65B
$5.27M 0.01%
172,665
-4,259
-2% -$129K
CRZO
1139
DELISTED
Carrizo Oil & Gas Inc
CRZO
$5.27M 0.01%
106,948
-3,596
-3% -$187K
TEN
1140
DELISTED
Tenneco Inc. Class A Voting Common Stock
TEN
$5.25M 0.01%
91,479
+4,638
+5% +$273K
PHG icon
1141
Philips
PHG
$25.7B
$5.24M 0.01%
287,667
-28,523
-9% -$563K
MKTAY
1142
DELISTED
MAKITA CORP SPONS ADR
MKTAY
$5.23M 0.01%
95,969
+15,655
+19% +$854K
AWI icon
1143
Armstrong World Industries
AWI
$7.38B
$5.23M 0.01%
98,224
+11,399
+13% +$636K
AAN.A
1144
DELISTED
The Aaron's Company Inc Class A
AAN.A
$5.23M 0.01%
144,365
+18,946
+15% +$686K
NMO
1145
DELISTED
NUVEEN MUNI MARKET OPPORT FUND
NMO
$5.22M 0.01%
404,685
+72,558
+22% +$969K
YELP icon
1146
Yelp
YELP
$1.45B
$5.22M 0.01%
121,292
+4,404
+4% +$204K
NWG icon
1147
NatWest
NWG
$75.4B
$5.21M 0.01%
437,186
+78,767
+22% +$915K
CORE
1148
DELISTED
Core Mark Holding Co., Inc.
CORE
$5.21M 0.01%
175,860
-11,080
-6% -$314K
WRB icon
1149
W.R. Berkley
WRB
$26.9B
$5.2M 0.01%
337,605
-32,447
-9% -$484K
CAKE icon
1150
Cheesecake Factory
CAKE
$5.04B
$5.19M 0.01%
95,194
+3,810
+4% +$197K
44 45
46
47 48

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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.