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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
SCS
1251
DELISTED
Steelcase
SCS
$4.69M 0.01%
247,788
+12,219
+5% +$224K
CROX icon
1252
Crocs
CROX
$6.14B
$4.68M 0.01%
317,958
+74,599
+31% +$1.05M
NWN icon
1253
Northwest Natural Holdings
NWN
$2.06B
$4.68M 0.01%
110,874
+14,672
+15% +$665K
ZTR
1254
Virtus Total Return Fund
ZTR
$340M
$4.67M 0.01%
361,268
+23,595
+7% +$318K
EPAC icon
1255
Enerpac Tool Group
EPAC
$1.83B
$4.67M 0.01%
202,331
+57,051
+39% +$1.37M
DNR
1256
DELISTED
Denbury Resources, Inc.
DNR
$4.67M 0.01%
734,395
-227,510
-24% -$1.73M
TD icon
1257
Toronto Dominion Bank
TD
$198B
$4.67M 0.01%
109,866
+14,463
+15% +$648K
QEP
1258
DELISTED
QEP RESOURCES, INC.
QEP
$4.67M 0.01%
252,252
-43,186
-15% -$886K
LOGM
1259
DELISTED
LogMein, Inc.
LOGM
$4.65M 0.01%
72,057
-18,877
-21% -$1.18M
JACK icon
1260
Jack in the Box
JACK
$312M
$4.64M 0.01%
52,602
-10,593
-17% -$952K
NVR icon
1261
NVR
NVR
$16.5B
$4.62M 0.01%
3,448
-47
-1% -$63.4K
IWM icon
1262
iShares Russell 2000 ETF
IWM
$79.8B
$4.62M 0.01%
36,994
-35,276
-49% -$4.41M
HTS
1263
DELISTED
HATTERAS FINANCIAL CORP
HTS
$4.62M 0.01%
283,374
+63,865
+29% +$1.15M
TDK
1264
DELISTED
TDK CORP AMER DEP SH
TDK
$4.61M 0.01%
59,831
+10,205
+21% +$787K
DRYS
1265
DELISTED
DryShips Inc. Common Stock
DRYS
$4.61M 0.01%
1
– –
CNA icon
1266
CNA Financial
CNA
$14.2B
$4.6M 0.01%
120,428
-2,730
-2% -$108K
UIL
1267
DELISTED
UIL HOLDINGS
UIL
$4.6M 0.01%
100,303
+7,855
+8% +$390K
CNX icon
1268
CNX Resources
CNX
$5.3B
$4.59M 0.01%
253,500
-132,877
-34% -$3.18M
AU icon
1269
AngloGold Ashanti
AU
$40.1B
$4.59M 0.01%
512,450
+96,813
+23% +$982K
DLX icon
1270
Deluxe
DLX
$1.18B
$4.58M 0.01%
73,814
-871
-1% -$57.2K
CCMP
1271
DELISTED
CMC Materials, Inc. Common Stock
CCMP
$4.58M 0.01%
97,129
+19,563
+25% +$935K
WOOF
1272
DELISTED
VCA Inc.
WOOF
$4.57M 0.01%
84,073
+5,000
+6% +$265K
AOS icon
1273
A.O. Smith
AOS
$8.17B
$4.57M 0.01%
127,004
+2,542
+2% +$87.6K
OPLN
1274
Openlane
OPLN
$4.21B
$4.57M 0.01%
322,525
+7,036
+2% +$101K
TXNM
1275
TXNM Energy Inc
TXNM
$6.41B
$4.56M 0.01%
185,420
-36,799
-17% -$985K
49 50
51
52 53

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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.