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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
UUP icon
1326
Invesco DB US Dollar Index Bullish Fund
UUP
$420M
$4.27M 0.01%
+170,709
New +$4.31M
UNIT
1327
Uniti Group
UNIT
$2.36B
$4.27M 0.01%
+172,796
New +$4.66M
DENN
1328
DELISTED
Denny's
DENN
$4.27M 0.01%
367,765
+449
+0.1% +$5.01K
TMX
1329
DELISTED
Terminix Global Holdings, Inc.
TMX
$4.27M 0.01%
176,155
+4,073
+2% +$94.5K
VRNT
1330
DELISTED
Verint Systems
VRNT
$4.26M 0.01%
137,816
-2,540
-2% -$82K
TX icon
1331
Ternium
TX
$9.67B
$4.26M 0.01%
246,118
-47,249
-16% -$931K
TDW icon
1332
Tidewater
TDW
$3.73B
$4.26M 0.01%
5,806
+410
+8% +$333K
LPLA icon
1333
LPL Financial
LPLA
$28.3B
$4.25M 0.01%
91,498
-11,226
-11% -$486K
CYT
1334
DELISTED
CYTEC INDS INC
CYT
$4.25M 0.01%
70,240
+2,519
+4% +$147K
APAM icon
1335
Artisan Partners
APAM
$2.79B
$4.25M 0.01%
91,452
+8,543
+10% +$391K
NPO icon
1336
Enpro
NPO
$6.63B
$4.25M 0.01%
74,228
+6,149
+9% +$387K
RHP icon
1337
Ryman Hospitality Properties
RHP
$8.43B
$4.25M 0.01%
79,972
+4,260
+6% +$243K
SBW
1338
DELISTED
Western Asset Worldwide Income
SBW
$4.23M 0.01%
390,325
+10,932
+3% +$125K
SIVB
1339
DELISTED
SVB Financial Group
SIVB
$4.23M 0.01%
29,348
-7,494
-20% -$1.01M
NAD icon
1340
Nuveen Quality Municipal Income Fund
NAD
$2.74B
$4.22M 0.01%
311,141
-60,340
-16% -$849K
TIVO
1341
DELISTED
Tivo Inc
TIVO
$4.22M 0.01%
264,741
+29,583
+13% +$519K
EQC
1342
DELISTED
Equity Commonwealth
EQC
$4.22M 0.01%
164,472
+35,845
+28% +$934K
WTS icon
1343
Watts Water Technologies
WTS
$11.5B
$4.22M 0.01%
81,340
+3,792
+5% +$206K
SFG
1344
DELISTED
STANCORP FINL GRP
SFG
$4.21M 0.01%
55,643
-10,836
-16% -$797K
EEFT icon
1345
Euronet Worldwide
EEFT
$2.72B
$4.21M 0.01%
68,153
-1,710
-2% -$102K
FUL icon
1346
H.B. Fuller
FUL
$2.97B
$4.21M 0.01%
103,531
+3,289
+3% +$139K
TIME
1347
DELISTED
Time Inc.
TIME
$4.21M 0.01%
182,767
+37,990
+26% +$867K
TECH icon
1348
Bio-Techne
TECH
$11.2B
$4.18M 0.01%
169,860
+33,092
+24% +$826K
LDOS icon
1349
Leidos
LDOS
$14.5B
$4.18M 0.01%
103,577
-6,205
-6% -$261K
SCO
1350
DELISTED
SCOR ADS (ORD 1/10 SH FRF 25 P.V.)
SCO
$4.17M 0.01%
1,159,477
+476,914
+70% +$1.72M
52 53
54
55 56

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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.