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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
ETD icon
1751
Ethan Allen Interiors
ETD
$592M
$2.69M 0.01%
102,104
-5,524
-5% -$143K
CDW icon
1752
CDW
CDW
$19B
$2.69M 0.01%
78,345
+2,836
+4% +$106K
LFUS icon
1753
Littelfuse
LFUS
$11.2B
$2.69M 0.01%
28,294
-855
-3% -$83.5K
PLAB icon
1754
Photronics
PLAB
$1.83B
$2.68M 0.01%
282,118
+31,804
+13% +$298K
PSA.PRS.CL
1755
DELISTED
Public Storage
PSA.PRS.CL
$2.67M 0.01%
107,665
+2,923
+3% +$74.3K
NHI icon
1756
National Health Investors
NHI
$3.69B
$2.67M 0.01%
42,834
-4,907
-10% -$328K
PPO
1757
DELISTED
POLYPORE INTERNATIONAL, INC
PPO
$2.67M 0.01%
44,545
-1,930
-4% -$115K
VECO icon
1758
Veeco
VECO
$3.07B
$2.67M 0.01%
92,750
+10,512
+13% +$323K
ARRS
1759
DELISTED
ARRIS International plc Ordinary Shares
ARRS
$2.66M 0.01%
87,036
+9,542
+12% +$309K
BOBE
1760
DELISTED
Bob Evans Farms, Inc.
BOBE
$2.66M 0.01%
52,156
+1,268
+2% +$59K
LE icon
1761
Lands' End
LE
$382M
$2.66M 0.01%
107,208
-73,534
-41% -$2.11M
FRA icon
1762
BlackRock Floating Rate Income Strategies Fund
FRA
$384M
$2.66M 0.01%
196,837
-46,552
-19% -$645K
AFFX
1763
DELISTED
Affymetrix Inc
AFFX
$2.66M 0.01%
243,554
-19,564
-7% -$237K
NCI
1764
DELISTED
Navigant Consulting, Inc.
NCI
$2.66M 0.01%
178,834
-2,659
-1% -$37.8K
FNGN
1765
DELISTED
Financial Engines, Inc.
FNGN
$2.66M 0.01%
62,516
-484
-0.8% -$20.6K
BSFT
1766
DELISTED
BroadSoft, Inc.
BSFT
$2.66M 0.01%
76,832
+5,605
+8% +$199K
BFAM icon
1767
Bright Horizons
BFAM
$4.06B
$2.64M 0.01%
45,703
+8,370
+22% +$456K
SJI
1768
DELISTED
South Jersey Industries, Inc.
SJI
$2.64M 0.01%
106,824
-17,644
-14% -$461K
PSB
1769
DELISTED
PS Business Parks, Inc.
PSB
$2.64M 0.01%
36,622
-4,719
-11% -$360K
USG
1770
DELISTED
Usg
USG
$2.64M 0.01%
94,900
-5,003
-5% -$137K
WIN
1771
DELISTED
Windstream Holdings Inc
WIN
$2.64M 0.01%
82,675
-235,817
-74% -$11.2M
AROC icon
1772
Archrock
AROC
$6.16B
$2.63M 0.01%
80,702
-21,076
-21% -$712K
ARR
1773
Armour Residential REIT
ARR
$2.33B
$2.63M 0.01%
23,406
+7,972
+52% +$969K
XXIA
1774
DELISTED
Ixia
XXIA
$2.63M 0.01%
211,465
+49,041
+30% +$611K
AGO icon
1775
Assured Guaranty
AGO
$3.73B
$2.63M 0.01%
109,629
+1,111
+1% +$30.9K
69 70
71
72 73

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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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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.