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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
ITGR icon
1001
Integer Holdings
ITGR
$4.12B
$6.32M 0.01%
128,624
-3,790
-3% -$185K
PPT
1002
Franklin Premier Income Trust
PPT
$324M
$6.32M 0.01%
1,238,219
+10,845
+0.9% +$56.7K
BHK icon
1003
BlackRock Core Bond Trust
BHK
$643M
$6.26M 0.01%
494,489
+12,778
+3% +$171K
ESV
1004
DELISTED
Ensco Rowan plc
ESV
$6.26M 0.01%
70,262
+24,768
+54% +$2.41M
FCS
1005
DELISTED
FAIRCHILD SEMICONDUCTOR INTL INC COMMON
FCS
$6.26M 0.01%
360,097
+69,461
+24% +$1.33M
SNI
1006
DELISTED
Scripps Networks Interactive, Inc Common Class A
SNI
$6.23M 0.01%
95,360
-2,846
-3% -$194K
IHG icon
1007
InterContinental Hotels
IHG
$23.9B
$6.23M 0.01%
116,733
+12,340
+12% +$684K
REG icon
1008
Regency Centers
REG
$14.7B
$6.22M 0.01%
105,487
+4,219
+4% +$270K
H icon
1009
Hyatt Hotels
H
$16.4B
$6.22M 0.01%
109,720
+18,396
+20% +$1.07M
AMTD
1010
DELISTED
TD Ameritrade Holding Corp
AMTD
$6.21M 0.01%
168,707
+2,159
+1% +$80.2K
ARCC icon
1011
Ares Capital
ARCC
$13.5B
$6.19M 0.01%
376,154
-20,720
-5% -$346K
ZD icon
1012
Ziff Davis
ZD
$1.96B
$6.19M 0.01%
104,791
-8,972
-8% -$531K
GFI icon
1013
Gold Fields
GFI
$29B
$6.19M 0.01%
1,916,084
+687,150
+56% +$2.57M
ULTI
1014
DELISTED
Ultimate Software Group Inc
ULTI
$6.19M 0.01%
37,654
+1,773
+5% +$299K
TFSL icon
1015
TFS Financial
TFSL
$5.16B
$6.17M 0.01%
366,565
+41,856
+13% +$629K
MGM icon
1016
MGM Resorts International
MGM
$11.4B
$6.16M 0.01%
337,307
-13,404
-4% -$272K
NXZ
1017
DELISTED
NUVEEN DIV ADV MUNI FD-2
NXZ
$6.15M 0.01%
458,366
+93,318
+26% +$1.29M
PWR icon
1018
Quanta Services
PWR
$100B
$6.14M 0.01%
213,219
+14,383
+7% +$420K
SYA
1019
DELISTED
SYMETRA FINANCIAL CORPORATION COMMON STOCK
SYA
$6.13M 0.01%
253,787
-14,946
-6% -$364K
UMPQ
1020
DELISTED
Umpqua Holdings Corp
UMPQ
$6.13M 0.01%
340,511
+5,106
+2% +$90.2K
MMT
1021
Aberdeen Multi-Market Income Fund
MMT
$236M
$6.12M 0.01%
1,008,431
+2,760
+0.3% +$17.6K
FNFG
1022
DELISTED
FIRST NIAGARA FINANCIAL GROUP INC
FNFG
$6.12M 0.01%
647,728
+210,489
+48% +$1.92M
OMG
1023
DELISTED
OM GROUP INC.
OMG
$6.12M 0.01%
181,987
+22,896
+14% +$712K
MSGS icon
1024
Madison Square Garden
MSGS
$9.48B
$6.11M 0.01%
102,621
+33,703
+49% +$2.02M
SAM icon
1025
Boston Beer
SAM
$1.91B
$6.1M 0.01%
26,284
-930
-3% -$239K
39 40
41
42 43

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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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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.