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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
IPHS
1426
DELISTED
Innophos Holdings, Inc.
IPHS
$3.89M 0.01%
73,931
-2,165
-3% -$118K
WCN
1427
Waste Connections
WCN
$42.2B
$3.88M 0.01%
123,428
+1,598
+1% +$50.9K
NCMI icon
1428
National CineMedia
NCMI
$376M
$3.88M 0.01%
24,283
+757
+3% +$120K
UNFI icon
1429
United Natural Foods
UNFI
$3.08B
$3.87M 0.01%
60,818
+14,160
+30% +$959K
SNX icon
1430
TD Synnex
SNX
$20.4B
$3.87M 0.01%
105,696
-23,490
-18% -$933K
NTGR icon
1431
NETGEAR
NTGR
$648M
$3.86M 0.01%
128,616
+32,622
+34% +$1.02M
TELN
1432
DELISTED
TELENOR ASA
TELN
$3.86M 0.01%
58,790
+10,892
+23% +$715K
IHS
1433
DELISTED
IHS INC CL-A COM STK
IHS
$3.85M 0.01%
29,963
+622
+2% +$77.7K
ENTG icon
1434
Entegris
ENTG
$18.1B
$3.85M 0.01%
264,400
+27,867
+12% +$391K
TOWR
1435
DELISTED
Tower International, Inc.
TOWR
$3.85M 0.01%
147,630
-17,820
-11% -$488K
AD
1436
Array Digital Infrastructure
AD
$3.01B
$3.84M 0.01%
101,959
+21,415
+27% +$819K
COHR
1437
DELISTED
Coherent Inc
COHR
$3.84M 0.01%
60,489
-1,281
-2% -$82.2K
DEI icon
1438
Douglas Emmett
DEI
$1.98B
$3.84M 0.01%
142,512
-7,203
-5% -$209K
EGBN icon
1439
Eagle Bancorp
EGBN
$846M
$3.84M 0.01%
87,269
+11,979
+16% +$477K
SOHU
1440
Sohu.com
SOHU
$362M
$3.84M 0.01%
64,920
-36,938
-36% -$2.39M
THS
1441
DELISTED
Treehouse Foods
THS
$3.83M 0.01%
47,285
-7,712
-14% -$596K
SWFT
1442
DELISTED
Swift Transportation Company
SWFT
$3.82M 0.01%
168,497
-49,577
-23% -$1.22M
PBH icon
1443
Prestige Consumer Healthcare
PBH
$2.38B
$3.81M 0.01%
82,498
-7,030
-8% -$308K
NSR
1444
DELISTED
Neustar Inc
NSR
$3.81M 0.01%
130,542
+36,057
+38% +$1.02M
IQI icon
1445
Invesco Quality Municipal Securities
IQI
$522M
$3.81M 0.01%
322,229
-18,510
-5% -$225K
ELNK
1446
DELISTED
EarthLink Holdings Corp.
ELNK
$3.8M 0.01%
507,285
+127,157
+33% +$771K
PCY icon
1447
Invesco Emerging Markets Sovereign Debt ETF
PCY
$1.38B
$3.8M 0.01%
137,115
-1,256
-0.9% -$35.6K
X
1448
DELISTED
US Steel
X
$3.79M 0.01%
183,825
-276,678
-60% -$6.79M
B
1449
Barrick Mining
B
$61.5B
$3.78M 0.01%
354,659
-2,239
-0.6% -$27.3K
TBI
1450
Trueblue
TBI
$215M
$3.78M 0.01%
126,457
-45,906
-27% -$1.29M
56 57
58
59 60

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NIPH
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AF
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MCM
Melvin Capital Management New York $9.86B AUM 16.31% 1-Year Est. Return
PSUF
People's United Financial Bridgeport, Connecticut $3.51B AUM 12.24% 1-Year Est. Return
IA
IndexIQ Advisors New York $2.82B AUM 12.48% 1-Year Est. Return
SCC
Spring Creek Capital Wichita, Kansas $2.53B AUM 19.59% 1-Year Est. Return
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.