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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
TI
1551
DELISTED
Telecom Italia
TI
$3.38M 0.01%
265,448
+31,666
+14% +$389K
ABCO
1552
DELISTED
Advisory Board Co
ABCO
$3.37M 0.01%
61,701
-11,287
-15% -$582K
ENS icon
1553
EnerSys
ENS
$6.78B
$3.37M 0.01%
47,934
+9,835
+26% +$675K
NICE icon
1554
Nice
NICE
$5.79B
$3.36M 0.01%
52,871
-2,261
-4% -$143K
RH icon
1555
RH
RH
$3.13B
$3.36M 0.01%
34,396
+5,922
+21% +$546K
TTMI icon
1556
TTM Technologies
TTMI
$12B
$3.35M 0.01%
335,106
+85,011
+34% +$827K
SUI icon
1557
Sun Communities
SUI
$15.2B
$3.34M 0.01%
54,005
-1,033
-2% -$65.4K
SDRL
1558
DELISTED
Seadrill Limited Common Stock
SDRL
$3.34M 0.01%
1,205
+103
+9% +$332K
SAFM
1559
DELISTED
Sanderson Farms Inc
SAFM
$3.33M 0.01%
44,366
-686
-2% -$54.4K
NOG icon
1560
Northern Oil and Gas
NOG
$2.3B
$3.33M 0.01%
49,213
+24,031
+95% +$1.84M
ANN
1561
DELISTED
ANN INC
ANN
$3.33M 0.01%
68,962
+4,635
+7% +$200K
STR
1562
DELISTED
QUESTAR CORP
STR
$3.32M 0.01%
158,971
-31,869
-17% -$725K
ARMK icon
1563
Aramark
ARMK
$15B
$3.32M 0.01%
148,574
+22,605
+18% +$510K
BPFH
1564
DELISTED
Boston Private Financial Holdings, Inc.
BPFH
$3.32M 0.01%
247,269
+36,905
+18% +$473K
TAL
1565
DELISTED
TAL INTERNATIONAL GROUP, INC.
TAL
$3.31M 0.01%
104,828
+7,160
+7% +$271K
IGIB icon
1566
iShares 5-10 Year Investment Grade Corporate Bond ETF
IGIB
$18.5B
$3.31M 0.01%
60,778
-8,574
-12% -$471K
SEMG
1567
DELISTED
SEMGROUP CORPORATION
SEMG
$3.3M 0.01%
41,528
+15,825
+62% +$1.29M
NPBC
1568
DELISTED
NATL PENN BANCSHARES INC
NPBC
$3.29M 0.01%
291,582
+13,232
+5% +$143K
SAFE
1569
Safehold
SAFE
$1.16B
$3.29M 0.01%
50,688
+3,592
+8% +$243K
GHI
1570
DELISTED
GLOBAL HIGH INCOME FUND INC.
GHI
$3.28M 0.01%
386,337
-51,857
-12% -$457K
LAZ icon
1571
Lazard
LAZ
$4.13B
$3.28M 0.01%
58,243
-1,150
-2% -$64K
URBN icon
1572
Urban Outfitters
URBN
$6.35B
$3.27M 0.01%
93,565
+22,156
+31% +$857K
MBFI
1573
DELISTED
MB Financial Corp
MBFI
$3.27M 0.01%
95,096
-15,298
-14% -$492K
SPWR
1574
DELISTED
SunPower Corporation Common Stock
SPWR
$3.27M 0.01%
175,610
-77,183
-31% -$1.62M
LULU icon
1575
lululemon athletica
LULU
$13.5B
$3.27M 0.01%
49,994
+6,638
+15% +$431K
61 62
63
64 65

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NIPH
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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.