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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
GNC
1376
DELISTED
GNC Holdings, Inc.
GNC
$4.08M 0.01%
91,768
-22,892
-20% -$1.04M
MSCC
1377
DELISTED
Microsemi Corp
MSCC
$4.08M 0.01%
116,790
-5,215
-4% -$183K
VGM icon
1378
Invesco Trust Investment Grade Municipals
VGM
$548M
$4.08M 0.01%
321,275
-18,014
-5% -$236K
RRGB icon
1379
Red Robin
RRGB
$145M
$4.07M 0.01%
47,477
-8,003
-14% -$659K
SIRI icon
1380
SiriusXM
SIRI
$9.98B
$4.07M 0.01%
109,032
-8,037
-7% -$312K
SCOR icon
1381
Comscore
SCOR
$106M
$4.07M 0.01%
3,817
-735
-16% -$793K
MGLN
1382
DELISTED
Magellan Health Services, Inc.
MGLN
$4.05M 0.01%
57,775
-81
-0.1% -$5.51K
NJR icon
1383
New Jersey Resources
NJR
$5.84B
$4.04M 0.01%
146,714
-1,132
-0.8% -$33.8K
TRS icon
1384
TriMas Corp
TRS
$1.43B
$4.04M 0.01%
171,197
+1,757
+1% +$41.9K
MWW
1385
DELISTED
Monster Worldwide Inc
MWW
$4.04M 0.01%
617,449
+49,981
+9% +$311K
VER
1386
DELISTED
VEREIT, Inc.
VER
$4.04M 0.01%
99,264
-15,498
-14% -$699K
JCP
1387
DELISTED
J.C. Penney Company, Inc.
JCP
$4.03M 0.01%
476,186
+63,026
+15% +$544K
SIRO
1388
DELISTED
SIRONA DENTAL SYSTEMS INC COM STK
SIRO
$4.03M 0.01%
40,117
+2,344
+6% +$225K
CLW icon
1389
Clearwater Paper
CLW
$339M
$4.03M 0.01%
70,247
-6,377
-8% -$394K
EFII
1390
DELISTED
Electronics for Imaging
EFII
$4.02M 0.01%
92,396
-10,063
-10% -$433K
MGEE icon
1391
MGE Energy Inc
MGEE
$3B
$4.02M 0.01%
103,765
-5,611
-5% -$227K
WAL icon
1392
Western Alliance Bancorporation
WAL
$8.79B
$4.02M 0.01%
119,004
-28,548
-19% -$910K
CATO icon
1393
Cato Corp
CATO
$68.3M
$4.01M 0.01%
103,477
+23,537
+29% +$921K
MTX icon
1394
Minerals Technologies
MTX
$2.36B
$4.01M 0.01%
58,850
+2,428
+4% +$169K
AWR icon
1395
American States Water
AWR
$3.36B
$4M 0.01%
107,019
-2,833
-3% -$109K
LFC
1396
DELISTED
China Life Insurance Company Ltd.
LFC
$3.99M 0.01%
183,507
-30,264
-14% -$720K
PDM
1397
Piedmont Realty Trust
PDM
$1.21B
$3.99M 0.01%
226,933
+76,746
+51% +$1.36M
PEB icon
1398
Pebblebrook Hotel Trust
PEB
$2.15B
$3.99M 0.01%
93,036
-1,228
-1% -$53.5K
AAT
1399
American Assets Trust
AAT
$1.45B
$3.99M 0.01%
101,710
+2,408
+2% +$97.6K
DCH
1400
Dauch Corp
DCH
$1.34B
$3.99M 0.01%
190,635
+11,380
+6% +$275K
54 55
56
57 58

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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.