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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
PRK icon
1801
Park National Corp
PRK
$3.75B
$2.56M 0.01%
29,353
-974
-3% -$83.2K
RUSHA icon
1802
Rush Enterprises Class A
RUSHA
$6.28B
$2.56M 0.01%
219,937
+28,172
+15% +$339K
FOSL icon
1803
Fossil Group
FOSL
$343M
$2.56M 0.01%
36,905
-10,596
-22% -$823K
PRAA icon
1804
PRA Group
PRAA
$671M
$2.56M 0.01%
41,077
+5,091
+14% +$293K
KLXI
1805
DELISTED
KLX Inc.
KLXI
$2.55M 0.01%
68,636
-514
-0.7% -$18.6K
AMD icon
1806
Advanced Micro Devices
AMD
$788B
$2.55M 0.01%
1,062,549
-378,450
-26% -$916K
CLF icon
1807
Cleveland-Cliffs
CLF
$6.47B
$2.55M 0.01%
588,768
+87,440
+17% +$465K
LBY
1808
DELISTED
Libbey, Inc.
LBY
$2.55M 0.01%
61,625
+3,243
+6% +$131K
BGC
1809
DELISTED
General Cable Corporation
BGC
$2.55M 0.01%
129,047
-26,691
-17% -$496K
UBSI icon
1810
United Bankshares
UBSI
$6.68B
$2.54M 0.01%
63,248
-7,058
-10% -$270K
HNI icon
1811
HNI Corp
HNI
$3.43B
$2.54M 0.01%
49,687
+7,835
+19% +$404K
BCE icon
1812
BCE
BCE
$20.3B
$2.54M 0.01%
59,763
-2,226
-4% -$97.7K
EOT
1813
Eaton Vance National Municipal Opportunities Trust
EOT
$268M
$2.54M 0.01%
125,626
+5,140
+4% +$108K
MTZ icon
1814
MasTec
MTZ
$20.7B
$2.53M ﹤0.01%
127,452
+47,423
+59% +$886K
BCX icon
1815
BlackRock Resources & Commodities Strategy Trust
BCX
$912M
$2.52M ﹤0.01%
276,593
+11,159
+4% +$108K
SEO
1816
DELISTED
STORA ENSO OYJ, ADS(RP 1 SR R)
SEO
$2.52M ﹤0.01%
245,339
+29,979
+14% +$308K
TPC
1817
Tutor Perini Cor
TPC
$4.53B
$2.52M ﹤0.01%
116,671
+8,364
+8% +$191K
ISCA
1818
DELISTED
International Speedway Corp
ISCA
$2.52M ﹤0.01%
68,671
+7,158
+12% +$263K
UNTD
1819
DELISTED
UNITED ONLINE INC COM NEW
UNTD
$2.52M ﹤0.01%
160,484
+20,392
+15% +$337K
TTEC icon
1820
TTEC Holdings
TTEC
$124M
$2.51M ﹤0.01%
92,839
-2,008
-2% -$52.4K
EXAM
1821
DELISTED
EXAMWORKS GROUP INC COM STK (DE)
EXAM
$2.51M ﹤0.01%
64,201
+4,123
+7% +$170K
GNCMA
1822
DELISTED
GCI Liberty, Inc. Class A-1 Common Stock
GNCMA
$2.51M ﹤0.01%
147,489
-4,099
-3% -$66.9K
WOLF icon
1823
Wolfspeed
WOLF
$1.32B
$2.51M ﹤0.01%
96,351
-3,714
-4% -$117K
MSM icon
1824
MSC Industrial Direct
MSM
$6.99B
$2.51M ﹤0.01%
35,916
+8,824
+33% +$628K
VKI icon
1825
Invesco Advantage Municipal Income Trust II
VKI
$396M
$2.51M ﹤0.01%
228,476
+11,897
+5% +$135K
71 72
73
74 75

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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.