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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
GOLD
1976
DELISTED
Randgold Resources Ltd
GOLD
$2.04M ﹤0.01%
30,636
+4,242
+16% +$307K
TRST
1977
Trustco Bank Corp NY
TRST
$970M
$2.04M ﹤0.01%
57,945
-6,697
-10% -$229K
SPOK icon
1978
Spok Holdings
SPOK
$228M
$2.04M ﹤0.01%
120,915
+2,825
+2% +$51.6K
OIA icon
1979
Invesco Municipal Income Opportunities Trust
OIA
$289M
$2.04M ﹤0.01%
304,589
-21,074
-6% -$146K
SSB icon
1980
SouthState Bank Corp
SSB
$10.2B
$2.03M ﹤0.01%
26,751
-5,597
-17% -$399K
EGL
1981
DELISTED
Engility Holdings, Inc.
EGL
$2.03M ﹤0.01%
80,788
-27,096
-25% -$769K
LGND icon
1982
Ligand Pharmaceuticals
LGND
$5.76B
$2.03M ﹤0.01%
32,227
+4,963
+18% +$271K
TMIC
1983
DELISTED
TREND MICRO INC SPONS ADR-NEW
TMIC
$2.03M ﹤0.01%
58,989
+19,464
+49% +$669K
TREE icon
1984
LendingTree
TREE
$447M
$2.02M ﹤0.01%
25,748
-7,601
-23% -$468K
BGS icon
1985
B&G Foods
BGS
$287M
$2.02M ﹤0.01%
70,892
+2,898
+4% +$87K
LORL
1986
DELISTED
Loral Space and Communications, Inc.
LORL
$2.02M ﹤0.01%
31,984
-246
-0.8% -$16.6K
DNOW icon
1987
DNOW Inc
DNOW
$2.58B
$2.02M ﹤0.01%
101,332
-8,546
-8% -$195K
BBG
1988
DELISTED
Bill Barrett Corp
BBG
$2.02M ﹤0.01%
234,785
+85,880
+58% +$802K
LOPE icon
1989
Grand Canyon Education
LOPE
$3.79B
$2.01M ﹤0.01%
47,468
-9,251
-16% -$401K
CSR
1990
Centerspace
CSR
$921M
$2.01M ﹤0.01%
28,179
+5,481
+24% +$397K
FCH
1991
DELISTED
Felcor Lodging Trust
FCH
$2.01M ﹤0.01%
203,694
-8,648
-4% -$94.6K
GBCI icon
1992
Glacier Bancorp
GBCI
$6.42B
$2.01M ﹤0.01%
68,341
-30,303
-31% -$832K
BEE
1993
DELISTED
STRATEGIC HOTELS & RESORTS, INC
BEE
$2.01M ﹤0.01%
165,914
-9,673
-6% -$118K
HOMB icon
1994
Home BancShares
HOMB
$6.23B
$2.01M ﹤0.01%
109,820
-11,292
-9% -$195K
VMO icon
1995
Invesco Municipal Opportunity Trust
VMO
$651M
$2.01M ﹤0.01%
164,478
-10,611
-6% -$134K
ECPG icon
1996
Encore Capital Group
ECPG
$2.02B
$2.01M ﹤0.01%
46,943
+15,321
+48% +$628K
HEES
1997
DELISTED
H&E Equipment Services
HEES
$1.99M ﹤0.01%
99,725
-8,549
-8% -$205K
WSBC icon
1998
WesBanco
WSBC
$3.97B
$1.98M ﹤0.01%
58,296
-14,147
-20% -$460K
AZTA icon
1999
Azenta
AZTA
$1.3B
$1.98M ﹤0.01%
172,891
+27,553
+19% +$316K
ENV
2000
DELISTED
ENVESTNET, INC.
ENV
$1.98M ﹤0.01%
48,954
-10,705
-18% -$515K
78 79
80
81 82

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MCM
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PSUF
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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.