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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
GCO icon
1576
Genesco
GCO
$425M
$3.26M 0.01%
49,425
-92
-0.2% -$6.31K
NSLR
1577
Neostellar Capital Corp
NSLR
$269M
$3.26M 0.01%
487,591
+77,793
+19% +$516K
ANDE icon
1578
Andersons Inc
ANDE
$2.41B
$3.26M 0.01%
83,566
+23,454
+39% +$998K
EIG icon
1579
Employers Holdings
EIG
$908M
$3.26M 0.01%
142,978
-8,283
-5% -$203K
STRZA
1580
DELISTED
Starz - Series A
STRZA
$3.25M 0.01%
72,764
-10,118
-12% -$403K
BKH icon
1581
Black Hills Corp
BKH
$5.42B
$3.25M 0.01%
74,400
-48
-0.1% -$2.3K
CIE
1582
DELISTED
Cobalt International Energy, Inc
CIE
$3.24M 0.01%
22,275
+5,158
+30% +$798K
PBY
1583
DELISTED
PEP BOYS MANNY MOE& JACK
PBY
$3.24M 0.01%
264,174
-4,917
-2% -$49.9K
AMC icon
1584
AMC Entertainment Holdings
AMC
$2.52B
$3.23M 0.01%
10,543
+3,805
+56% +$1.17M
MZTI
1585
The Marzetti Company
MZTI
$2.93B
$3.23M 0.01%
35,536
-1,710
-5% -$157K
EDR
1586
DELISTED
Education Realty Trust Inc
EDR
$3.23M 0.01%
102,850
+1,476
+1% +$49.1K
BGX
1587
Blackstone Long-Short Credit Income Fund
BGX
$136M
$3.22M 0.01%
207,949
+12,606
+6% +$203K
EQY
1588
DELISTED
Equity One
EQY
$3.22M 0.01%
138,019
-757
-0.5% -$19K
WOR icon
1589
Worthington Enterprises
WOR
$2.75B
$3.21M 0.01%
173,437
+3,915
+2% +$66.8K
ACH
1590
Accendra Health
ACH
$237M
$3.21M 0.01%
94,328
+3,100
+3% +$104K
CALM icon
1591
Cal-Maine
CALM
$4.12B
$3.21M 0.01%
61,413
-2,056
-3% -$101K
DBRG icon
1592
DigitalBridge
DBRG
$2.93B
$3.2M 0.01%
43,311
+439
+1% +$37.3K
WLK icon
1593
Westlake Corp
WLK
$9.03B
$3.19M 0.01%
46,585
+784
+2% +$57K
REXMY
1594
DELISTED
REXAM PLC ADR - NEW
REXMY
$3.19M 0.01%
73,196
+5,246
+8% +$229K
ALGT icon
1595
Allegiant Air
ALGT
$2.64B
$3.19M 0.01%
17,932
+2,464
+16% +$409K
FMER
1596
DELISTED
FIRSTMERIT CORP
FMER
$3.19M 0.01%
153,125
+11,877
+8% +$236K
FWRD icon
1597
Forward Air
FWRD
$444M
$3.19M 0.01%
61,013
+1,985
+3% +$105K
ALJ
1598
DELISTED
Alon USA Energy Inc
ALJ
$3.18M 0.01%
168,222
+33,261
+25% +$567K
GIL icon
1599
Gildan
GIL
$10.3B
$3.17M 0.01%
95,392
+6,199
+7% +$199K
MNRO icon
1600
Monro
MNRO
$383M
$3.17M 0.01%
51,016
+6,120
+14% +$382K
62 63
64
65 66

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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.