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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
MCS icon
2151
Marcus Corp
MCS
$897M
$1.59M ﹤0.01%
82,884
-1,715
-2% -$34.3K
SCAI
2152
DELISTED
Surgical Care Affiliates, Inc.
SCAI
$1.59M ﹤0.01%
41,329
+21,115
+104% +$800K
PKY
2153
DELISTED
Parkway, Inc.
PKY
$1.58M ﹤0.01%
90,910
+35,781
+65% +$614K
CHDN icon
2154
Churchill Downs
CHDN
$5.88B
$1.58M ﹤0.01%
75,990
-2,208
-3% -$44.6K
UFCS icon
2155
United Fire Group
UFCS
$1.32B
$1.58M ﹤0.01%
48,275
-5,670
-11% -$177K
STBZ
2156
DELISTED
State Bank Financial Corporation. Common Stock
STBZ
$1.58M ﹤0.01%
72,740
-8,085
-10% -$166K
ERF
2157
DELISTED
Enerplus Corporation
ERF
$1.58M ﹤0.01%
179,306
+43,397
+32% +$463K
PES
2158
DELISTED
Pioneer Energy Services Corp.
PES
$1.57M ﹤0.01%
247,981
+63,091
+34% +$432K
COF.PRP.CL
2159
DELISTED
CAPITAL ONE FINANCIAL CORPORATION Called
COF.PRP.CL
$1.57M ﹤0.01%
63,668
+1,985
+3% +$49.5K
SCTY
2160
DELISTED
SolarCity Corporation
SCTY
$1.57M ﹤0.01%
29,308
+13,648
+87% +$795K
APOG icon
2161
Apogee Enterprises
APOG
$826M
$1.57M ﹤0.01%
29,757
-628
-2% -$33.9K
SYNT
2162
DELISTED
Syntel Inc
SYNT
$1.57M ﹤0.01%
32,983
-8,315
-20% -$397K
WIRE
2163
DELISTED
Encore Wire Corp
WIRE
$1.56M ﹤0.01%
35,306
-6,001
-15% -$261K
AER icon
2164
AerCap
AER
$23.7B
$1.56M ﹤0.01%
34,107
+8,911
+35% +$422K
LZB icon
2165
La-Z-Boy
LZB
$1.58B
$1.56M ﹤0.01%
59,254
+665
+1% +$17.9K
PGI
2166
DELISTED
PREMIERE GLOBAL SERVICES, INC.
PGI
$1.56M ﹤0.01%
151,690
-3,654
-2% -$36.9K
COBZ
2167
DELISTED
CoBiz Financial,Inc
COBZ
$1.56M ﹤0.01%
119,179
-13,543
-10% -$166K
MBI icon
2168
MBIA
MBI
$261M
$1.55M ﹤0.01%
258,428
+3,265
+1% +$29.5K
IGTE
2169
DELISTED
IGATE CORPORATION
IGTE
$1.55M ﹤0.01%
32,567
-9,941
-23% -$461K
ATE
2170
DELISTED
Advantest Corp
ATE
$1.55M ﹤0.01%
148,519
+12,186
+9% +$143K
IDT icon
2171
IDT Corp
IDT
$1.64B
$1.55M ﹤0.01%
121,438
-28,769
-19% -$365K
TRMK icon
2172
Trustmark
TRMK
$2.76B
$1.55M ﹤0.01%
62,043
-577
-0.9% -$14.1K
EXTR icon
2173
Extreme Networks
EXTR
$3.94B
$1.55M ﹤0.01%
575,689
+17,047
+3% +$46K
SNCR
2174
DELISTED
Synchronoss Technologies
SNCR
$1.55M ﹤0.01%
3,764
+8
+0.2% +$3.44K
ADUS icon
2175
Addus HomeCare
ADUS
$2.16B
$1.54M ﹤0.01%
55,346
+11,144
+25% +$305K
85 86
87
88 89

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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.