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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
CENX icon
2176
Century Aluminum
CENX
$4.43B
$1.54M ﹤0.01%
147,840
-49,300
-25% -$628K
JSD
2177
DELISTED
NUVEEN SHORT DURATION CREDIT OPPORTUNITIES FUND
JSD
$1.54M ﹤0.01%
93,560
-9,666
-9% -$166K
STMP
2178
DELISTED
Stamps.com, Inc.
STMP
$1.54M ﹤0.01%
20,932
-51
-0.2% -$3.5K
CLVS
2179
DELISTED
Clovis Oncology, Inc.
CLVS
$1.53M ﹤0.01%
17,471
-827
-5% -$70.8K
ARGO
2180
DELISTED
Argo Group International Holdings, Ltd.
ARGO
$1.53M ﹤0.01%
34,732
-396
-1% -$16.4K
ORBK
2181
DELISTED
Orbotech Ltd
ORBK
$1.53M ﹤0.01%
73,500
+46,671
+174% +$902K
ANGO icon
2182
AngioDynamics
ANGO
$611M
$1.53M ﹤0.01%
93,039
+20,783
+29% +$345K
OFG icon
2183
OFG Bancorp
OFG
$2.23B
$1.52M ﹤0.01%
142,887
+56,581
+66% +$811K
CRK icon
2184
Comstock Resources
CRK
$3.89B
$1.52M ﹤0.01%
91,531
+41,174
+82% +$852K
UFPI icon
2185
UFP Industries
UFPI
$4.9B
$1.52M ﹤0.01%
87,852
-8,139
-8% -$149K
CUZ icon
2186
Cousins Properties
CUZ
$5.19B
$1.52M ﹤0.01%
51,926
-30,672
-37% -$883K
DBI icon
2187
Designer Brands
DBI
$307M
$1.52M ﹤0.01%
45,570
-3,176
-7% -$113K
GTY
2188
Getty Realty Corp
GTY
$2.11B
$1.52M ﹤0.01%
94,162
+11,134
+13% +$190K
PLKI
2189
DELISTED
Popeyes Louisiana Kitchen, Inc.
PLKI
$1.52M ﹤0.01%
25,333
-804
-3% -$46.5K
KEG
2190
DELISTED
KEY ENERGY SERVICES INC
KEG
$1.52M ﹤0.01%
844,651
+369,933
+78% +$666K
AL
2191
DELISTED
Air Lease Corp
AL
$1.52M ﹤0.01%
44,799
+13,879
+45% +$525K
TBHC
2192
DELISTED
The Brand House Collective
TBHC
$1.51M ﹤0.01%
54,375
-2,060
-4% -$51.7K
BKMU
2193
DELISTED
Bank Mutual Corp
BKMU
$1.51M ﹤0.01%
197,490
-9,891
-5% -$72.1K
AVTA
2194
DELISTED
Avantax, Inc. Common Stock
AVTA
$1.51M ﹤0.01%
93,674
+21,111
+29% +$325K
ENSG icon
2195
The Ensign Group
ENSG
$10.4B
$1.51M ﹤0.01%
63,178
+3,498
+6% +$76.8K
CNS icon
2196
Cohen & Steers
CNS
$4.23B
$1.51M ﹤0.01%
44,223
-2,797
-6% -$106K
AUY
2197
DELISTED
Yamana Gold, Inc.
AUY
$1.5M ﹤0.01%
499,306
-4,579
-0.9% -$16.7K
ALSN icon
2198
Allison Transmission
ALSN
$9.5B
$1.5M ﹤0.01%
51,168
-8,794
-15% -$273K
MUS
2199
DELISTED
BLACKROCK MUNIHOLDINGS QUALITY FUND, INC.
MUS
$1.5M ﹤0.01%
115,287
-8,241
-7% -$108K
BBOX
2200
DELISTED
Black Box Corp
BBOX
$1.5M ﹤0.01%
74,725
+38,764
+108% +$791K
86 87
88
89 90

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PSUF
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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.