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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
ARNA
3451
DELISTED
Arena Pharmaceuticals Inc
ARNA
$87K ﹤0.01%
1,876
-373
-17% -$16.2K
FWM
3452
DELISTED
FAIRWAY GROUP HLDGS CORP CL A COM STK (DE)
FWM
$87K ﹤0.01%
24,491
-2,151
-8% -$10.7K
CGG
3453
DELISTED
CGG
CGG
$86K ﹤0.01%
467
-10
-2% -$2.19K
ONE
3454
DELISTED
HIGHER ONE HOLDINGS, INC COM STK
ONE
$86K ﹤0.01%
28,695
-3,520
-11% -$10K
GST
3455
DELISTED
Gastar Exploration Inc.
GST
$85K ﹤0.01%
27,355
-37,527
-58% -$119K
DWSN icon
3456
Dawson Geophysical
DWSN
$143M
$82K ﹤0.01%
18,350
-51,786
-74% -$265K
EGO icon
3457
Eldorado Gold
EGO
$8.53B
$79K ﹤0.01%
3,804
-792
-17% -$18.7K
PDS
3458
Precision Drilling
PDS
$979M
$79K ﹤0.01%
+586
New +$81.3K
CTG
3459
DELISTED
Computer Task Group, Inc.
CTG
$79K ﹤0.01%
+10,249
New +$79.6K
JMI
3460
DELISTED
JAVELIN MTG INVESTMENT CORP COM
JMI
$79K ﹤0.01%
11,096
-691
-6% -$5.26K
CACQ
3461
DELISTED
Caesars Acquisition Company
CACQ
$78K ﹤0.01%
+11,309
New +$80.4K
HERO
3462
DELISTED
HERCULES OFFSHORE INC COM STK
HERO
$76K ﹤0.01%
326,669
-11,227
-3% -$7.67K
VHI icon
3463
Valhi
VHI
$391M
$74K ﹤0.01%
1,091
+59
+6% +$4.59K
DAC icon
3464
Danaos Corp
DAC
$2.59B
$71K ﹤0.01%
789
+15
+2% +$1.34K
LEAF
3465
DELISTED
Leaf Group Ltd.
LEAF
$71K ﹤0.01%
11,123
-835
-7% -$4.94K
AKH
3466
DELISTED
AIR France-KLM
AKH
$71K ﹤0.01%
10,233
-1,300
-11% -$9.02K
MPX
3467
DELISTED
Marine Products Corp
MPX
$70K ﹤0.01%
11,213
-134
-1% -$959
VHC icon
3468
VirnetX Holding Corp
VHC
$54.7M
$68K ﹤0.01%
812
+52
+7% +$5.98K
FCRE
3469
DELISTED
FC Global Realty Incorporated Common Stock
FCRE
$68K ﹤0.01%
9,944
+3,616
+57% +$32.8K
CO
3470
DELISTED
Global Cord Blood Corporation
CO
$68K ﹤0.01%
11,043
-1,715
-13% -$10.5K
MILL
3471
DELISTED
MILLER ENERGY RESOURCES, INC COM STK
MILL
$66K ﹤0.01%
181,020
-13,959
-7% -$9.2K
CRCM
3472
DELISTED
CARE.COM, INC.
CRCM
$64K ﹤0.01%
10,777
-5,882
-35% -$37.9K
UEC icon
3473
Uranium Energy
UEC
$4.82B
$62K ﹤0.01%
+38,760
New +$88.4K
LBMH
3474
DELISTED
LIBERATOR MED HLDGS INC (NY)
LBMH
$62K ﹤0.01%
27,326
-1,506
-5% -$4.36K
JIVE
3475
DELISTED
Jive Software, Inc.
JIVE
$57K ﹤0.01%
10,801
-4,208
-28% -$23.4K
137 138
139
140 141

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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.