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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
LSTA icon
3501
Lisata Therapeutics
LSTA
$9.38M
$21K ﹤0.01%
+76
New +$28.2K
WLT
3502
DELISTED
WALTER ENERGY INC COM STK (DE)
WLT
$12K ﹤0.01%
56,832
-1,900
-3% -$874
HXM
3503
DELISTED
DESARROLLADORA HOMES DA DE CV (HOMEX DEV. CORP)
HXM
$12K ﹤0.01%
58,500
-40,400
-41% -$8.29K
KWK
3504
DELISTED
QUICKSILVER RESOURCES INC
KWK
$6K ﹤0.01%
217,643
-8,581
-4% -$237
BPZ
3505
DELISTED
BPZ RESOURCES INC COM STK
BPZ
$2K ﹤0.01%
97,634
-4,479
-4% -$92
RSH
3506
DELISTED
RADIOSHACK CORP
RSH
$2K ﹤0.01%
32,665
-850,065
-96% -$52K
BKLN icon
3507
Invesco Senior Loan ETF
BKLN
$6.97B
– –
-17,081
Closed -$411K
BWEN icon
3508
Broadwind
BWEN
$91.3M
– –
-37,290
Closed -$186K
CCM
3509
Concord Medical Services
CCM
$20.2M
– –
-1,562
Closed -$92K
CIK
3510
Credit Suisse Asset Management Income Fund
CIK
$134M
– –
-54,531
Closed -$175K
CNTY icon
3511
Century Casinos
CNTY
$33.2M
– –
-19,593
Closed -$107K
CNVS icon
3512
Cineverse
CNVS
$56M
– –
-114
Closed -$37K
C.PRN icon
3513
Citigroup Capital XIII 7.875% Fixed Rate/Floating Rate Trust Preferred Securities
C.PRN
$2.46B
– –
-15,975
Closed -$424K
DRD
3514
DRDGold
DRD
$1.81B
– –
-14,947
Closed -$26K
ECH icon
3515
iShares MSCI Chile ETF
ECH
$1.02B
– –
-9,450
Closed -$381K
EDD
3516
Morgan Stanley Emerging Markets Domestic Debt Fund
EDD
$376M
– –
-27,567
Closed -$255K
EIDO icon
3517
iShares MSCI Indonesia ETF
EIDO
$480M
– –
-7,385
Closed -$205K
ELDN icon
3518
Eledon Pharmaceuticals
ELDN
$263M
– –
-124
Closed -$228K
EMLC icon
3519
VanEck JP Morgan EM Local Currency Bond ETF
EMLC
$4.8B
– –
-11,525
Closed -$464K
EPC icon
3520
Edgewell Personal Care
EPC
$1.26B
– –
-149,005
Closed -$15.2M
EPOL icon
3521
iShares MSCI Poland ETF
EPOL
$699M
– –
-21,319
Closed -$498K
ETO
3522
Eaton Vance Tax-Advantaged Global Dividend Opportunities Fund
ETO
$506M
– –
-24,914
Closed -$616K
EWH icon
3523
iShares MSCI Hong Kong ETF
EWH
$1.25B
– –
-16,654
Closed -$365K
EWM icon
3524
iShares MSCI Malaysia ETF
EWM
$312M
– –
-5,200
Closed -$276K
EWX icon
3525
State Street SPDR S&P Emerging Markets Small Cap ETF
EWX
$648M
– –
-5,870
Closed -$263K
139 140
141
142 143

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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.