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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
FCEL icon
3526
FuelCell Energy
FCEL
$1.89B
– –
-6
Closed -$32K
FTSM icon
3527
First Trust Enhanced Short Maturity ETF
FTSM
$6.51B
– –
-1,296,127
Closed -$77.8M
FXE icon
3528
Invesco CurrencyShares Euro Currency Trust
FXE
$346M
– –
-2,432
Closed -$257K
GAIA icon
3529
Gaia
GAIA
$46.8M
– –
-10,869
Closed -$79K
TDAY
3530
USA Today Co
TDAY
$1.28B
– –
-9,929
Closed -$238K
GHM icon
3531
Graham Corp
GHM
$1.1B
– –
-10,982
Closed -$263K
GYRE icon
3532
Gyre Therapeutics
GYRE
$648M
– –
-50
Closed -$116K
HMY icon
3533
Harmony Gold Mining
HMY
$10.1B
– –
-94,679
Closed -$165K
HOV icon
3534
Hovnanian Enterprises
HOV
$758M
– –
-1,281
Closed -$114K
LITB
3535
LightInTheBox
LITB
$54.2M
– –
-2,895
Closed -$88K
LND
3536
BrasilAgro
LND
$370M
– –
-13,511
Closed -$36K
MCHI icon
3537
iShares MSCI China ETF
MCHI
$6.28B
– –
-16,259
Closed -$886K
MKC.V icon
3538
McCormick & Company Voting
MKC.V
$13.7B
– –
-5,614
Closed -$218K
MUA icon
3539
BlackRock MuniAssets Fund
MUA
$512M
– –
-32,241
Closed -$453K
NGD
3540
DELISTED
New Gold Inc
NGD
– –
-38,073
Closed -$129K
OXSQ icon
3541
Oxford Square Capital
OXSQ
$151M
– –
-27,111
Closed -$188K
PSF icon
3542
Cohen & Steers Select Preferred & Income Fund
PSF
$234M
– –
-10,776
Closed -$286K
PSHG icon
3543
Performance Shipping
PSHG
$22.8M
– –
0
– -$194K
QSR icon
3544
Restaurant Brands International
QSR
$25.8B
– –
-71,920
Closed -$2.76M
QUIK icon
3545
QuickLogic
QUIK
$228M
– –
-3,162
Closed -$85K
RMTI icon
3546
Rockwell Medical
RMTI
$28M
– –
-129
Closed -$155K
SHV icon
3547
iShares 0-1 Year Treasury Bond ETF
SHV
$20.8B
– –
-6,230
Closed -$687K
STAA icon
3548
STAAR Surgical
STAA
$1.21B
– –
-24,438
Closed -$182K
TBF icon
3549
ProShares Short 20+ Year Treasury ETF
TBF
$87.3M
– –
-10,695
Closed -$257K
TFIN icon
3550
Triumph Financial Inc
TFIN
$1.76B
– –
-21,299
Closed -$291K
140 141
142
143 144

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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.