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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
TIPT icon
3551
Tiptree Inc
TIPT
$655M
– –
-10,375
Closed -$69K
UFI icon
3552
UNIFI
UFI
$114M
– –
-5,833
Closed -$211K
VERU icon
3553
Veru
VERU
$35.6M
– –
-1,584
Closed -$45K
VGK icon
3554
Vanguard FTSE Europe ETF
VGK
$30.8B
– –
-879,028
Closed -$47.7M
VNM icon
3555
VanEck Vietnam ETF
VNM
$502M
– –
-11,160
Closed -$188K
XBI icon
3556
State Street SPDR S&P Biotech ETF
XBI
$10.3B
– –
-2,742
Closed -$206K
XXII
3557
22nd Century Group
XXII
$1.34M
– –
0
– -$12K
VTNR
3558
DELISTED
Vertex Energy, Inc
VTNR
– –
-17,931
Closed -$66K
DXYN
3559
DELISTED
Dixie Group Inc
DXYN
– –
-26,511
Closed -$240K
MIXT
3560
DELISTED
MIX TELEMATICS LIMITED
MIXT
– –
-17,335
Closed -$121K
BVH
3561
DELISTED
Bluegreen Vacations Holding Corporation
BVH
– –
-4,427
Closed -$412K
AAIC
3562
DELISTED
Arlington Asset Investment Corp.
AAIC
– –
-20,075
Closed -$483K
AMRS
3563
DELISTED
Amyris Inc.
AMRS
– –
-902
Closed -$32K
DCP
3564
DELISTED
DCP Midstream, LP
DCP
– –
-13,451
Closed -$497K
NVCN
3565
DELISTED
Neovasc Inc.
NVCN
– –
-1
Closed -$259K
OIIM
3566
DELISTED
02Micro International
OIIM
– –
-37,701
Closed -$99K
STOR
3567
DELISTED
STORE Capital Corporation
STOR
– –
-18,616
Closed -$435K
FNHC
3568
DELISTED
FedNat Holding Company Common Stock
FNHC
– –
-11,075
Closed -$339K
AMPE
3569
DELISTED
Ampio Pharmaceuticals Inc.
AMPE
– –
-214
Closed -$484K
BBQ
3570
DELISTED
BBQ Holdings, Inc. Common Stock
BBQ
– –
-8,713
Closed -$248K
JOBS
3571
DELISTED
51job Inc
JOBS
– –
-29,647
Closed -$957K
GTS
3572
DELISTED
Triple-S Management Corporation
GTS
– –
-11,977
Closed -$227K
JMP
3573
DELISTED
JMP Group LLC
JMP
– –
-20,349
Closed -$171K
MEN
3574
DELISTED
Blackrock Muni Enhanced Fund, Inc.
MEN
– –
-12,987
Closed -$151K
EIGI
3575
DELISTED
Endurance International Group Holdings, Inc.
EIGI
– –
-14,442
Closed -$275K
141 142
143
144 145

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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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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.