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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
IMMU
3576
DELISTED
Immunomedics Inc
IMMU
– –
-40,319
Closed -$154K
STML
3577
DELISTED
Stemline Therapeutics, Inc.
STML
– –
-16,457
Closed -$238K
LTS
3578
DELISTED
Ladenburg Thalmann Financial Services Inc
LTS
– –
-16,417
Closed -$63K
DBKO
3579
DELISTED
Xtrackers MSCI South Korea Hedged Equity ETF
DBKO
– –
-30,347
Closed -$725K
TVPT
3580
DELISTED
Travelport Worldwide Limited
TVPT
– –
-82,100
Closed -$1.37M
MITL
3581
DELISTED
Mitel Networks Corporation
MITL
– –
-22,621
Closed -$230K
BML.PRI.CL
3582
DELISTED
Bank Of America Corporation
BML.PRI.CL
– –
-16,011
Closed -$406K
FMI
3583
DELISTED
Foundation Medicine, Inc.
FMI
– –
-5,384
Closed -$259K
NSM
3584
DELISTED
Nationstar Mortgage Holdings
NSM
– –
-27,545
Closed -$682K
JASO
3585
DELISTED
JA Solar Holdings, Co., Ltd
JASO
– –
-12,995
Closed -$124K
DBV
3586
DELISTED
Invesco DB G10 Currency Harvest Fund
DBV
– –
-18,406
Closed -$457K
CGI
3587
DELISTED
Celadon Group Inc
CGI
– –
-16,056
Closed -$437K
YUME
3588
DELISTED
YuMe, Inc.
YUME
– –
-16,347
Closed -$85K
PCBK
3589
DELISTED
Pacific Continental Corp
PCBK
– –
-52,133
Closed -$689K
GUID
3590
DELISTED
Guidance Software, Inc.
GUID
– –
-37,106
Closed -$201K
WSTL
3591
DELISTED
Westell Technologies Inc
WSTL
– –
-34,533
Closed -$181K
AEGR
3592
DELISTED
Aegerion Pharmaceuticals
AEGR
– –
-15,478
Closed -$405K
MWO.CL
3593
DELISTED
MORGAN STANLEY CAPITAL TRUST V
MWO.CL
– –
-10,347
Closed -$262K
MTSN
3594
DELISTED
MATTSON TECHNOLOGY INC
MTSN
– –
-64,715
Closed -$255K
CRBQ
3595
DELISTED
Alps Etf Tr Global Commodity Equity ETF (DE)
CRBQ
– –
-5,735
Closed -$215K
FRM
3596
DELISTED
FURMANITE CORPORATION COM
FRM
– –
-52,360
Closed -$413K
SPDC
3597
DELISTED
SPEED COMMERCE, INC COM STK
SPDC
– –
-154,915
Closed -$99K
ACI
3598
DELISTED
ARCH COAL, INC.
ACI
– –
-8,131
Closed -$81K
RCAP
3599
DELISTED
RCS CAPITAL CORPORATION CLASS A COM
RCAP
– –
-25,604
Closed -$272K
FXEN
3600
DELISTED
FX ENERGY INC
FXEN
– –
-14,757
Closed -$18K
142 143
144
145 146

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MCM
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PSUF
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IA
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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.