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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
VIMC
3601
DELISTED
VIMICRO INTERNATIONAL CORP ADR (KY)
VIMC
– –
-16,767
Closed -$157K
HELI
3602
DELISTED
CHC GROUP LTD SHS NEW (CYM)
HELI
– –
-352
Closed -$14K
ADEP
3603
DELISTED
Adept Technology Inc
ADEP
– –
-28,947
Closed -$178K
VRS
3604
DELISTED
VERSO CORP COM STK (DE)
VRS
– –
-20,558
Closed -$37K
LYG.PRA
3605
DELISTED
LLOYDS BANKING GROUP PLC 7.75% INCM NTS (PINES)7/15/2050
LYG.PRA
– –
-36,176
Closed -$921K
TEG
3606
DELISTED
INTEGRYS ENERGY GROUP INC COM (USA)
TEG
– –
-180,468
Closed -$13M
ZEP
3607
DELISTED
ZEP INC COM STK (DE)
ZEP
– –
-70,271
Closed -$1.2M
MCP
3608
DELISTED
MOLYCORP INC COM STK
MCP
– –
-12,770
Closed -$5K
AOL
3609
DELISTED
AOL INC COMMON STOCK
AOL
– –
-184,685
Closed -$7.32M
GEVA
3610
DELISTED
SYNAGEVA BIOPHARMA CORP COM STK (DE)
GEVA
– –
-7,556
Closed -$737K
LO
3611
DELISTED
LORILLARD INC COM STK
LO
– –
-998,607
Closed -$65.3M
LTM
3612
DELISTED
LIFE TIME FITNESS INC
LTM
– –
-63,454
Closed -$4.5M
CRRC
3613
DELISTED
COURIER CORP
CRRC
– –
-26,244
Closed -$642K
PKT
3614
DELISTED
PROCERA NETWORKS INC NEW COM STK (DE)
PKT
– –
-16,284
Closed -$153K
XLS
3615
DELISTED
EXELIS INC COM STK
XLS
– –
-393,940
Closed -$9.6M
PCYC
3616
DELISTED
PHARMACYCLICS INC
PCYC
– –
-27,214
Closed -$6.96M
KFX
3617
DELISTED
KOFAX LIMITED COM STK
KFX
– –
-114,018
Closed -$1.25M
ARUN
3618
DELISTED
ARUBA NETWORKS, INC.
ARUN
– –
-80,580
Closed -$1.97M
TRW
3619
DELISTED
TRW AUTOMOTIVE HOLDINGS CORP
TRW
– –
-165,661
Closed -$17.4M
TLM
3620
DELISTED
TALISMAN ENERGY INC
TLM
– –
-166,733
Closed -$1.28M
HPTX
3621
DELISTED
HYPERION THERAPEUTICS INC COM STK (DE)
HPTX
– –
-7,096
Closed -$326K
ELX
3622
DELISTED
EMULEX CORP
ELX
– –
-474,597
Closed -$3.78M
ICEL
3623
DELISTED
CELLULAR DYNAMICS INTL INC COM STK (WI)
ICEL
– –
-10,175
Closed -$167K
ENTR
3624
DELISTED
ENTROPIC COMMUNICATIONS INC COM STK (DE)
ENTR
– –
-110,219
Closed -$326K
RGP
3625
DELISTED
REGENCY ENERGY PARTNERS LP COMMON UTS REP LIMITED PART INTS
RGP
– –
-1,192,151
Closed -$27.3M
143 144
145
146 147

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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.