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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
SPPI
2801
DELISTED
Spectrum Pharmaceuticals Inc
SPPI
$617K ﹤0.01%
90,248
+50,900
+129% +$323K
INVA icon
2802
Innoviva
INVA
$1.55B
$616K ﹤0.01%
34,069
+1,430
+4% +$24.6K
HOFT icon
2803
Hooker Furnishings Corp
HOFT
$150M
$615K ﹤0.01%
24,501
+3,504
+17% +$86.7K
FMSA
2804
DELISTED
Fairmount Santrol Holdings Inc.
FMSA
$614K ﹤0.01%
74,915
+40,521
+118% +$348K
PSEM
2805
DELISTED
PERICOM SEMICONDUCTOR CP
PSEM
$613K ﹤0.01%
46,652
+1,450
+3% +$19.6K
OTEX icon
2806
Open Text
OTEX
$6.15B
$610K ﹤0.01%
30,118
-11,570
-28% -$279K
RENT
2807
DELISTED
RENTRAK CORP
RENT
$610K ﹤0.01%
8,734
-394
-4% -$23.8K
FOR icon
2808
Forestar Group
FOR
$1.44B
$609K ﹤0.01%
46,246
+14,743
+47% +$213K
ACHN
2809
DELISTED
Achillion Pharmaceuticals
ACHN
$608K ﹤0.01%
68,647
+23,343
+52% +$221K
SHY icon
2810
iShares 1-3 Year Treasury Bond ETF
SHY
$25.5B
$607K ﹤0.01%
7,150
-6,117
-46% -$519K
IMGN
2811
DELISTED
Immunogen Inc
IMGN
$607K ﹤0.01%
42,232
+1,181
+3% +$13K
ARPI
2812
DELISTED
AMERICAN RESIDENTIAL PPTYS INC COM
ARPI
$606K ﹤0.01%
32,765
+13,697
+72% +$259K
GRC icon
2813
Gorman-Rupp
GRC
$2.14B
$605K ﹤0.01%
21,553
-1,708
-7% -$48.3K
VT icon
2814
Vanguard Total World Stock ETF
VT
$77.1B
$605K ﹤0.01%
9,841
+139
+1% +$8.8K
EVF
2815
Eaton Vance Senior Income Trust
EVF
$90.1M
$604K ﹤0.01%
97,200
+747
+0.8% +$4.83K
AGX icon
2816
Argan
AGX
$8B
$602K ﹤0.01%
14,917
+2,611
+21% +$93.5K
EWJ icon
2817
iShares MSCI Japan ETF
EWJ
$21.9B
$602K ﹤0.01%
11,744
+4,124
+54% +$215K
SNDA icon
2818
Sonida Senior Living
SNDA
$1.91B
$602K ﹤0.01%
1,637
+89
+6% +$34.4K
EMB icon
2819
iShares JPMorgan USD Emerging Markets Bond ETF
EMB
$15B
$601K ﹤0.01%
5,470
+790
+17% +$88.4K
HALO icon
2820
Halozyme
HALO
$9.79B
$600K ﹤0.01%
26,557
-958
-3% -$16.8K
YORW icon
2821
York Water
YORW
$502M
$600K ﹤0.01%
28,781
-5,930
-17% -$137K
GEL icon
2822
Genesis Energy
GEL
$1.87B
$599K ﹤0.01%
13,654
+1,099
+9% +$51.9K
TRQ
2823
DELISTED
Turquoise Hill Resources Ltd
TRQ
$599K ﹤0.01%
15,812
+2,261
+17% +$93K
CAC icon
2824
Camden National
CAC
$978M
$597K ﹤0.01%
23,154
+268
+1% +$6.95K
GERN icon
2825
Geron
GERN
$828M
$596K ﹤0.01%
139,234
-51,412
-27% -$204K
111 112
113
114 115

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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.