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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
ATHM icon
3351
Autohome
ATHM
$2.63B
$201K ﹤0.01%
+3,972
New +$196K
LAB icon
3352
Standard BioTools
LAB
$351M
$201K ﹤0.01%
8,287
-5,290
-39% -$167K
FARM
3353
DELISTED
Farmer Brothers
FARM
$200K ﹤0.01%
8,525
-106
-1% -$2.61K
IMOS
3354
ChipMOS TECHNOLOGIES
IMOS
$1.64B
$200K ﹤0.01%
8,319
-48
-0.6% -$1.23K
AVHI
3355
DELISTED
A V Homes, Inc.
AVHI
$200K ﹤0.01%
13,933
+211
+2% +$3.29K
FBIO icon
3356
Fortress Biotech
FBIO
$109M
$198K ﹤0.01%
3,928
-4
-0.1% -$205
NVAX icon
3357
Novavax
NVAX
$1.22B
$197K ﹤0.01%
884
+249
+39% +$43.8K
MHGC
3358
DELISTED
Morgans Hotel Group Co.
MHGC
$197K ﹤0.01%
29,189
-77,872
-73% -$544K
HNRG icon
3359
Hallador Energy
HNRG
$689M
$195K ﹤0.01%
+23,396
New +$236K
EVC icon
3360
Entravision Communication
EVC
$1.07B
$193K ﹤0.01%
23,481
-193,648
-89% -$1.35M
MXL icon
3361
MaxLinear
MXL
$6.07B
$193K ﹤0.01%
+15,970
New +$160K
ARRY
3362
DELISTED
Array Biopharma Inc
ARRY
$192K ﹤0.01%
26,696
-297
-1% -$2.19K
AGEN
3363
Agenus
AGEN
$329M
$191K ﹤0.01%
+1,130
New +$160K
EOX
3364
DELISTED
EMERALD OIL INC (MT)
EOX
$191K ﹤0.01%
+44,991
New +$431K
KING
3365
DELISTED
KING DIGITAL ENTMT PLC ORD SHS (IRL)
KING
$190K ﹤0.01%
+13,362
New +$207K
OTE
3366
DELISTED
HELLENIC TELECOMM ORG ADS(RP1/
OTE
$188K ﹤0.01%
44,782
-4,942
-10% -$20.7K
CALL
3367
DELISTED
magicJack VocalTec Ltd
CALL
$185K ﹤0.01%
24,899
+1,382
+6% +$10.3K
SRNE
3368
DELISTED
Sorrento Therapeutics, Inc.
SRNE
$184K ﹤0.01%
+10,430
New +$134K
RXDX
3369
DELISTED
Ignyta, Inc.
RXDX
$184K ﹤0.01%
+12,222
New +$148K
ORC
3370
Orchid Island Capital
ORC
$1.32B
$181K ﹤0.01%
+3,226
New +$219K
PHLT
3371
DELISTED
Performant Healthcare Inc
PHLT
$181K ﹤0.01%
55,866
+33,391
+149% +$104K
AXIA
3372
AXIA Energia
AXIA
$23.9B
$178K ﹤0.01%
119,446
+782
+0.7% +$1.35K
SHLO
3373
DELISTED
Shiloh Industries Inc
SHLO
$177K ﹤0.01%
13,693
-4,360
-24% -$53.4K
MGNI icon
3374
Magnite
MGNI
$2.78B
$176K ﹤0.01%
+11,758
New +$203K
NWBO
3375
DELISTED
Northwest Biotherapeutics, Inc. Common stock
NWBO
$176K ﹤0.01%
+17,755
New +$155K
133 134
135
136 137

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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.