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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
CYTR
3426
DELISTED
CytRx Corp
CYTR
$117K ﹤0.01%
5,259
+1,965
+60% +$49.2K
RXII
3427
DELISTED
GALENA BIOPHARMA INC COM
RXII
$117K ﹤0.01%
68,747
+55,059
+402% +$93.7K
CYTK icon
3428
Cytokinetics
CYTK
$10.9B
$116K ﹤0.01%
17,318
-34
-0.2% -$223
BREW
3429
DELISTED
Craft Brew Alliance, Inc.
BREW
$116K ﹤0.01%
10,480
-10,257
-49% -$123K
WNEB icon
3430
Western New England Bancorp
WNEB
$262M
$114K ﹤0.01%
15,623
+313
+2% +$2.38K
AVH
3431
DELISTED
AVIANCA HOLDINGS S.A.
AVH
$114K ﹤0.01%
+11,109
New +$125K
ENPH icon
3432
Enphase Energy
ENPH
$4.94B
$111K ﹤0.01%
14,625
-1,335
-8% -$14.5K
FSAM
3433
DELISTED
Fifth Street Asset Management Inc. Class A
FSAM
$111K ﹤0.01%
+10,832
New +$114K
MCGC
3434
DELISTED
MCG CAP CORP
MCGC
$110K ﹤0.01%
24,188
-3,102
-11% -$13.9K
AVAL icon
3435
Grupo Aval
AVAL
$6.11B
$106K ﹤0.01%
+10,815
New +$106K
EPM icon
3436
Evolution Petroleum
EPM
$131M
$105K ﹤0.01%
+15,997
New +$109K
CORT icon
3437
Corcept Therapeutics
CORT
$12.8B
$104K ﹤0.01%
17,270
-38,685
-69% -$237K
HEOP
3438
DELISTED
Heritage Oaks Bancorp
HEOP
$104K ﹤0.01%
13,211
+938
+8% +$7.54K
GEG icon
3439
Great Elm Group
GEG
$68.4M
$103K ﹤0.01%
13,909
-514
-4% -$4.11K
VVUS
3440
DELISTED
Vivus Inc
VVUS
$103K ﹤0.01%
+4,345
New +$107K
SREV
3441
DELISTED
ServiceSource International, Inc.
SREV
$102K ﹤0.01%
18,568
-15,008
-45% -$62.4K
JMG
3442
DELISTED
JOURNAL MEDIA GROUP INC COM
JMG
$101K ﹤0.01%
+12,238
New +$107K
ALSK
3443
DELISTED
Alaska Communications Systems
ALSK
$99K ﹤0.01%
41,346
+17,272
+72% +$38.8K
TAT
3444
DELISTED
TransAtlantic Petroleum LTD.
TAT
$99K ﹤0.01%
19,334
+2,219
+13% +$12.5K
MBII
3445
DELISTED
Marrone Bio Innovations, Inc.
MBII
$97K ﹤0.01%
48,904
-62,126
-56% -$176K
REXI
3446
DELISTED
RESOURCE AMERICA INC CL-A
REXI
$96K ﹤0.01%
11,360
-9,369
-45% -$79.8K
BALT
3447
DELISTED
BALTIC TRADING LIMITED COMMON STOCK
BALT
$95K ﹤0.01%
+59,379
New +$89.2K
CCXI
3448
DELISTED
ChemoCentryx, Inc.
CCXI
$93K ﹤0.01%
11,357
-128
-1% -$1.02K
FRO icon
3449
Frontline
FRO
$8.7B
$90K ﹤0.01%
7,357
-2,679
-27% -$35.8K
WRES
3450
DELISTED
WARREN RESOURCES INC
WRES
$89K ﹤0.01%
192,808
-12,589
-6% -$10.8K
136 137
138
139 140

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MCM
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PSUF
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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.