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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
ACTS
3476
DELISTED
Actions Semiconductor Co
ACTS
$57K ﹤0.01%
36,568
-25,619
-41% -$40.4K
HK
3477
DELISTED
Halcon Resources Corporation
HK
$56K ﹤0.01%
280
-145
-34% -$34.5K
GSAT icon
3478
Globalstar
GSAT
$10.3B
$54K ﹤0.01%
1,696
+386
+29% +$15K
ANR
3479
DELISTED
Alpha Natural Resources Inc
ANR
$54K ﹤0.01%
178,136
-43,776
-20% -$30.1K
SFXE
3480
DELISTED
SFX ENTERTAINMENT, INC COM
SFXE
$51K ﹤0.01%
+11,359
New +$50.9K
UNIS
3481
DELISTED
Unilife Corporation
UNIS
$50K ﹤0.01%
2,304
+249
+12% +$7.55K
RLOC
3482
DELISTED
REACHLOCAL INC COM STK (DE)
RLOC
$49K ﹤0.01%
15,702
+227
+1% +$659
TLRA
3483
DELISTED
Telaria, Inc.
TLRA
$48K ﹤0.01%
16,394
-3,991
-20% -$10.8K
KOPN icon
3484
Kopin
KOPN
$663M
$47K ﹤0.01%
13,660
-2,849
-17% -$10.2K
BIOL
3485
DELISTED
Biolase, Inc.
BIOL
$45K ﹤0.01%
2
– –
FRBK
3486
DELISTED
Republic First Bancorp Inc
FRBK
$44K ﹤0.01%
12,661
+2,660
+27% +$9.41K
HNR
3487
DELISTED
Harvest Natural Resources
HNR
$42K ﹤0.01%
+6,069
New +$29.5K
CTIC
3488
DELISTED
CTI BioPharma Corp. (DE) Common Stock
CTIC
$40K ﹤0.01%
2,031
+137
+7% +$2.64K
ICA
3489
DELISTED
EMPRESAS ICA, S.A. DE C.V. ADS (EA REPTG 4 ORD PART CERT)
ICA
$40K ﹤0.01%
+12,634
New +$44.1K
VIVS
3490
VivoSim Labs
VIVS
$1.35M
$38K ﹤0.01%
43
-38
-47% -$42.5K
RBCN
3491
DELISTED
Rubicon Technology, Inc.
RBCN
$38K ﹤0.01%
1,568
-2,169
-58% -$70.8K
SQNM
3492
DELISTED
SEQUENOM INC NEW
SQNM
$38K ﹤0.01%
12,620
-34,827
-73% -$131K
FLNA
3493
Filana Therapeutics
FLNA
$46.4M
$37K ﹤0.01%
3,024
+1,387
+85% +$19K
GTE icon
3494
Gran Tierra Energy
GTE
$237M
$34K ﹤0.01%
1,126
-6,081
-84% -$199K
ENFY
3495
DELISTED
Enlightify Inc
ENFY
$34K ﹤0.01%
1,338
+200
+18% +$5.03K
GALT icon
3496
Galectin Therapeutics
GALT
$213M
$32K ﹤0.01%
11,613
-2,265
-16% -$6.83K
MDGL icon
3497
Madrigal Pharmaceuticals
MDGL
$11.4B
$28K ﹤0.01%
+354
New +$29.7K
NBSE
3498
DELISTED
NeuBase Therapeutics, Inc. Common Stock
NBSE
$27K ﹤0.01%
+27
New +$29.1K
ZGNX
3499
DELISTED
Zogenix, Inc.
ZGNX
$27K ﹤0.01%
2,019
+16
+0.8% +$196
GLRI
3500
DELISTED
GLORI ENERGY INC COMMON STOCK
GLRI
$23K ﹤0.01%
+16,312
New +$31.4K
138 139
140
141 142

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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.