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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
(+3%)
Cap. Flow
+$1.8B
Cap. Flow
% of AUM
3.51%
Top 10 Holdings %
Top 10 Hldgs %
12.6%
Holding
4,130
New
182
Increased
2,226
Reduced
1,541
Closed
156
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
iShares Core S&P 500 ETF
IVV
|
+$222M |
| 2 |
Vanguard Real Estate ETF
VNQ
|
+$80.1M |
| 3 |
iShares Russell 1000 ETF
IWB
|
+$51.3M |
| 4 |
iShares Russell 1000 Growth ETF
IWF
|
+$40.5M |
| 5 |
Microsoft
MSFT
|
+$39.9M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
First Trust Enhanced Short Maturity ETF
FTSM
|
+$77.8M |
| 2 |
LO
LORILLARD INC COM STK
LO
|
+$65.3M |
| 3 |
Vanguard FTSE Europe ETF
VGK
|
+$47.7M |
| 4 |
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 | |
|---|---|---|---|---|---|---|
|
RNWK
2601
DELISTED
RealNetworks Inc
RNWK
| $844K | ﹤0.01% |
156,019
-2,802
| -2% | -$17.6K |
|
2602
United Microelectronic
UMC
$47.7B
| $842K | ﹤0.01% |
410,955
-26,287
| -6% | -$59.1K |
|
2603
Digi International
DGII
$2.63B
| $840K | ﹤0.01% |
87,937
-1,574
| -2% | -$15.4K |
|
|
FRAN
2604
DELISTED
Francesca's Holdings Corporation
FRAN
| $840K | ﹤0.01% |
5,195
+1,704
| +49% | +$329K |
|
2605
Lee Enterprises
LEE
$172M
| $838K | ﹤0.01% |
25,158
-3,692
| -13% | -$116K |
|
|
ESL
2606
DELISTED
Esterline Technologies
ESL
| $837K | ﹤0.01% |
8,782
-9,142
| -51% | -$979K |
|
2607
Ultragenyx Pharmaceutical
RARE
$2.45B
| $836K | ﹤0.01% |
8,163
+1,040
| +15% | +$80.8K |
|
|
CWEN.A
2608
DELISTED
Clearway Energy Class A
CWEN.A
| $833K | ﹤0.01% |
+37,901
| New | +$931K |
|
|
CBD
2609
DELISTED
Companhia Brasileira de Distribuicao
CBD
| $833K | ﹤0.01% |
35,207
-6,415
| -15% | -$190K |
|
|
SFE
2610
DELISTED
Safeguard Scientifics, Inc.
SFE
| $832K | ﹤0.01% |
42,764
+2,721
| +7% | +$49.9K |
|
2611
Badger Meter
BMI
$3.89B
| $829K | ﹤0.01% |
26,120
-1,352
| -5% | -$42.6K |
|
|
TRK
2612
DELISTED
Speedway Motorsports, Inc.
TRK
| $829K | ﹤0.01% |
36,622
+2,139
| +6% | +$49.1K |
|
2613
STAG Industrial
STAG
$7.38B
| $828K | ﹤0.01% |
41,406
-3,832
| -8% | -$83.3K |
|
2614
Enterprise Financial Services Corp
EFSC
$2.4B
| $822K | ﹤0.01% |
36,111
-3,348
| -8% | -$71.7K |
|
2615
Ultrapar
UGP
$6.95B
| $822K | ﹤0.01% |
78,250
-6,598
| -8% | -$73.6K |
|
|
FCB
2616
DELISTED
FCB Financial Holdings, Inc.
FCB
| $822K | ﹤0.01% |
+25,838
| New | +$738K |
|
|
GDP
2617
DELISTED
GOODRICH PETROLEUM CORP(NEW)
GDP
| $822K | ﹤0.01% |
441,893
+388,733
| +731% | +$1.21M |
|
2618
Grupo Aeroportuario del Pacifico
PAC
$12.9B
| $820K | ﹤0.01% |
11,977
-4,135
| -26% | -$291K |
|
2619
Destination XL Group
DXLG
$31.2M
| $816K | ﹤0.01% |
162,862
+3,683
| +2% | +$18.3K |
|
|
GEK.CL
2620
DELISTED
General Electric Capital Corp.
GEK.CL
| $816K | ﹤0.01% |
33,584
+663
| +2% | +$16.6K |
|
|
OMN
2621
DELISTED
OMNOVA Solutions Inc.
OMN
| $814K | ﹤0.01% |
108,706
-2,676
| -2% | -$21.2K |
|
2622
Golub Capital BDC
GBDC
$3.34B
| $813K | ﹤0.01% |
50,126
-72
| -0.1% | -$1.22K |
|
2623
Greif
GEF
$4.92B
| $812K | ﹤0.01% |
22,643
+2,217
| +11% | +$88.1K |
|
2624
Park-Ohio Holdings
PKOH
$575M
| $811K | ﹤0.01% |
16,733
-5,684
| -25% | -$281K |
|
2625
Stoneridge
SRI
$195M
| $809K | ﹤0.01% |
69,054
-8,904
| -11% | -$108K |
|
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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.