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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 | |
|---|---|---|---|---|---|---|
2651
Agree Realty
ADC
$9.34B
| $771K | ﹤0.01% |
26,436
-15,307
| -37% | -$474K |
|
2652
iShares Gold Trust
IAU
$62.9B
| $771K | ﹤0.01% |
33,997
| – | – |
|
|
WFC.PRQ
2653
DELISTED
Wells Fargo & Co.
WFC.PRQ
| $771K | ﹤0.01% |
30,217
+630
| +2% | +$16.4K |
|
|
FNBC
2654
DELISTED
First NBC Bank Holding Company
FNBC
| $769K | ﹤0.01% |
21,364
+705
| +3% | +$24.7K |
|
|
STFC
2655
DELISTED
State Auto Financial Corp
STFC
| $769K | ﹤0.01% |
32,099
-4,619
| -13% | -$107K |
|
|
XCRA
2656
DELISTED
Xcerra Corporation
XCRA
| $768K | ﹤0.01% |
101,413
-10,409
| -9% | -$93.4K |
|
2657
iShare MSCI Eurozone ETF
EZU
$9.64B
| $767K | ﹤0.01% |
20,428
+2,412
| +13% | +$95.3K |
|
2658
Ironwood Pharmaceuticals
IRWD
$696M
| $767K | ﹤0.01% |
75,975
-18,616
| -20% | -$216K |
|
2659
Evertec
EVTC
$1.88B
| $765K | ﹤0.01% |
36,022
-19,882
| -36% | -$438K |
|
2660
Shutterstock
SSTK
$198M
| $764K | ﹤0.01% |
13,032
-6,460
| -33% | -$422K |
|
|
PRFT
2661
DELISTED
Perficient Inc
PRFT
| $764K | ﹤0.01% |
39,684
-136
| -0.3% | -$2.71K |
|
|
RT
2662
DELISTED
Ruby Tuesday Georgia
RT
| $763K | ﹤0.01% |
121,710
-472
| -0.4% | -$3.17K |
|
2663
Accuray
ARAY
$32M
| $758K | ﹤0.01% |
112,456
-61,128
| -35% | -$455K |
|
2664
First Bancorp
FBNC
$2.6B
| $758K | ﹤0.01% |
45,438
-5,011
| -10% | -$82.4K |
|
2665
Opko Health
OPK
$985M
| $758K | ﹤0.01% |
47,111
-3,265
| -6% | -$50.8K |
|
|
ENOC
2666
DELISTED
EnerNOC, Inc.
ENOC
| $753K | ﹤0.01% |
77,618
-2,563
| -3% | -$27.5K |
|
2667
Westwood Holdings Group
WHG
$182M
| $751K | ﹤0.01% |
12,611
+498
| +4% | +$29.5K |
|
2668
Empire State Realty Trust
ESRT
$872M
| $750K | ﹤0.01% |
43,986
+18,157
| +70% | +$327K |
|
|
VOXX
2669
DELISTED
VOXX International Corporation Class A
VOXX
| $750K | ﹤0.01% |
90,583
+25,998
| +40% | +$229K |
|
2670
Terreno Realty
TRNO
$7.57B
| $749K | ﹤0.01% |
38,007
-267
| -0.7% | -$5.66K |
|
|
CFNL
2671
DELISTED
Cardinal Financial Corp
CFNL
| $749K | ﹤0.01% |
34,371
-17,107
| -33% | -$356K |
|
2672
Village Super Market
VLGEA
$651M
| $748K | ﹤0.01% |
23,606
-58
| -0.2% | -$1.87K |
|
|
BBT.PRG
2673
DELISTED
BB&T Corporation Depositary Shares each representing 1/1,000th interest in a share of Series G Non-C
BBT.PRG
| $748K | ﹤0.01% |
32,578
+3,774
| +13% | +$89.6K |
|
|
TNAV
2674
DELISTED
Telenav Inc.
TNAV
| $745K | ﹤0.01% |
92,532
-1,799
| -2% | -$15.6K |
|
|
PSTB
2675
DELISTED
Park Sterling Corp.
PSTB
| $744K | ﹤0.01% |
103,266
-3,807
| -4% | -$26.4K |
|
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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.