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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 | |
|---|---|---|---|---|---|---|
2701
PTC Therapeutics
PTCT
$5.68B
| $706K | ﹤0.01% |
14,665
+2,226
| +18% | +$130K |
|
2702
Barrett Business Services
BBSI
$959M
| $705K | ﹤0.01% |
77,628
-292
| -0.4% | -$2.95K |
|
|
UBNK
2703
DELISTED
United Financial Bancorp, Inc.
UBNK
| $705K | ﹤0.01% |
52,411
-1,289
| -2% | -$16.6K |
|
|
CDI
2704
DELISTED
CDI Corp.
CDI
| $705K | ﹤0.01% |
54,264
-2,608
| -5% | -$34.9K |
|
|
ELRC
2705
DELISTED
ELECTRO RENT CORP
ELRC
| $705K | ﹤0.01% |
64,950
+4,868
| +8% | +$53.1K |
|
|
YDKN
2706
DELISTED
Yadkin Financial Corporation
YDKN
| $704K | ﹤0.01% |
33,607
-131
| -0.4% | -$2.64K |
|
|
CLD
2707
DELISTED
Cloud Peak Energy Inc
CLD
| $698K | ﹤0.01% |
149,752
+49,091
| +49% | +$284K |
|
|
CIVI
2708
DELISTED
Civitas Resources
CIVI
| $697K | ﹤0.01% |
342
-119
| -26% | -$308K |
|
2709
John B. Sanfilippo & Son
JBSS
$967M
| $697K | ﹤0.01% |
13,433
-1,876
| -12% | -$93.9K |
|
2710
Onto Innovation
ONTO
$12.9B
| $694K | ﹤0.01% |
43,044
-414
| -1% | -$6.46K |
|
2711
Great Southern Bancorp
GSBC
$874M
| $693K | ﹤0.01% |
16,436
+98
| +0.6% | +$3.91K |
|
|
CAA
2712
DELISTED
CalAtlantic Group, Inc.
CAA
| $693K | ﹤0.01% |
15,552
+416
| +3% | +$17.7K |
|
2713
KRONOS Worldwide
KRO
$693M
| $692K | ﹤0.01% |
63,184
-1,354
| -2% | -$17K |
|
|
AEPI
2714
DELISTED
AEP Industries Inc
AEPI
| $692K | ﹤0.01% |
12,542
-704
| -5% | -$37.6K |
|
|
DMB
2715
BNY Mellon Municipal Bond Infrastructure Fund
DMB
$194M
| $691K | ﹤0.01% |
59,402
+6,115
| +11% | +$74K |
|
2716
iShares MSCI EAFE Small-Cap ETF
SCZ
$13.4B
| $691K | ﹤0.01% |
13,547
-2,354
| -15% | -$123K |
|
2717
Covenant Logistics
CVLG
$894M
| $688K | ﹤0.01% |
54,898
-952
| -2% | -$14.5K |
|
|
RSE
2718
DELISTED
ROUSE PPTYS INC COM (DE)
RSE
| $688K | ﹤0.01% |
42,079
-27,224
| -39% | -$475K |
|
2719
Ormat Technologies
ORA
$6B
| $686K | ﹤0.01% |
18,218
+2,921
| +19% | +$110K |
|
|
ISG.CL
2720
DELISTED
ING Groep N.V. 6.125% ING Perpetual Debt Securities Called
ISG.CL
| $686K | ﹤0.01% |
26,970
+512
| +2% | +$13K |
|
2721
FormFactor
FORM
$8.28B
| $684K | ﹤0.01% |
74,336
-1,024
| -1% | -$9.29K |
|
2722
WisdomTree
WT
$2.96B
| $684K | ﹤0.01% |
31,140
-49,662
| -61% | -$1.05M |
|
|
SP
2723
DELISTED
SP Plus Corporation
SP
| $684K | ﹤0.01% |
26,178
+117
| +0.4% | +$2.82K |
|
|
USCR
2724
DELISTED
U S Concrete, Inc.
USCR
| $684K | ﹤0.01% |
18,042
+1,982
| +12% | +$73.8K |
|
|
BONT
2725
DELISTED
Bon-Ton Stores Inc/The
BONT
| $683K | ﹤0.01% |
147,804
-28,202
| -16% | -$179K |
|
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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.