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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 | |
|---|---|---|---|---|---|---|
2726
Arista Networks
ANET
$227B
| $682K | ﹤0.01% |
133,456
+22,944
| +21% | +$103K |
|
2727
Nordic American Tanker
NAT
$1.38B
| $682K | ﹤0.01% |
48,325
+3,277
| +7% | +$42K |
|
|
TCS
2728
DELISTED
THE CONTAINER STORE GROUP, INC.
TCS
| $682K | ﹤0.01% |
2,694
+1,480
| +122% | +$411K |
|
|
HTLF
2729
DELISTED
Heartland Financial USA, Inc.
HTLF
| $681K | ﹤0.01% |
18,285
-2,056
| -10% | -$71.5K |
|
2730
Ribbon Communications
RBBN
$377M
| $680K | ﹤0.01% |
98,315
+6,084
| +7% | +$47.7K |
|
|
LAYN
2731
DELISTED
Layne Christensen Co
LAYN
| $680K | ﹤0.01% |
75,997
-2,372
| -3% | -$18K |
|
|
ROS
2732
DELISTED
ROSTELEKOM
ROS
| $679K | ﹤0.01% |
71,424
| – | – |
|
|
AMCC
2733
DELISTED
Applied Micro Circuits Corporation New
AMCC
| $679K | ﹤0.01% |
100,632
-8,664
| -8% | -$52.9K |
|
2734
Motorcar Parts of America
MPAA
$254M
| $677K | ﹤0.01% |
22,506
-6,108
| -21% | -$178K |
|
|
GEN
2735
DELISTED
Genesis Healthcare, Inc.
GEN
| $677K | ﹤0.01% |
102,511
-35,025
| -25% | -$236K |
|
|
JMBA
2736
DELISTED
Jamba, Inc.
JMBA
| $675K | ﹤0.01% |
43,607
-1,252
| -3% | -$19.7K |
|
|
GSJ.CL
2737
DELISTED
The Goldman Sachs Group Inc
GSJ.CL
| $675K | ﹤0.01% |
25,710
-8,273
| -24% | -$220K |
|
2738
Telus
TU
$14.9B
| $674K | ﹤0.01% |
39,136
-860
| -2% | -$14.8K |
|
|
JOYY
2739
JOYY Inc
JOYY
$3.71B
| $674K | ﹤0.01% |
9,694
+901
| +10% | +$60.1K |
|
|
CYNO
2740
DELISTED
Cynosure, Inc. Class A
CYNO
| $674K | ﹤0.01% |
17,459
+10,771
| +161% | +$379K |
|
2741
QuinStreet
QNST
$890M
| $672K | ﹤0.01% |
104,205
-10,823
| -9% | -$63.7K |
|
|
CZZ
2742
DELISTED
Cosan Limited
CZZ
| $672K | ﹤0.01% |
+109,144
| New | +$746K |
|
2743
AeroVironment
AVAV
$7.56B
| $669K | ﹤0.01% |
25,666
-2,416
| -9% | -$63.7K |
|
2744
TransAlta
TAC
$3.95B
| $669K | ﹤0.01% |
86,264
-34,565
| -29% | -$311K |
|
|
ACH
2745
DELISTED
Alum Corp of China Ltd
ACH
| $669K | ﹤0.01% |
53,719
-3,451
| -6% | -$51.9K |
|
|
SEAC
2746
DELISTED
Seachange International Inc
SEAC
| $668K | ﹤0.01% |
4,763
+300
| +7% | +$42.4K |
|
|
WSR
2747
DELISTED
Whitestone REIT
WSR
| $667K | ﹤0.01% |
51,238
+17,620
| +52% | +$257K |
|
|
ZU
2748
DELISTED
ZULILY INC CLASS A COMMON STOCK
ZU
| $662K | ﹤0.01% |
+50,748
| New | +$690K |
|
2749
Stantec
STN
$8.04B
| $661K | ﹤0.01% |
22,621
+2,696
| +14% | +$73.9K |
|
|
PRH
2750
DELISTED
PRUDENTIAL FINANCIAL, INC. 5.70% DUE 2053
PRH
| $661K | ﹤0.01% |
26,546
+551
| +2% | +$14K |
|
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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.