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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 | |
|---|---|---|---|---|---|---|
|
FLY
2776
DELISTED
Fly Leasing Limited
FLY
| $639K | ﹤0.01% |
40,677
-2,178
| -5% | -$33.3K |
|
2777
TriCo Bancshares
TCBK
$1.84B
| $638K | ﹤0.01% |
26,532
-8,860
| -25% | -$213K |
|
|
GS.PRK
2778
DELISTED
GOLDMAN SACHS GROUP, INC. THE 6.375%
GS.PRK
| $638K | ﹤0.01% |
24,552
+477
| +2% | +$12.6K |
|
2779
Peoples Bancorp
PEBO
$1.5B
| $637K | ﹤0.01% |
27,292
+202
| +0.7% | +$4.75K |
|
|
DYAX
2780
DELISTED
DYAX CORPORATION
DYAX
| $636K | ﹤0.01% |
24,009
+11,642
| +94% | +$309K |
|
|
HIL
2781
DELISTED
Hill International, Inc. Common Stock
HIL
| $635K | ﹤0.01% |
120,700
-1,859
| -2% | -$8.87K |
|
|
VZA.CL
2782
DELISTED
Verizon Communications Inc.
VZA.CL
| $635K | ﹤0.01% |
24,228
+491
| +2% | +$13.1K |
|
|
THR
2783
DELISTED
Thermon Group Holdings
THR
| $632K | ﹤0.01% |
26,239
-997
| -4% | -$23.4K |
|
2784
CorVel
CRVL
$3.06B
| $631K | ﹤0.01% |
59,163
-5,247
| -8% | -$61.1K |
|
|
GEB.CL
2785
DELISTED
General Electric Capital Corp
GEB.CL
| $629K | ﹤0.01% |
25,368
+445
| +2% | +$11.3K |
|
2786
Cohu
COHU
$2.26B
| $628K | ﹤0.01% |
47,480
+344
| +0.7% | +$4.14K |
|
2787
First Community Bankshares
FCBC
$900M
| $628K | ﹤0.01% |
34,457
-654
| -2% | -$11.3K |
|
2788
Acacia Research
ACTG
$428M
| $627K | ﹤0.01% |
71,459
+52,605
| +279% | +$540K |
|
|
GEH.CL
2789
DELISTED
General Electric Capital Corp.
GEH.CL
| $627K | ﹤0.01% |
25,405
+426
| +2% | +$10.8K |
|
|
FSYS
2790
DELISTED
FUEL SYSTEMS SOLUTIONS INC COM STK
FSYS
| $627K | ﹤0.01% |
83,757
-38,128
| -31% | -$354K |
|
2791
Astronics
ATRO
$3.43B
| $626K | ﹤0.01% |
16,104
-15,603
| -49% | -$615K |
|
|
GLDD
2792
DELISTED
Great Lakes Dredge & Dock
GLDD
| $626K | ﹤0.01% |
104,974
-2,319
| -2% | -$13.6K |
|
|
SGYP
2793
DELISTED
Synergy Pharmaceuticals, Inc Common Stock
SGYP
| $622K | ﹤0.01% |
74,990
+31,048
| +71% | +$150K |
|
2794
CAE Inc. Common Shares
CAE
$8.3B
| $621K | ﹤0.01% |
52,013
+10,920
| +27% | +$133K |
|
2795
Calix
CALX
$2.26B
| $620K | ﹤0.01% |
81,473
+9,247
| +13% | +$75.4K |
|
2796
Vaalco Energy
EGY
$570M
| $618K | ﹤0.01% |
288,644
+18,189
| +7% | +$42.4K |
|
2797
Axcelis
ACLS
$4.01B
| $617K | ﹤0.01% |
52,084
-13,398
| -20% | -$155K |
|
2798
Gray Television
GTN
$415M
| $617K | ﹤0.01% |
39,352
-77,703
| -66% | -$1.14M |
|
|
PBPB
2799
DELISTED
Potbelly
PBPB
| $617K | ﹤0.01% |
50,367
+10,715
| +27% | +$150K |
|
|
SUM
2800
DELISTED
Summit Materials, Inc. Class A Common Stock
SUM
| $617K | ﹤0.01% |
+25,630
| New | +$609K |
|
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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.