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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 | |
|---|---|---|---|---|---|---|
|
WG
3376
DELISTED
Willbros Group
WG
| $173K | ﹤0.01% |
135,181
-91,180
| -40% | -$202K |
|
3377
Kodak
KODK
$819M
| $171K | ﹤0.01% |
10,164
-3,332
| -25% | -$63.3K |
|
3378
MannKind Corp
MNKD
$1.27B
| $171K | ﹤0.01% |
6,021
+1,246
| +26% | +$31.8K |
|
|
FUEL
3379
DELISTED
Rocket Fuel Inc.
FUEL
| $168K | ﹤0.01% |
+20,492
| New | +$176K |
|
|
ADNC
3380
DELISTED
AUDIENCE INC COM STK (DE)
ADNC
| $168K | ﹤0.01% |
34,448
-306
| -0.9% | -$1.52K |
|
|
GZT
3381
DELISTED
Gazit-globe Ltd
GZT
| $165K | ﹤0.01% |
13,878
+983
| +8% | +$12.5K |
|
|
DDC
3382
DELISTED
Dominion Diamond Corporation
DDC
| $164K | ﹤0.01% |
11,699
+345
| +3% | +$6.25K |
|
3383
Alto Ingredients
ALTO
$358M
| $163K | ﹤0.01% |
15,773
+793
| +5% | +$9.14K |
|
|
TKA
3384
DELISTED
TELEKOM AUSTRIA AG ADS (1 ORD)
TKA
| $163K | ﹤0.01% |
12,555
-657
| -5% | -$8.53K |
|
|
NPTN
3385
DELISTED
NEOPHOTONICS CORP
NPTN
| $159K | ﹤0.01% |
+17,448
| New | +$132K |
|
|
TUBE
3386
DELISTED
TubeMogul, Inc.
TUBE
| $158K | ﹤0.01% |
+11,025
| New | +$170K |
|
3387
Inovio Pharmaceuticals
INO
$54M
| $157K | ﹤0.01% |
+1,599
| New | +$171K |
|
3388
Consolidated Water Co
CWCO
$474M
| $155K | ﹤0.01% |
+12,338
| New | +$151K |
|
3389
NMI Holdings
NMIH
$3.3B
| $155K | ﹤0.01% |
19,285
+4,826
| +33% | +$38.2K |
|
|
HDNG
3390
DELISTED
Hardinge Inc
HDNG
| $155K | ﹤0.01% |
15,709
-2,875
| -15% | -$30.8K |
|
|
NPD
3391
DELISTED
CHINA NEPSTAR CHAIN DRUGSTORE LTD. COM
NPD
| $155K | ﹤0.01% |
+67,202
| New | +$173K |
|
|
KEM
3392
DELISTED
KEMET Corporation
KEM
| $155K | ﹤0.01% |
53,822
-9,496
| -15% | -$34.9K |
|
|
COVS
3393
DELISTED
Covisint Corporation
COVS
| $154K | ﹤0.01% |
46,985
-22,181
| -32% | -$52.6K |
|
|
EAC
3394
DELISTED
Erickson Incorporated
EAC
| $154K | ﹤0.01% |
+35,416
| New | +$141K |
|
|
SZYM
3395
DELISTED
SOLAZYME INC COM STK (DE)
SZYM
| $153K | ﹤0.01% |
48,568
+1,945
| +4% | +$6.67K |
|
3396
Plug Power
PLUG
$2.92B
| $150K | ﹤0.01% |
61,159
-3,691
| -6% | -$9.66K |
|
|
RGLS
3397
DELISTED
Regulus Therapeutics
RGLS
| $150K | ﹤0.01% |
+114
| New | +$184K |
|
3398
Cohen & Steers Quality Income Realty Fund
RQI
$1.7B
| $150K | ﹤0.01% |
14,045
+2,680
| +24% | +$31.4K |
|
|
NCIT
3399
DELISTED
NCI, Inc.
NCIT
| $147K | ﹤0.01% |
14,192
+129
| +0.9% | +$1.35K |
|
|
NPT
3400
DELISTED
NUVEEN PREM INSD MUNI FD-4 INC
NPT
| $147K | ﹤0.01% |
11,225
-395
| -3% | -$5.18K |
|
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BAM
ACI
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.