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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 | |
|---|---|---|---|---|---|---|
2026
First Interstate BancSystem
FIBK
$3.69B
| $1.92M | ﹤0.01% |
69,134
-3,422
| -5% | -$94.8K |
|
2027
BlackRock Enhanced International Dividend Trust
BGY
$524M
| $1.92M | ﹤0.01% |
262,658
-281,822
| -52% | -$2.08M |
|
|
CUB
2028
DELISTED
Cubic Corporation
CUB
| $1.92M | ﹤0.01% |
40,242
-1,037
| -3% | -$51K |
|
2029
MYR Group
MYRG
$5.19B
| $1.91M | ﹤0.01% |
61,647
+3,016
| +5% | +$90.7K |
|
|
CIR
2030
DELISTED
CIRCOR International, Inc
CIR
| $1.9M | ﹤0.01% |
34,917
-2,886
| -8% | -$159K |
|
|
KS
2031
DELISTED
KapStone Paper and Pack Corp.
KS
| $1.9M | ﹤0.01% |
82,287
-31,084
| -27% | -$858K |
|
2032
John Wiley & Sons Class A
WLY
$2.65B
| $1.9M | ﹤0.01% |
34,903
-1,577
| -4% | -$91.6K |
|
|
GIMO
2033
DELISTED
Gigamon Inc.
GIMO
| $1.9M | ﹤0.01% |
57,543
-4,290
| -7% | -$127K |
|
|
JTP
2034
DELISTED
NUVEEN QUALITY PFD INCOME FD
JTP
| $1.9M | ﹤0.01% |
239,888
+17,699
| +8% | +$147K |
|
2035
Piper Sandler
PIPR
$5.12B
| $1.89M | ﹤0.01% |
173,044
-2,628
| -1% | -$32.8K |
|
|
ASRT
2036
DELISTED
Assertio
ASRT
| $1.89M | ﹤0.01% |
1,464
-30
| -2% | -$41.1K |
|
|
MFL
2037
DELISTED
BLACKROCK MUNIHOLDINGS INVESTMENT QUALITY FUND
MFL
| $1.87M | ﹤0.01% |
135,319
+24,797
| +22% | +$346K |
|
2038
RingCentral
RNG
$4.66B
| $1.87M | ﹤0.01% |
101,094
+56,590
| +127% | +$985K |
|
2039
Valley National Bancorp
VLY
$7.9B
| $1.86M | ﹤0.01% |
180,691
+49,708
| +38% | +$484K |
|
|
FBR
2040
DELISTED
Fibria Celulose Sa
FBR
| $1.86M | ﹤0.01% |
136,827
+14,421
| +12% | +$202K |
|
2041
Nuveen Floating Rate Income Fund
JFR
$1.24B
| $1.86M | ﹤0.01% |
173,086
-927
| -0.5% | -$10.4K |
|
|
CYBX
2042
DELISTED
CYBERONICS INC
CYBX
| $1.86M | ﹤0.01% |
31,267
+211
| +0.7% | +$13.3K |
|
2043
Sturm, Ruger & Co
RGR
$594M
| $1.86M | ﹤0.01% |
32,307
-737
| -2% | -$40.1K |
|
|
SPIL
2044
DELISTED
Siliconware Precision Industries Co Ltd
SPIL
| $1.85M | ﹤0.01% |
248,803
-42,150
| -14% | -$334K |
|
2045
McGrath RentCorp
MGRC
$2.81B
| $1.85M | ﹤0.01% |
60,820
-924
| -1% | -$29.7K |
|
2046
Weis Markets
WMK
$1.91B
| $1.85M | ﹤0.01% |
43,888
+2,337
| +6% | +$104K |
|
|
TVTY
2047
DELISTED
Tivity Health, Inc. Common Stock
TVTY
| $1.85M | ﹤0.01% |
154,283
-17,184
| -10% | -$285K |
|
2048
Resources Connection
RGP
$151M
| $1.85M | ﹤0.01% |
114,759
+1,599
| +1% | +$26.1K |
|
|
LHCG
2049
DELISTED
LHC Group LLC
LHCG
| $1.84M | ﹤0.01% |
48,205
-930
| -2% | -$32.9K |
|
|
ILG
2050
DELISTED
ILG, Inc Common Stock
ILG
| $1.83M | ﹤0.01% |
80,295
-2,386
| -3% | -$60.3K |
|
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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.