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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 | |
|---|---|---|---|---|---|---|
2076
National Presto Industries
NPK
$870M
| $1.77M | ﹤0.01% |
22,082
-911
| -4% | -$62.4K |
|
2077
DHI Group
DHX
$182M
| $1.77M | ﹤0.01% |
199,187
+42,748
| +27% | +$371K |
|
2078
CVB Financial
CVBF
$3.94B
| $1.77M | ﹤0.01% |
100,462
-15,977
| -14% | -$263K |
|
|
SN
2079
DELISTED
Sanchez Energy Corporation
SN
| $1.76M | ﹤0.01% |
180,042
+102,410
| +132% | +$1.24M |
|
|
RSO
2080
DELISTED
Resource Capital Corp.
RSO
| $1.76M | ﹤0.01% |
113,868
+31,764
| +39% | +$549K |
|
2081
Hyster-Yale Materials Handling
HY
$599M
| $1.76M | ﹤0.01% |
25,440
+3,154
| +14% | +$229K |
|
|
UAM
2082
DELISTED
Universal American Corp
UAM
| $1.76M | ﹤0.01% |
173,758
+8,382
| +5% | +$87.3K |
|
|
MLNX
2083
DELISTED
Mellanox Technologies, Ltd.
MLNX
| $1.76M | ﹤0.01% |
36,136
-8,362
| -19% | -$406K |
|
2084
Geospace Technologies
GEOS
$94.6M
| $1.75M | ﹤0.01% |
76,113
+34,007
| +81% | +$710K |
|
2085
The GEO Group
GEO
$4.13B
| $1.75M | ﹤0.01% |
76,856
-480
| -0.6% | -$12.4K |
|
|
SHLD
2086
DELISTED
Sears Holding Corporation
SHLD
| $1.75M | ﹤0.01% |
65,458
-35,696
| -35% | -$1.38M |
|
|
IRS
2087
IRSA Inversiones y Representaciones
IRS
$1.29B
| $1.75M | ﹤0.01% |
100,991
-4,189
| -4% | -$75.2K |
|
|
ARDC
2088
Are Dynamic Credit Allocation Fund
ARDC
$297M
| $1.74M | ﹤0.01% |
113,681
+32,555
| +40% | +$525K |
|
|
LDL
2089
DELISTED
Lydall, Inc.
LDL
| $1.74M | ﹤0.01% |
58,843
-2,487
| -4% | -$72K |
|
2090
Standex International
SXI
$3.59B
| $1.74M | ﹤0.01% |
21,730
+2,699
| +14% | +$220K |
|
2091
Cathay General Bancorp
CATY
$4.22B
| $1.73M | ﹤0.01% |
53,443
-14,665
| -22% | -$443K |
|
|
UPL
2092
DELISTED
Ultra Petroleum Corp. Common Stock
UPL
| $1.73M | ﹤0.01% |
138,524
+16,754
| +14% | +$255K |
|
|
HSEB.CL
2093
DELISTED
HSBC Holdings plc
HSEB.CL
| $1.73M | ﹤0.01% |
66,972
+1,209
| +2% | +$31.6K |
|
|
AIRM
2094
DELISTED
Air Methods Corp
AIRM
| $1.73M | ﹤0.01% |
41,905
-2,030
| -5% | -$88.9K |
|
|
FDML
2095
DELISTED
Federal-Mogul Holdings Corporation
FDML
| $1.73M | ﹤0.01% |
152,287
-32,474
| -18% | -$412K |
|
|
CSG
2096
DELISTED
CHAMBERS STR PPTYS COM
CSG
| $1.73M | ﹤0.01% |
217,144
-11,516
| -5% | -$89.6K |
|
2097
WaFd
WAFD
$2.72B
| $1.72M | ﹤0.01% |
73,786
+11,219
| +18% | +$251K |
|
2098
Team
TISI
$79.5M
| $1.72M | ﹤0.01% |
4,276
+538
| +14% | +$215K |
|
|
NQU
2099
DELISTED
NUVEEN QUALITY INCOME MUNI FD
NQU
| $1.72M | ﹤0.01% |
128,686
-8,610
| -6% | -$117K |
|
2100
RadNet
RDNT
$5.02B
| $1.72M | ﹤0.01% |
256,360
+42,886
| +20% | +$329K |
|
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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.