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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 | |
|---|---|---|---|---|---|---|
|
P
2326
DELISTED
Pandora Media Inc
P
| $1.27M | ﹤0.01% |
81,523
+4,519
| +6% | +$79.4K |
|
2327
Nexstar Media Group
NXST
$5.82B
| $1.26M | ﹤0.01% |
22,593
-5,502
| -20% | -$315K |
|
|
VCO
2328
DELISTED
Vina Concha Y Toro 50 Shrs
VCO
| $1.26M | ﹤0.01% |
35,919
+573
| +2% | +$22.3K |
|
|
MKTO
2329
DELISTED
MARKETO INC COM STK (DE)
MKTO
| $1.26M | ﹤0.01% |
44,996
+5,386
| +14% | +$155K |
|
2330
Olin
OLN
$2.11B
| $1.26M | ﹤0.01% |
46,839
-14,880
| -24% | -$442K |
|
|
FRP
2331
DELISTED
Fairpoint Communications, Inc.
FRP
| $1.26M | ﹤0.01% |
69,118
+19,322
| +39% | +$372K |
|
|
LABL
2332
DELISTED
Multi-Color Corp
LABL
| $1.26M | ﹤0.01% |
19,656
-1,741
| -8% | -$111K |
|
2333
Standard Motor Products
SMP
$851M
| $1.25M | ﹤0.01% |
35,730
-3,149
| -8% | -$120K |
|
|
SGI
2334
DELISTED
Silicon Graphics Intl.
SGI
| $1.25M | ﹤0.01% |
194,022
+77,120
| +66% | +$594K |
|
|
HT
2335
DELISTED
Hersha Hospitality Trust Priority Class A Common Shares of Beneficial Interest
HT
| $1.25M | ﹤0.01% |
48,912
+4
| +0% | +$104 |
|
2336
iShares Russell 2000 Growth ETF
IWO
$14.3B
| $1.25M | ﹤0.01% |
8,102
-1,674
| -17% | -$257K |
|
|
KBAL
2337
DELISTED
Kimball International
KBAL
| $1.25M | ﹤0.01% |
102,919
-3,368
| -3% | -$38.8K |
|
|
ZOES
2338
DELISTED
Zoe's Kitchen, Inc.
ZOES
| $1.25M | ﹤0.01% |
30,474
-4,561
| -13% | -$159K |
|
|
WEB
2339
DELISTED
Web.com Group, Inc.
WEB
| $1.24M | ﹤0.01% |
51,379
-523
| -1% | -$11.3K |
|
|
TYPE
2340
DELISTED
Monotype Imaging Holdings Inc.
TYPE
| $1.24M | ﹤0.01% |
51,522
-14,809
| -22% | -$417K |
|
|
FARO
2341
DELISTED
Faro Technologies
FARO
| $1.24M | ﹤0.01% |
26,550
-2,133
| -7% | -$100K |
|
|
EGOV
2342
DELISTED
NIC Inc
EGOV
| $1.24M | ﹤0.01% |
67,815
+2,206
| +3% | +$38.5K |
|
2343
American Public Education
APEI
$890M
| $1.24M | ﹤0.01% |
48,158
+1,225
| +3% | +$33.1K |
|
2344
Titan Machinery
TITN
$396M
| $1.24M | ﹤0.01% |
84,039
+28,915
| +52% | +$412K |
|
2345
1st Source
SRCE
$2.16B
| $1.24M | ﹤0.01% |
39,868
-3,753
| -9% | -$111K |
|
|
OKSB
2346
DELISTED
Southwest Bancorp Inc/OK
OKSB
| $1.24M | ﹤0.01% |
66,492
-3,142
| -5% | -$55.9K |
|
|
SIR
2347
DELISTED
SELECT INCOME REIT
SIR
| $1.23M | ﹤0.01% |
135,758
+3,053
| +2% | +$31.2K |
|
|
RATE
2348
DELISTED
Bankrate Inc
RATE
| $1.23M | ﹤0.01% |
117,419
+23,738
| +25% | +$287K |
|
|
TIVO
2349
DELISTED
TIVO INC
TIVO
| $1.23M | ﹤0.01% |
121,464
+14,690
| +14% | +$159K |
|
|
CCRN
2350
DELISTED
Cross Country Healthcare
CCRN
| $1.23M | ﹤0.01% |
97,112
-14,226
| -13% | -$161K |
|
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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.