We are live on ! Find out more
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
Cap. Flow
+$1.8B
Cap. Flow %
3.51%
Top 10 Hldgs %
12.6%
Holding
4,130
New
182
Increased
2,226
Reduced
1,541
Closed
156

Top Buys

Rank Stock Value
1
IVV icon
iShares Core S&P 500 ETF
IVV
+$222M
2
VNQ icon
Vanguard Real Estate ETF
VNQ
+$80.1M
3
IWB icon
iShares Russell 1000 ETF
IWB
+$51.3M
4
IWF icon
iShares Russell 1000 Growth ETF
IWF
+$40.5M
5
MSFT icon
Microsoft
MSFT
+$39.9M

Top Sells

Rank Stock Value
1
FTSM icon
First Trust Enhanced Short Maturity ETF
FTSM
+$77.8M
2
LO
LORILLARD INC COM STK
LO
+$65.3M
3
VGK icon
Vanguard FTSE Europe ETF
VGK
+$47.7M
4
AMX icon
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
WSBF icon
2751
Waterstone Financial
WSBF
$370M
$660K ﹤0.01%
50,010
-6,169
-11% -$80.1K
LDR
2752
DELISTED
Landauer Inc
LDR
$660K ﹤0.01%
18,525
+556
+3% +$19K
VPG icon
2753
Vishay Precision Group
VPG
$1.22B
$659K ﹤0.01%
43,743
+312
+0.7% +$4.47K
IMS
2754
DELISTED
IMS HEALTH HLDGS INC COM STK (DE)
IMS
$659K ﹤0.01%
21,508
+12,282
+133% +$356K
VICR icon
2755
Vicor
VICR
$9.56B
$657K ﹤0.01%
53,897
-1,536
-3% -$22.5K
COF.PRC.CL
2756
DELISTED
Capital One Financial Corporation
COF.PRC.CL
$657K ﹤0.01%
26,209
+7,527
+40% +$191K
ZSPH
2757
DELISTED
ZS PHARMA INC COMS TK (DE)
ZSPH
$657K ﹤0.01%
+12,541
New +$618K
CEMP
2758
DELISTED
Cempra, Inc.
CEMP
$655K ﹤0.01%
19,057
-3,728
-16% -$132K
FF icon
2759
Future Fuel
FF
$217M
$653K ﹤0.01%
50,768
+4,247
+9% +$49.9K
HWKN icon
2760
Hawkins
HWKN
$2.67B
$653K ﹤0.01%
32,326
-686
-2% -$14K
JPM.PRA.CL
2761
DELISTED
JPMORGAN CHASE & CO. Depositary Shares, each representing a 1/400 interest in a share of 5.45% Non-C
JPM.PRA.CL
$653K ﹤0.01%
27,700
+738
+3% +$17.8K
VASC
2762
DELISTED
Vascular Solutions Inc
VASC
$653K ﹤0.01%
18,795
-60
-0.3% -$1.96K
BTE icon
2763
Baytex Energy
BTE
$3.25B
$650K ﹤0.01%
41,689
+8,404
+25% +$148K
TIP icon
2764
iShares TIPS Bond ETF
TIP
$14.5B
$649K ﹤0.01%
5,791
-1,123
-16% -$127K
VRA icon
2765
Vera Bradley
VRA
$97M
$648K ﹤0.01%
57,505
+28,269
+97% +$383K
DTLK
2766
DELISTED
Datalink Corp
DTLK
$648K ﹤0.01%
72,429
-2,743
-4% -$28.1K
TLMR
2767
DELISTED
TALMER BANCORP INC (MI)
TLMR
$648K ﹤0.01%
38,683
+3,117
+9% +$50.3K
ACW
2768
DELISTED
Accuride Corp
ACW
$647K ﹤0.01%
167,928
-36,589
-18% -$156K
CASS icon
2769
Cass Information Systems
CASS
$714M
$646K ﹤0.01%
15,167
-590
-4% -$23.5K
DTSI
2770
DELISTED
DTS, Inc.
DTSI
$645K ﹤0.01%
21,168
-883
-4% -$29.7K
ABCW
2771
DELISTED
ANCHOR BANCORP WISCONSIN INC COMMON STOCK
ABCW
$643K ﹤0.01%
16,941
-406
-2% -$14.7K
DVYE icon
2772
iShares Emerging Markets Dividend ETF
DVYE
$1.22B
$642K ﹤0.01%
15,498
-28,239
-65% -$1.24M
KRNY icon
2773
Kearny Financial
KRNY
$604M
$642K ﹤0.01%
57,568
+39,384
+217% +$411K
STT.PRD
2774
DELISTED
State Street Corporation Depository Shares, each representing a 1/4000th ownership interest in a share of Fixed-to-Floating Rate Non-Cumulative Perpetual Preferred Stock, Series D
STT.PRD
$640K ﹤0.01%
24,942
+4,095
+20% +$109K
PE
2775
DELISTED
PARSLEY ENERGY INC
PE
$640K ﹤0.01%
36,734
+8,695
+31% +$151K
109 110
111
112 113

Similar funds

NIPH
NN Investment Partners Holdings The Hague, Netherlands $18.6B AUM 18.31% 1-Year Est. Return
AF
Amalgamated Financial New York $12.6B AUM
MCM
Melvin Capital Management New York $9.86B AUM 16.31% 1-Year Est. Return
PSUF
People's United Financial Bridgeport, Connecticut $3.51B AUM 12.24% 1-Year Est. Return
IA
IndexIQ Advisors New York $2.82B AUM 12.48% 1-Year Est. Return
SCC
Spring Creek Capital Wichita, Kansas $2.53B AUM 19.59% 1-Year Est. Return
BAM
Barrett Asset Management New York $2.39B AUM 14.06% 1-Year Est. Return
ACI
AMP Capital Investors Sydney, Australia $2.37B AUM 23.59% 1-Year Est. Return

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.