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
TECK icon
3051
Teck Resources
TECK
$29.6B
$390K ﹤0.01%
39,377
-40,998
-51% -$530K
AGIO icon
3052
Agios Pharmaceuticals
AGIO
$1.79B
$388K ﹤0.01%
3,490
+1,199
+52% +$129K
GLRE icon
3053
Greenlight Captial
GLRE
$552M
$388K ﹤0.01%
13,293
-6,184
-32% -$189K
MFM
3054
Aberdeen Municipal Income Fund
MFM
$221M
$388K ﹤0.01%
60,402
-2,674
-4% -$17.6K
MNR
3055
DELISTED
Monmouth Real Estate Investment Corp
MNR
$388K ﹤0.01%
39,961
-290
-0.7% -$2.92K
AERI
3056
DELISTED
Aerie Pharmaceuticals
AERI
$387K ﹤0.01%
21,952
+14,629
+200% +$268K
NMBL
3057
DELISTED
Nimble Storage, Inc.
NMBL
$387K ﹤0.01%
13,798
-3,882
-22% -$101K
IMBI
3058
DELISTED
iMedia Brands, Inc. Class A Common Stock
IMBI
$386K ﹤0.01%
14,354
-3,401
-19% -$162K
PRGX
3059
DELISTED
PRGX Global, Inc.
PRGX
$386K ﹤0.01%
88,034
+8,730
+11% +$37.5K
SHI
3060
DELISTED
Sinopec Shanghai Petrochemical Co., Ltd.
SHI
$385K ﹤0.01%
7,144
-3,431
-32% -$178K
DUKH
3061
DELISTED
Duke Energy Corporation 5.125% Junior Subordinated Debentures due January 15, 2073
DUKH
$385K ﹤0.01%
15,706
+147
+0.9% +$3.67K
MHO icon
3062
M/I Homes
MHO
$3.74B
$384K ﹤0.01%
15,581
+125
+0.8% +$2.98K
SIEN
3063
DELISTED
Sientra, Inc.
SIEN
$383K ﹤0.01%
1,518
-10
-0.7% -$2.04K
NWY
3064
DELISTED
New York & Co Inc
NWY
$382K ﹤0.01%
142,384
-4,051
-3% -$10.4K
SCMP
3065
DELISTED
Sucampo Pharmaceuticals, Inc.
SCMP
$381K ﹤0.01%
23,188
+582
+3% +$10.1K
JKS
3066
JinkoSolar
JKS
$793M
$380K ﹤0.01%
12,864
-111
-0.9% -$3.22K
OMAB icon
3067
Grupo Aeroportuario Centro Norte
OMAB
$5.16B
$380K ﹤0.01%
9,670
-3,070
-24% -$122K
MFIC icon
3068
MidCap Financial Investment
MFIC
$787M
$379K ﹤0.01%
17,829
-798
-4% -$18.5K
RKUS
3069
DELISTED
RUCKUS WIRELESS INC COM STK (DE)
RKUS
$379K ﹤0.01%
36,626
-25,492
-41% -$292K
NBHC icon
3070
National Bank Holdings
NBHC
$1.92B
$378K ﹤0.01%
+18,126
New +$353K
ACIC icon
3071
American Coastal Insurance
ACIC
$515M
$377K ﹤0.01%
24,240
-32,625
-57% -$562K
MQT
3072
DELISTED
BlackRock MuniYield Quality Fund II
MQT
$376K ﹤0.01%
29,823
-12,490
-30% -$162K
GLPW
3073
DELISTED
GLOBAL POWER EQUIPMENT GROUP INC COMMON NEW
GLPW
$376K ﹤0.01%
48,494
-4,987
-9% -$48.2K
AXS.PRC.CL
3074
DELISTED
Axis Capital Holdings Ltd
AXS.PRC.CL
$375K ﹤0.01%
14,616
+286
+2% +$7.59K
KLIC icon
3075
Kulicke & Soffa
KLIC
$4.67B
$374K ﹤0.01%
31,919
-7,435
-19% -$103K
121 122
123
124 125

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.