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
CTX.CL
3226
DELISTED
Qwest Corporation
CTX.CL
$277K ﹤0.01%
10,808
+150
+1% +$3.92K
BCIC
3227
BCP Investment Corp
BCIC
$89.2M
$276K ﹤0.01%
4,617
– –
RYZ
3228
Ryerson Holding Corp
RYZ
$1.42B
$276K ﹤0.01%
30,323
+15,267
+101% +$116K
VNO.PRK
3229
DELISTED
VORNADO REALTY TRUST 5.70% Series K Cumulative Redeemable Preferred Shares of Beneficial Interest
VNO.PRK
$276K ﹤0.01%
11,599
+186
+2% +$4.54K
REG.PRF.CL
3230
DELISTED
Regency Centers Corporation
REG.PRF.CL
$276K ﹤0.01%
10,800
+157
+1% +$4.07K
CAI
3231
DELISTED
CAI International, Inc.
CAI
$275K ﹤0.01%
13,370
-124
-0.9% -$2.84K
BAK icon
3232
Braskem
BAK
$889M
$274K ﹤0.01%
31,684
+18,915
+148% +$161K
ARH.PRC.CL
3233
DELISTED
Arch Capital Group Ltd
ARH.PRC.CL
$274K ﹤0.01%
10,727
+115
+1% +$3.07K
PWRD
3234
DELISTED
PERFECT WORLD CO LTD SPONSORED ADR REPSTG CL B (CAYMAN ISL)
PWRD
$274K ﹤0.01%
13,806
-5,027
-27% -$97.5K
CNOB icon
3235
Center Bancorp
CNOB
$1.65B
$272K ﹤0.01%
12,632
-295
-2% -$5.85K
MNP
3236
DELISTED
Western Asset Municipal Partners Fund, Inc.
MNP
$272K ﹤0.01%
18,094
-708
-4% -$10.8K
PCW
3237
DELISTED
PCCW LIMITED ADS (10 ORD) (NEW)
PCW
$271K ﹤0.01%
45,897
-72
-0.2% -$425
QADA
3238
DELISTED
QAD Inc.
QADA
$271K ﹤0.01%
10,240
+26
+0.3% +$665
MHR
3239
DELISTED
MAGNUM HUNTER RESOURCES CORP (DEL)
MHR
$271K ﹤0.01%
144,662
+45,853
+46% +$90.8K
CTO
3240
CTO Realty Growth
CTO
$810M
$270K ﹤0.01%
17,274
+1,385
+9% +$21.2K
CTY
3241
DELISTED
QWEST CORPORATION 6.125% NOTES DUE 2053
CTY
$270K ﹤0.01%
10,836
+189
+2% +$4.73K
RIGL icon
3242
Rigel Pharmaceuticals
RIGL
$685M
$269K ﹤0.01%
8,373
+1,009
+14% +$38.5K
SZMK
3243
DELISTED
SIZMEK INC COM STK (DE)
SZMK
$269K ﹤0.01%
37,860
+5,582
+17% +$40K
PSB.PRS.CL
3244
DELISTED
PS Business Parks Inc
PSB.PRS.CL
$269K ﹤0.01%
10,574
+156
+1% +$4.02K
TTGT icon
3245
TechTarget
TTGT
$314M
$266K ﹤0.01%
29,834
+6,182
+26% +$62.1K
HSBC.PRA
3246
DELISTED
HSBC Holdings PLC, Inc. ADS(1/40 shr. 6.2% Non-Cum. Dlr. Pref. Shrs., Ser.A)
HSBC.PRA
$265K ﹤0.01%
10,513
+205
+2% +$5.21K
CYD icon
3247
China Yuchai International
CYD
$1.8B
$264K ﹤0.01%
15,769
-2,390
-13% -$46.3K
CTRE icon
3248
CareTrust REIT
CTRE
$9.84B
$262K ﹤0.01%
20,709
+3,150
+18% +$41.2K
AXS.PRD.CL
3249
DELISTED
AXIS CAPITAL HOLDINGS LIMITED 5.50% SERIES D Called for Redemption
AXS.PRD.CL
$262K ﹤0.01%
11,130
+188
+2% +$4.58K
HILL
3250
DELISTED
DOT HILL SYSTEMS CORP
HILL
$262K ﹤0.01%
42,774
-109,120
-72% -$727K
128 129
130
131 132

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.