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
TTSH
3326
DELISTED
Tile Shop Holdings
TTSH
$215K ﹤0.01%
15,186
-385
-2% -$5.18K
CYOU
3327
DELISTED
Changyou.com Limited American Depositary Share
CYOU
$215K ﹤0.01%
+7,199
New +$222K
FNV icon
3328
Franco-Nevada
FNV
$42.7B
$214K ﹤0.01%
+4,484
New +$227K
VNO.PRL icon
3329
Vornado Realty Trust 5.40% Series L Preferred Shares
VNO.PRL
$211M
$214K ﹤0.01%
9,553
+181
+2% +$4.22K
MIND icon
3330
MIND Technology
MIND
$45M
$213K ﹤0.01%
5,085
+1,155
+29% +$54.5K
VLRS
3331
Controladora Vuela Compania de Aviacion
VLRS
$914M
$213K ﹤0.01%
+17,814
New +$219K
TZOO icon
3332
Travelzoo
TZOO
$73.3M
$211K ﹤0.01%
18,736
+5,534
+42% +$67.2K
MR
3333
DELISTED
Montage Resources Corporation Common Stock
MR
$211K ﹤0.01%
+2,674
New +$247K
ARO
3334
DELISTED
Aeropostale Inc
ARO
$211K ﹤0.01%
130,054
-114,497
-47% -$302K
NOR
3335
DELISTED
NORANDA ALUM HLDG CORP COM NEW
NOR
$211K ﹤0.01%
35,413
-4,308
-11% -$69K
UUUU icon
3336
Energy Fuels
UUUU
$2.93B
$209K ﹤0.01%
+47,016
New +$220K
ENZ
3337
DELISTED
Enzo Biochem, Inc.
ENZ
$209K ﹤0.01%
68,814
-1,451
-2% -$4.08K
COWN
3338
DELISTED
Cowen Inc. Class A Common Stock
COWN
$209K ﹤0.01%
8,176
+17
+0.2% +$398
VEDL
3339
DELISTED
Vedanta Limited American Depostary Shares (Each representing four equity shares)
VEDL
$209K ﹤0.01%
19,316
-35,803
-65% -$449K
NETI
3340
DELISTED
Eneti Inc.
NETI
$208K ﹤0.01%
1,147
+327
+40% +$80.6K
MVC
3341
DELISTED
MVC Capital, Inc.
MVC
$208K ﹤0.01%
20,369
-37,162
-65% -$369K
ALG icon
3342
Alamo Group
ALG
$1.92B
$207K ﹤0.01%
3,783
-5,224
-58% -$300K
PRMW
3343
DELISTED
Primo Water Corporation
PRMW
$206K ﹤0.01%
21,063
+530
+3% +$5.07K
TWOU
3344
DELISTED
2U Inc
TWOU
$205K ﹤0.01%
+212
New +$176K
STRP
3345
DELISTED
Straight Path Communications Inc.
STRP
$205K ﹤0.01%
+6,260
New +$152K
HDP
3346
DELISTED
Hortonworks, Inc.
HDP
$204K ﹤0.01%
+8,058
New +$193K
APLE icon
3347
Apple Hospitality REIT
APLE
$3.92B
$203K ﹤0.01%
+10,762
New +$202K
DMRC icon
3348
Digimarc Corp
DMRC
$146M
$203K ﹤0.01%
+4,493
New +$126K
REN
3349
DELISTED
Resolute Energy Corporaton
REN
$203K ﹤0.01%
42,094
+166
+0.4% +$1.01K
NWS icon
3350
News Corp Class B
NWS
$17.2B
$202K ﹤0.01%
14,202
-638
-4% -$9.66K
132 133
134
135 136

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.