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
BXE
3401
DELISTED
Bellatrix Exploration Ltd.
BXE
$145K ﹤0.01%
12,487
+595
+5% +$8.51K
EJ
3402
DELISTED
E HOUSE (CHINA) HOLDINGS LIMITED
EJ
$145K ﹤0.01%
21,647
-29,234
-57% -$188K
PTX
3403
DELISTED
Pernix Therapeutics Holdings, Inc.
PTX
$141K ﹤0.01%
2,383
-1,552
-39% -$109K
VIRX
3404
DELISTED
Viracta Therapeutics, Inc. Common Stock
VIRX
$140K ﹤0.01%
222
-6
-3% -$3.19K
CRWN
3405
DELISTED
CROWN MEDIA HOLDINGS INC CL-A
CRWN
$140K ﹤0.01%
30,961
-6,791
-18% -$27.8K
DS
3406
DELISTED
Drive Shack Inc.
DS
$138K ﹤0.01%
31,164
+802
+3% +$4.09K
LF
3407
DELISTED
LEAPFROG ENTERPRISES INC.
LF
$138K ﹤0.01%
98,913
-751
-0.8% -$1.53K
CERS icon
3408
Cerus
CERS
$579M
$137K ﹤0.01%
26,401
+585
+2% +$2.77K
BBDO icon
3409
Banco Bradesco
BBDO
$34.1B
$136K ﹤0.01%
28,478
-7,962
-22% -$42.5K
I
3410
DELISTED
INTELSAT S. A.
I
$135K ﹤0.01%
+13,655
New +$154K
CETV
3411
DELISTED
Central European Media Enterprises Ltd
CETV
$134K ﹤0.01%
61,481
-14,418
-19% -$35.6K
IRT icon
3412
Independence Realty Trust
IRT
$3.93B
$133K ﹤0.01%
17,630
-1,002
-5% -$8.83K
INWK
3413
DELISTED
InnerWorkings, Inc.
INWK
$130K ﹤0.01%
19,537
-546
-3% -$3.56K
TXMD icon
3414
TherapeuticsMD
TXMD
$23.5M
$129K ﹤0.01%
+328
New +$116K
INFI
3415
DELISTED
Infinity Pharmaceuticals, Inc.
INFI
$129K ﹤0.01%
11,742
-10,537
-47% -$135K
ZQK
3416
DELISTED
QUICKSILVER,INC.
ZQK
$128K ﹤0.01%
192,613
-133,921
-41% -$183K
MFIN icon
3417
Medallion Financial
MFIN
$233M
$127K ﹤0.01%
15,158
-1,685
-10% -$16.7K
SPNS
3418
DELISTED
Sapiens International
SPNS
$127K ﹤0.01%
12,251
+2,087
+21% +$18.9K
EXAR
3419
DELISTED
Exar Corporation
EXAR
$126K ﹤0.01%
12,900
+506
+4% +$5.29K
ISH
3420
DELISTED
INTL SHIPHOLDING CORP
ISH
$126K ﹤0.01%
19,710
-3,766
-16% -$34.9K
IFT
3421
DELISTED
IMPERIAL HLDGS INC COM STK (FL)
IFT
$126K ﹤0.01%
21,787
-1,086
-5% -$6.89K
ASXC
3422
DELISTED
Asensus Surgical, Inc.
ASXC
$125K ﹤0.01%
3,217
-1,200
-27% -$55.3K
AKBA icon
3423
Akebia Therapeutics
AKBA
$362M
$121K ﹤0.01%
+11,742
New +$100K
TSRE
3424
DELISTED
TRADE STREET RESIDENTIAL, INC. COMMON STOCK
TSRE
$120K ﹤0.01%
18,024
-5,946
-25% -$42.6K
IRG
3425
DELISTED
Ignite Restaurant Group, Inc.
IRG
$119K ﹤0.01%
+24,097
New +$106K
135 136
137
138 139

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.