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
HLSS
3626
DELISTED
HOME LN SERVICING SOLUTIONS LTD(CAYMAN ISLANDS)
HLSS
– –
-44,235
Closed -$732K
VTSS
3627
DELISTED
VITESSE SEMICONDUCTOR CORPORATION COMMON STOCK
VTSS
– –
-108,003
Closed -$573K
RVBD
3628
DELISTED
RIVERBED TECHNOLOGY, INC COM
RVBD
– –
-96,954
Closed -$2.03M
SLXP
3629
DELISTED
SALIX PHARMACEUTICALS LTD DEL
SLXP
– –
-38,005
Closed -$6.57M
AVIV
3630
DELISTED
AVIV REIT INC COM STK (MD)
AVIV
– –
-31,168
Closed -$1.14M
JRN
3631
DELISTED
JOURNAL COMMUNICATIONS INC CL-A
JRN
– –
-104,696
Closed -$1.55M
PSA.PRO
3632
DELISTED
PUBLIC STORAGE DEP SHS (USA)
PSA.PRO
– –
-40,905
Closed -$1.02M
WPZ
3633
DELISTED
Williams Partners L.P.
WPZ
– –
-42,112
Closed -$2.07M
DNDN
3634
DELISTED
DENDREON CORPORATION
DNDN
– –
-24,988
Closed -$1K
EDMC
3635
DELISTED
EDUCATION MGMT CORP NEW COM STK (PA)
EDMC
– –
-154,790
Closed -$37K
DVR
3636
DELISTED
CAL DIVE INTERNATIONAL INC COM
DVR
– –
-800,048
Closed -$22K
END
3637
DELISTED
ENDEAVOUR INTERNATIONAL CORP NEW (NV)
END
– –
-83,475
Closed -$1K
IRR
3638
DELISTED
VOYA NATURAL RESOURCES EQUITY INCOME FUND
IRR
– –
-52,935
Closed -$472K
SMS
3639
DELISTED
SIMS METAL MANAGEMENT LTD ADS (EA REPSTG 1 ORD SHS)
SMS
– –
-13,423
Closed -$125K
QTWW
3640
DELISTED
QUANTUM FUEL SYS TECHNOLOGIES WORLDWIDE INC COM STK (DE)
QTWW
– –
-24,408
Closed -$65K
MDTH
3641
DELISTED
MEDCATH CORPORATION
MDTH
$0 ﹤0.01%
37,568
-2,154
-5% –
PNX
3642
DELISTED
PHOENIX COMPANIES INC. NEW
PNX
– –
-5,070
Closed -$253K
ARCW
3643
DELISTED
ARC Group Worldwide, Inc
ARCW
– –
-10,505
Closed -$56K
FHY
3644
DELISTED
First Trust Strategic High
FHY
– –
-29,993
Closed -$427K
AMFI
3645
DELISTED
AMCORE FINANCIAL INC
AMFI
$0 ﹤0.01%
65,641
– –
CBBO
3646
DELISTED
COLUMBIA BANCORP (OR)
CBBO
$0 ﹤0.01%
22,787
-3,413
-13% –
MESA
3647
DELISTED
MESA AIR GROUP INC (NEV)
MESA
$0 ﹤0.01%
891,868
-139,369
-14% –
ADVNB
3648
DELISTED
Advanta Corp Class B
ADVNB
$0 ﹤0.01%
13,195
-2,001
-13% –
UCBH
3649
DELISTED
UCBH HOLDINGS INC
UCBH
$0 ﹤0.01%
28,845
– –
CHB
3650
DELISTED
CHAMPION ENTERPRISES INC
CHB
$0 ﹤0.01%
15,836
-25,152
-61% –
143 144 145
146
147

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.