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
BTZ icon
501
BlackRock Credit Allocation Income Trust
BTZ
$930M
$18.3M 0.04%
1,446,773
+5,956
+0.4% +$78.8K
SKM icon
502
SK Telecom
SKM
$12.1B
$18.3M 0.04%
447,486
-149,647
-25% -$6.54M
PBR icon
503
Petrobras
PBR
$125B
$18.3M 0.04%
2,017,670
-555,709
-22% -$4.97M
CBOE icon
504
Cboe Global Markets
CBOE
$32.5B
$18.2M 0.04%
318,693
+272,158
+585% +$15.7M
CINF icon
505
Cincinnati Financial
CINF
$27.3B
$18.2M 0.04%
362,722
+17,863
+5% +$921K
CTXS
506
DELISTED
Citrix Systems Inc
CTXS
$18.2M 0.04%
325,215
+16,675
+5% +$886K
IX icon
507
ORIX
IX
$44B
$18.1M 0.04%
1,215,320
+260,755
+27% +$4.04M
HIT
508
DELISTED
HITACHI LTD ADR (10COM)NEW
HIT
$18.1M 0.04%
274,856
-33,224
-11% -$2.19M
ANZ
509
DELISTED
AUSTRALIA & NW ZEAL ADS(RP5 SH
ANZ
$18.1M 0.04%
729,211
+21,150
+3% +$524K
ADSK icon
510
Autodesk
ADSK
$49.5B
$18M 0.04%
360,366
-6,864
-2% -$392K
AIV
511
Aimco
AIV
$387M
$18M 0.04%
3,655,543
+143,928
+4% +$727K
MTD icon
512
Mettler-Toledo International
MTD
$28.6B
$18M 0.04%
52,573
+771
+1% +$254K
ALTR
513
DELISTED
Altera Corp
ALTR
$17.8M 0.03%
347,162
+6,730
+2% +$314K
HAS icon
514
Hasbro
HAS
$13.3B
$17.8M 0.03%
237,427
+3,493
+1% +$249K
RIO icon
515
Rio Tinto
RIO
$158B
$17.7M 0.03%
429,183
-9,150
-2% -$402K
SNPS icon
516
Synopsys
SNPS
$74.4B
$17.6M 0.03%
347,802
+4,030
+1% +$196K
SIG icon
517
Signet Jewelers
SIG
$3.61B
$17.6M 0.03%
136,927
+772
+0.6% +$103K
MWV
518
DELISTED
MEADWESTVACO CORP
MWV
$17.4M 0.03%
369,451
+14,893
+4% +$731K
OKS
519
DELISTED
Oneok Partners LP
OKS
$17.4M 0.03%
512,214
-108,749
-18% -$4.3M
BDJ icon
520
BlackRock Enhanced Equity Dividend Trust
BDJ
$1.73B
$17.4M 0.03%
2,176,116
+159,781
+8% +$1.31M
LKQ icon
521
LKQ Corp
LKQ
$5.72B
$17.3M 0.03%
571,748
+28,241
+5% +$785K
DISCK
522
DELISTED
Discovery, Inc. Series C Common Stock
DISCK
$17.3M 0.03%
555,536
+92,861
+20% +$2.87M
ETY icon
523
Eaton Vance Tax-Managed Diversified Equity Income Fund
ETY
$2.29B
$17.2M 0.03%
1,516,847
+38,694
+3% +$445K
AV
524
DELISTED
Aviva Plc
AV
$17.2M 0.03%
1,105,117
+112,182
+11% +$1.82M
SBH icon
525
Sally Beauty Holdings
SBH
$1.43B
$17.2M 0.03%
544,453
-54,006
-9% -$1.71M
19 20
21
22 23

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.