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
CY
626
DELISTED
Cypress Semiconductor
CY
$13.8M 0.03%
1,171,576
-434,983
-27% -$5.73M
ASH icon
627
Ashland
ASH
$3.33B
$13.7M 0.03%
230,314
+13,096
+6% +$816K
THC icon
628
Tenet Healthcare
THC
$20.5B
$13.7M 0.03%
236,567
+29,945
+14% +$1.53M
PMO
629
Franklin Municipal Opportunities Trust
PMO
$280M
$13.7M 0.03%
1,177,955
+96,581
+9% +$1.15M
HII icon
630
Huntington Ingalls Industries
HII
$12.9B
$13.6M 0.03%
121,183
+2,489
+2% +$317K
NTAP icon
631
NetApp
NTAP
$35B
$13.6M 0.03%
430,672
-10,715
-2% -$372K
HMC icon
632
Honda
HMC
$39.1B
$13.6M 0.03%
419,124
+79,908
+24% +$2.72M
BSAC icon
633
Banco Santander Chile
BSAC
$16.3B
$13.5M 0.03%
667,804
-183,739
-22% -$3.93M
FLS icon
634
Flowserve
FLS
$9.71B
$13.5M 0.03%
256,067
-29,104
-10% -$1.62M
VEA icon
635
Vanguard FTSE Developed Markets ETF
VEA
$229B
$13.4M 0.03%
336,955
-2,581
-0.8% -$107K
BIO icon
636
Bio-Rad Laboratories Class A
BIO
$8.71B
$13.3M 0.03%
88,530
+21,027
+31% +$3.01M
PCL
637
DELISTED
PLUM CREEK TIMBER CO (REIT)
PCL
$13.3M 0.03%
328,462
+45,548
+16% +$1.91M
SLG icon
638
SL Green Realty
SLG
$3.76B
$13.3M 0.03%
125,114
+4,690
+4% +$550K
DT
639
DELISTED
DEUTSCHE TELEKOM AG ADS (1ORD)
DT
$13.3M 0.03%
771,340
+79,263
+11% +$1.36M
GPN icon
640
Global Payments
GPN
$23B
$13.2M 0.03%
255,696
+3,338
+1% +$171K
INGR icon
641
Ingredion
INGR
$6.27B
$13.2M 0.03%
165,285
+11,335
+7% +$911K
NRG icon
642
NRG Energy
NRG
$28.3B
$13.2M 0.03%
574,960
-54,315
-9% -$1.36M
ESS icon
643
Essex Property Trust
ESS
$18.3B
$13.1M 0.03%
61,866
+710
+1% +$157K
ENIA
644
DELISTED
Enel Amricas S.A. American Depositary Shares (Each representing 50 shares of Common Stock)
ENIA
$13.1M 0.03%
1,537,823
-646,399
-30% -$5.96M
DNB
645
DELISTED
Dun & Bradstreet
DNB
$13.1M 0.03%
107,117
+6,115
+6% +$787K
DRI icon
646
Darden Restaurants
DRI
$23.3B
$13.1M 0.03%
205,659
+5,729
+3% +$339K
PPLI
647
People Inc
PPLI
$3.09B
$13.1M 0.03%
917,283
+42,301
+5% +$561K
PC
648
DELISTED
PANASONIC CORP ADR (REP 1 SHR COM STK) (JP)
PC
$13M 0.03%
950,861
+67,561
+8% +$927K
BNL
649
DELISTED
BUNZL PLC ADS (RP 5 ORD SHS)
BNL
$13M 0.03%
471,542
+45,740
+11% +$1.26M
DINO icon
650
HF Sinclair
DINO
$16.5B
$12.9M 0.03%
302,879
+36,946
+14% +$1.49M
24 25
26
27 28

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.