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
KEYS icon
1051
Keysight
KEYS
$54.5B
$5.91M 0.01%
189,319
+8,494
+5% +$290K
MMS icon
1052
Maximus
MMS
$3.17B
$5.9M 0.01%
89,805
-2,207
-2% -$144K
TXRH icon
1053
Texas Roadhouse
TXRH
$13.5B
$5.88M 0.01%
157,181
-9,325
-6% -$333K
GCI
1054
DELISTED
Gannett Co., Inc
GCI
$5.88M 0.01%
+420,157
New +$5.99M
VALE.P
1055
DELISTED
Vale S A
VALE.P
$5.87M 0.01%
1,163,198
-22,940
-2% -$128K
NSIT icon
1056
Insight Enterprises
NSIT
$3.89B
$5.87M 0.01%
196,257
+45,716
+30% +$1.36M
CXT icon
1057
Crane NXT
CXT
$2.99B
$5.87M 0.01%
287,621
+104,502
+57% +$2.23M
SPTN
1058
DELISTED
SpartanNash
SPTN
$5.87M 0.01%
180,252
-8,289
-4% -$265K
FTNT icon
1059
Fortinet
FTNT
$119B
$5.85M 0.01%
707,870
+65,350
+10% +$507K
AGU
1060
DELISTED
Agrium
AGU
$5.85M 0.01%
55,207
+278
+0.5% +$29.3K
BRFS
1061
DELISTED
BRF SA
BRFS
$5.84M 0.01%
279,102
-6,400
-2% -$135K
SBS icon
1062
Sabesp
SBS
$19.1B
$5.8M 0.01%
5,770,907
+178,421
+3% +$201K
EHC icon
1063
Encompass Health
EHC
$11B
$5.79M 0.01%
158,015
-35,015
-18% -$1.25M
SKT icon
1064
Tanger
SKT
$4.67B
$5.79M 0.01%
182,568
+12,762
+8% +$432K
BHE icon
1065
Benchmark Electronics
BHE
$2.87B
$5.79M 0.01%
265,599
+25,684
+11% +$608K
IBKR icon
1066
Interactive Brokers
IBKR
$39.2B
$5.78M 0.01%
556,404
-85,428
-13% -$775K
HI
1067
DELISTED
Hillenbrand
HI
$5.78M 0.01%
188,139
-8,895
-5% -$275K
IDA icon
1068
Idacorp
IDA
$8.27B
$5.78M 0.01%
102,867
-167
-0.2% -$9.94K
CAL icon
1069
Caleres
CAL
$431M
$5.77M 0.01%
181,661
+18,602
+11% +$581K
NUVA
1070
DELISTED
NuVasive, Inc.
NUVA
$5.77M 0.01%
121,696
-4,560
-4% -$213K
ATO icon
1071
Atmos Energy
ATO
$28.8B
$5.76M 0.01%
112,291
+6,325
+6% +$339K
DBD
1072
DELISTED
Diebold Nixdorf Incorporated
DBD
$5.76M 0.01%
164,493
-18,649
-10% -$658K
BOH icon
1073
Bank of Hawaii
BOH
$3.15B
$5.74M 0.01%
86,009
-858
-1% -$54.2K
PMC
1074
DELISTED
PharMerica Corporation
PMC
$5.73M 0.01%
172,086
-43,983
-20% -$1.35M
HPY
1075
DELISTED
HEARTLAND PAYMENT SYSTEMS, INC. COM STK
HPY
$5.71M 0.01%
105,599
-3,366
-3% -$177K
41 42
43
44 45

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.