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
(+3%)
Cap. Flow
+$1.8B
Cap. Flow
% of AUM
3.51%
Top 10 Holdings %
Top 10 Hldgs %
12.6%
Holding
4,130
New
182
Increased
2,226
Reduced
1,541
Closed
156
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
iShares Core S&P 500 ETF
IVV
|
+$222M |
| 2 |
Vanguard Real Estate ETF
VNQ
|
+$80.1M |
| 3 |
iShares Russell 1000 ETF
IWB
|
+$51.3M |
| 4 |
iShares Russell 1000 Growth ETF
IWF
|
+$40.5M |
| 5 |
Microsoft
MSFT
|
+$39.9M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
First Trust Enhanced Short Maturity ETF
FTSM
|
+$77.8M |
| 2 |
LO
LORILLARD INC COM STK
LO
|
+$65.3M |
| 3 |
Vanguard FTSE Europe ETF
VGK
|
+$47.7M |
| 4 |
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 | |
|---|---|---|---|---|---|---|
|
CEB
1526
DELISTED
CEB Inc.
CEB
| $3.45M | 0.01% |
39,602
+579
| +1% | +$49.2K |
|
|
AZPN
1527
DELISTED
ASPEN TECHNOLOGY INC
AZPN
| $3.44M | 0.01% |
75,556
+6,250
| +9% | +$285K |
|
1528
ArcelorMittal
MT
$52.9B
| $3.44M | 0.01% |
154,633
+43,768
| +39% | +$1.05M |
|
1529
Penske Automotive Group
PAG
$14.3B
| $3.44M | 0.01% |
65,953
-10,880
| -14% | -$564K |
|
1530
MarketAxess Holdings
MKTX
$5.71B
| $3.44M | 0.01% |
37,025
+3,482
| +10% | +$307K |
|
|
FMBI
1531
DELISTED
First Midwest Bancorp Inc/IL
FMBI
| $3.43M | 0.01% |
180,909
-8,124
| -4% | -$146K |
|
1532
Coeur Mining
CDE
$15.4B
| $3.42M | 0.01% |
599,812
+57,676
| +11% | +$316K |
|
|
NHY
1533
DELISTED
NORSK HYDRO A. S. ADR
NHY
| $3.42M | 0.01% |
825,370
-39,603
| -5% | -$164K |
|
|
ISLE
1534
DELISTED
Isle of Capri Casinos Inc
ISLE
| $3.42M | 0.01% |
188,199
+19,295
| +11% | +$302K |
|
1535
Moog Inc Class A
MOG.A
$12.4B
| $3.42M | 0.01% |
48,318
-3,219
| -6% | -$228K |
|
1536
Watsco Inc
WSO
$12.7B
| $3.41M | 0.01% |
27,556
+8,339
| +43% | +$1.04M |
|
|
RAX
1537
DELISTED
Rackspace Hosting Inc
RAX
| $3.41M | 0.01% |
91,703
-5,369
| -6% | -$247K |
|
1538
Acadia Realty Trust
AKR
$3.09B
| $3.4M | 0.01% |
116,687
-13,432
| -10% | -$424K |
|
|
ECHO
1539
EchoStar
ECHO
$24.4B
| $3.4M | 0.01% |
86,106
+11,881
| +16% | +$486K |
|
|
SGY
1540
DELISTED
Stone Energy
SGY
| $3.4M | 0.01% |
4,749
+823
| +21% | +$699K |
|
|
CPLA
1541
DELISTED
Capella Education Company
CPLA
| $3.4M | 0.01% |
63,280
-9,724
| -13% | -$561K |
|
1542
Bruker
BRKR
$9.57B
| $3.39M | 0.01% |
166,273
+51,911
| +45% | +$1.05M |
|
1543
CoreCivic
CXW
$2.96B
| $3.39M | 0.01% |
102,569
+11,844
| +13% | +$430K |
|
|
ARIA
1544
DELISTED
Ariad Pharmaceuticals Inc
ARIA
| $3.39M | 0.01% |
410,278
-150,996
| -27% | -$1.34M |
|
|
BRKL
1545
DELISTED
Brookline Bancorp
BRKL
| $3.39M | 0.01% |
300,339
-6,811
| -2% | -$74.2K |
|
1546
Lennox International
LII
$14.4B
| $3.39M | 0.01% |
31,448
+2,826
| +10% | +$314K |
|
1547
Commercial Metals
CMC
$7.6B
| $3.38M | 0.01% |
210,464
+2,310
| +1% | +$37.7K |
|
1548
Albany International
AIN
$2.11B
| $3.38M | 0.01% |
84,993
-3,378
| -4% | -$136K |
|
1549
Coca-Cola Consolidated
COKE
$12.5B
| $3.38M | 0.01% |
223,530
-4,450
| -2% | -$53.4K |
|
1550
Ionis Pharmaceuticals
IONS
$8.6B
| $3.38M | 0.01% |
58,655
-11,721
| -17% | -$745K |
|
Similar funds
NIPH
AF
MCM
PSUF
IA
SCC
BAM
ACI
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.