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
KAI icon
1626
Kadant
KAI
$3.63B
$3.06M 0.01%
64,931
-8,041
-11% -$401K
INFA
1627
DELISTED
INFORMATICA CORP
INFA
$3.05M 0.01%
62,980
-1,048
-2% -$50.4K
ACCO icon
1628
Acco Brands
ACCO
$389M
$3.05M 0.01%
392,790
+147,096
+60% +$1.16M
IMAX icon
1629
IMAX
IMAX
$2.62B
$3.05M 0.01%
75,777
+1,426
+2% +$55.4K
USNA icon
1630
Usana Health Sciences
USNA
$408M
$3.05M 0.01%
44,672
-8,058
-15% -$511K
WTRG icon
1631
Essential Utilities
WTRG
$11.3B
$3.04M 0.01%
124,353
-16,740
-12% -$439K
MATX icon
1632
Matsons
MATX
$6.13B
$3.04M 0.01%
72,373
+1,377
+2% +$57.7K
VEEV icon
1633
Veeva Systems
VEEV
$33.1B
$3.04M 0.01%
108,549
+75,904
+233% +$2.06M
HHH icon
1634
Howard Hughes
HHH
$3.81B
$3.04M 0.01%
22,194
+2,026
+10% +$288K
KKR icon
1635
KKR & Co
KKR
$91.1B
$3.03M 0.01%
132,577
+24,523
+23% +$563K
SSI
1636
DELISTED
Stage Stores Inc
SSI
$3.03M 0.01%
172,675
+48,386
+39% +$917K
FULT icon
1637
Fulton Financial
FULT
$4.66B
$3.02M 0.01%
231,523
+30,717
+15% +$390K
VWR
1638
DELISTED
VWR Corporation
VWR
$3.02M 0.01%
+113,041
New +$3.02M
LSI
1639
DELISTED
Life Storage, Inc.
LSI
$3.02M 0.01%
52,142
-14,706
-22% -$880K
AHL
1640
DELISTED
ASPEN Insurance Holding Limited
AHL
$3.01M 0.01%
62,906
-14,940
-19% -$708K
VSTO
1641
DELISTED
Vista Outdoor Inc.
VSTO
$3.01M 0.01%
67,108
+1,172
+2% +$52.8K
KN icon
1642
Knowles
KN
$3.13B
$3M 0.01%
165,801
+42,731
+35% +$829K
WST icon
1643
West Pharmaceutical
WST
$24B
$3M 0.01%
51,605
+125
+0.2% +$6.98K
DCT
1644
DELISTED
DCT Industrial Trust Inc.
DCT
$3M 0.01%
95,321
+1,069
+1% +$35.6K
DORM icon
1645
Dorman Products
DORM
$3.98B
$2.99M 0.01%
62,787
+32,737
+109% +$1.6M
CUBE icon
1646
CubeSmart
CUBE
$9.39B
$2.99M 0.01%
129,146
+2,559
+2% +$60.4K
GPOR
1647
DELISTED
Gulfport Energy Corp.
GPOR
$2.99M 0.01%
74,285
+7,933
+12% +$364K
QLGC
1648
DELISTED
QLOGIC CORP
QLGC
$2.99M 0.01%
210,700
+21,350
+11% +$321K
EPR icon
1649
EPR Properties
EPR
$4.76B
$2.99M 0.01%
54,543
-482
-0.9% -$28K
PFS icon
1650
Provident Financial Services
PFS
$3.22B
$2.99M 0.01%
157,267
-3,471
-2% -$64.3K
64 65
66
67 68

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.