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
ANAT
1676
DELISTED
American National Group, Inc. Common Stock
ANAT
$2.9M 0.01%
28,381
+10,949
+63% +$1.11M
CRESY
1677
Cresud
CRESY
$796M
$2.9M 0.01%
250,357
-6,937
-3% -$83K
GTLS
1678
DELISTED
Chart Industries
GTLS
$2.9M 0.01%
80,985
+20,065
+33% +$735K
MRH
1679
DELISTED
MONTPELIER RE HOLDINGS LTD
MRH
$2.89M 0.01%
73,186
+318
+0.4% +$12.4K
THOR
1680
DELISTED
THORATEC CORPORATION
THOR
$2.89M 0.01%
64,839
-885
-1% -$38.7K
BOKF icon
1681
BOK Financial
BOKF
$8.66B
$2.89M 0.01%
41,510
+17,756
+75% +$1.16M
FCF icon
1682
First Commonwealth Financial
FCF
$2.18B
$2.88M 0.01%
300,792
+6,294
+2% +$58K
CHCO icon
1683
City Holding Co
CHCO
$2.05B
$2.88M 0.01%
58,445
-8,041
-12% -$378K
CMD
1684
DELISTED
Cantel Medical Corporation
CMD
$2.88M 0.01%
53,576
+5,600
+12% +$272K
CMO
1685
DELISTED
Capstead Mortgage Corp.
CMO
$2.88M 0.01%
258,993
+10,954
+4% +$129K
RBC icon
1686
RBC Bearings
RBC
$18B
$2.87M 0.01%
40,057
+4,036
+11% +$296K
UTL icon
1687
Unitil
UTL
$971M
$2.87M 0.01%
86,827
+7,971
+10% +$269K
GNR icon
1688
State Street SPDR S&P Global Natural Resources ETF
GNR
$4.77B
$2.86M 0.01%
68,109
+21,709
+47% +$977K
GHL
1689
DELISTED
Greenhill & Co., Inc.
GHL
$2.86M 0.01%
69,300
+7,719
+13% +$312K
PNY
1690
DELISTED
PIEDMONT NATURAL GAS CO INC(NC
PNY
$2.86M 0.01%
81,096
-9,499
-10% -$350K
BSV icon
1691
Vanguard Short-Term Bond ETF
BSV
$44.6B
$2.86M 0.01%
35,672
-23,983
-40% -$1.93M
PTR
1692
DELISTED
PETROCHINA COMPANY LIMITED ADS (REP 100 H SHARES)
PTR
$2.86M 0.01%
25,816
+2,521
+11% +$307K
AEIS icon
1693
Advanced Energy
AEIS
$11.9B
$2.86M 0.01%
104,005
-7,963
-7% -$216K
CVI icon
1694
CVR Energy
CVI
$3.5B
$2.86M 0.01%
75,904
+4,905
+7% +$193K
PB icon
1695
Prosperity Bancshares
PB
$9B
$2.85M 0.01%
49,285
+5,383
+12% +$293K
CTLT
1696
DELISTED
CATALENT, INC.
CTLT
$2.84M 0.01%
96,960
+17,571
+22% +$530K
FIX icon
1697
Comfort Systems
FIX
$61.8B
$2.84M 0.01%
123,561
+7,079
+6% +$156K
RCI icon
1698
Rogers Communications
RCI
$18.3B
$2.83M 0.01%
79,720
+11,492
+17% +$401K
HR
1699
DELISTED
Healthcare Realty Trust Incorporated
HR
$2.83M 0.01%
121,770
-12,739
-9% -$319K
IWD icon
1700
iShares Russell 1000 Value ETF
IWD
$82.4B
$2.82M 0.01%
27,367
-1,826
-6% -$191K
66 67
68
69 70

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.