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
BBAR icon
1726
BBVA Argentina
BBAR
$3.88B
$2.75M 0.01%
173,360
-2,312
-1% -$42.5K
CPE
1727
DELISTED
Callon Petroleum Company
CPE
$2.75M 0.01%
33,072
-3,380
-9% -$281K
ASNA
1728
DELISTED
Ascena Retail Group, Inc.
ASNA
$2.75M 0.01%
8,251
+2,171
+36% +$664K
TI.A
1729
DELISTED
Telecom Italia 10 Svg
TI.A
$2.74M 0.01%
270,158
+22,477
+9% +$221K
MNDT
1730
DELISTED
Mandiant, Inc. Common Stock
MNDT
$2.74M 0.01%
56,043
+8,892
+19% +$403K
LNW
1731
DELISTED
Light & Wonder
LNW
$2.74M 0.01%
176,115
-56,773
-24% -$805K
NTCT icon
1732
NETSCOUT
NTCT
$2.98B
$2.73M 0.01%
74,508
-9,021
-11% -$370K
FFBC icon
1733
First Financial Bancorp
FFBC
$3.58B
$2.73M 0.01%
152,201
-3,243
-2% -$57K
KOS icon
1734
Kosmos Energy
KOS
$1.52B
$2.73M 0.01%
323,660
+52,799
+19% +$470K
ITG
1735
DELISTED
Investment Technology Group Inc
ITG
$2.73M 0.01%
110,017
-14,697
-12% -$418K
MTGE
1736
DELISTED
MTGE Investment Corp. Common Stock
MTGE
$2.73M 0.01%
170,586
+38,085
+29% +$668K
UPM
1737
DELISTED
UPM-KYMMRME ADR (REPR ORD SHS)
UPM
$2.72M 0.01%
153,798
+15,068
+11% +$267K
MLKN icon
1738
MillerKnoll
MLKN
$1.62B
$2.72M 0.01%
94,041
-3,082
-3% -$87.7K
RNST icon
1739
Renasant Corp
RNST
$4.01B
$2.72M 0.01%
83,463
+5,670
+7% +$173K
MATV icon
1740
Mativ Holdings
MATV
$491M
$2.72M 0.01%
68,130
-2,269
-3% -$96.2K
AWAY
1741
DELISTED
HOMEAWAY INC COM
AWAY
$2.71M 0.01%
87,058
-19,444
-18% -$580K
INDB icon
1742
Independent Bank
INDB
$4.04B
$2.71M 0.01%
57,729
-14,147
-20% -$630K
SIX
1743
DELISTED
Six Flags Entertainment Corp.
SIX
$2.7M 0.01%
60,285
+1,574
+3% +$75.4K
SAFT icon
1744
Safety Insurance
SAFT
$1.52B
$2.7M 0.01%
46,822
-232
-0.5% -$13.4K
ANH
1745
DELISTED
Anworth Mortgage Asset Corporation
ANH
$2.7M 0.01%
547,814
+61,456
+13% +$318K
GNRC icon
1746
Generac Holdings
GNRC
$12B
$2.7M 0.01%
67,916
-6,322
-9% -$273K
MDP
1747
DELISTED
Meredith Corporation
MDP
$2.7M 0.01%
51,729
-17,544
-25% -$930K
MANT
1748
DELISTED
Mantech International Corp
MANT
$2.7M 0.01%
92,955
-1,158
-1% -$35K
CII icon
1749
BlackRock Enhanced Captial and Income Fund
CII
$1B
$2.69M 0.01%
183,694
-97,063
-35% -$1.49M
BRX icon
1750
Brixmor Property Group
BRX
$9.63B
$2.69M 0.01%
116,430
-35,007
-23% -$854K
68 69
70
71 72

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.