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
CONN
2426
DELISTED
Conn's Inc.
CONN
$1.11M ﹤0.01%
27,862
+2,985
+12% +$107K
FBC
2427
DELISTED
Flagstar Bancorp, Inc. New
FBC
$1.1M ﹤0.01%
59,794
+403
+0.7% +$7K
ANDX
2428
DELISTED
Andeavor Logistics LP
ANDX
$1.1M ﹤0.01%
19,324
+1,766
+10% +$101K
BANF icon
2429
BancFirst
BANF
$3.79B
$1.1M ﹤0.01%
33,570
-2,268
-6% -$68.7K
ELP
2430
DELISTED
Companhia Paranaense de Energia (COPEL)
ELP
$1.1M ﹤0.01%
249,443
+9,153
+4% +$40.7K
VTOL icon
2431
Bristow Group
VTOL
$1.34B
$1.1M ﹤0.01%
26,793
+10,661
+66% +$458K
WPP
2432
DELISTED
WAUSAU PAPER CORP.
WPP
$1.1M ﹤0.01%
119,520
-14,096
-11% -$136K
PRDO icon
2433
Perdoceo Education
PRDO
$1.99B
$1.09M ﹤0.01%
331,631
-71,239
-18% -$301K
COR
2434
DELISTED
Coresite Realty Corporation
COR
$1.09M ﹤0.01%
24,082
+2,224
+10% +$106K
SCLN
2435
DELISTED
Sciclone Pharmaceuticals Inc
SCLN
$1.09M ﹤0.01%
111,254
-11,193
-9% -$102K
HAFC icon
2436
Hanmi Financial
HAFC
$945M
$1.09M ﹤0.01%
43,938
+5,890
+15% +$132K
ACAT
2437
DELISTED
Arctic Cat Inc
ACAT
$1.09M ﹤0.01%
32,848
+1,102
+3% +$38.3K
GRPN icon
2438
Groupon
GRPN
$1.05B
$1.09M ﹤0.01%
10,827
-13,228
-55% -$1.71M
SEB icon
2439
Seaboard Corp
SEB
$4.23B
$1.09M ﹤0.01%
302
-5
-2% -$17.9K
MS.PRE icon
2440
Morgan Stanley Series E Preferred Stock
MS.PRE
$877M
$1.08M ﹤0.01%
38,734
+8,631
+29% +$244K
SHOE
2441
Shoe Station Group
SHOE
$413M
$1.08M ﹤0.01%
74,884
-1,168
-2% -$16.3K
WFC.PRR
2442
DELISTED
WELLS FARGO & COMPANY Depositary Shares, each representing a 1/1,000th interest in a share of 6.625% Fixed-to-Floating Rate Non-Cumulative Perpetual Class A Preferred Stock, Series R
WFC.PRR
$1.08M ﹤0.01%
39,073
+904
+2% +$25.3K
ACWI icon
2443
iShares MSCI ACWI ETF
ACWI
$32.9B
$1.08M ﹤0.01%
18,108
+2,249
+14% +$139K
PODD icon
2444
Insulet
PODD
$11.5B
$1.08M ﹤0.01%
34,737
-1,959
-5% -$57.7K
CWEN icon
2445
Clearway Energy Class C
CWEN
$4.94B
$1.07M ﹤0.01%
49,100
+7,266
+17% +$183K
PEGA icon
2446
Pegasystems
PEGA
$5.02B
$1.07M ﹤0.01%
93,816
-3,478
-4% -$38.4K
BBW icon
2447
Build-A-Bear
BBW
$425M
$1.07M ﹤0.01%
66,929
+858
+1% +$15.2K
DX
2448
Dynex Capital
DX
$3.15B
$1.07M ﹤0.01%
46,790
+3,998
+9% +$95K
SHEN icon
2449
Shenandoah Telecom
SHEN
$664M
$1.07M ﹤0.01%
62,480
-31,798
-34% -$528K
MEG
2450
DELISTED
Media General, Inc
MEG
$1.07M ﹤0.01%
64,696
-64,512
-50% -$1.07M
96 97
98
99 100

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.