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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
MRSH
226
Marsh
MRSH
$91.4B
$44M 0.09%
776,734
+52,630
+7% +$3.04M
CPA icon
227
Copa Holdings
CPA
$5.8B
$44M 0.09%
532,390
+42,372
+9% +$4.04M
ED icon
228
Consolidated Edison
ED
$40.4B
$43.9M 0.09%
757,971
+85,780
+13% +$5.18M
ETN icon
229
Eaton
ETN
$150B
$43.7M 0.09%
646,789
+28,189
+5% +$1.99M
DVN icon
230
Devon Energy
DVN
$50.9B
$43.5M 0.08%
730,596
+51,801
+8% +$3.35M
CMI icon
231
Cummins
CMI
$87.3B
$43.4M 0.08%
330,625
+15,427
+5% +$2.12M
PSA icon
232
Public Storage
PSA
$59.3B
$43.2M 0.08%
234,253
+397
+0.2% +$76.1K
ETR icon
233
Entergy
ETR
$50.4B
$43.1M 0.08%
1,223,048
-9,242
-0.7% -$347K
MRO
234
DELISTED
Marathon Oil Corporation
MRO
$43M 0.08%
1,619,509
+106,311
+7% +$3M
WHR icon
235
Whirlpool
WHR
$2.47B
$42.7M 0.08%
246,798
+19,310
+8% +$3.63M
TRIP icon
236
TripAdvisor
TRIP
$1.65B
$42.6M 0.08%
488,453
-126,603
-21% -$10.3M
ADI icon
237
Analog Devices
ADI
$179B
$42.2M 0.08%
658,092
+22,062
+3% +$1.43M
VFC icon
238
VF Corp
VFC
$5.87B
$42.1M 0.08%
641,804
+15,879
+3% +$1.07M
BHI
239
DELISTED
Baker Hughes
BHI
$41.9M 0.08%
678,527
-35,510
-5% -$2.32M
CLX icon
240
Clorox
CLX
$11.7B
$41.8M 0.08%
401,886
+30,680
+8% +$3.31M
OMC icon
241
Omnicom Group
OMC
$21.8B
$41.5M 0.08%
596,645
+35,732
+6% +$2.7M
ITUB icon
242
Itaú Unibanco
ITUB
$93B
$41.4M 0.08%
9,431,284
-622,526
-6% -$2.93M
CAG icon
243
Conagra Brands
CAG
$7.19B
$40.8M 0.08%
1,198,766
+82,267
+7% +$2.47M
CX icon
244
Cemex
CX
$17.2B
$40.3M 0.08%
4,755,043
-2,502,148
-34% -$22.3M
HES
245
DELISTED
Hess
HES
$40.2M 0.08%
601,520
-9,960
-2% -$707K
BP icon
246
BP
BP
$114B
$40.2M 0.08%
1,195,382
+134,177
+13% +$4.7M
TSN icon
247
Tyson Foods
TSN
$21.4B
$40.1M 0.08%
941,325
+19,537
+2% +$802K
DVA icon
248
DaVita
DVA
$15.3B
$40.1M 0.08%
504,593
-3,007
-0.6% -$247K
LUMN icon
249
Lumen
LUMN
$6.76B
$39.8M 0.08%
1,354,896
+186,450
+16% +$6.35M
SRE icon
250
Sempra
SRE
$58.6B
$39.4M 0.08%
796,940
-51,320
-6% -$2.72M
8 9
10
11 12

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AF
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MCM
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PSUF
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IA
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SCC
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BAM
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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.