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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
PH icon
251
Parker-Hannifin
PH
$121B
$39.3M 0.08%
338,022
+6,955
+2% +$840K
TTE icon
252
TotalEnergies
TTE
$193B
$39.2M 0.08%
797,503
+82,565
+12% +$4.27M
WM icon
253
Waste Management
WM
$90.5B
$39M 0.08%
841,794
-1,460
-0.2% -$73.4K
KSS icon
254
Kohl's
KSS
$2.21B
$38.7M 0.08%
617,871
+105,274
+21% +$7.31M
VRTX icon
255
Vertex Pharmaceuticals
VRTX
$122B
$38.6M 0.08%
313,007
+15,279
+5% +$1.93M
REGN icon
256
Regeneron Pharmaceuticals
REGN
$76B
$38.6M 0.08%
75,694
-5,156
-6% -$2.52M
TSM icon
257
TSMC
TSM
$2.09T
$38.5M 0.08%
1,695,829
+37,758
+2% +$901K
FCX icon
258
Freeport-McMoran
FCX
$91.2B
$38.5M 0.08%
2,068,080
-7,333
-0.4% -$151K
BRCM
259
DELISTED
BROADCOM CORP CL-A
BRCM
$38.2M 0.07%
741,301
+47,239
+7% +$2.3M
QVCGA
260
DELISTED
QVC Group Inc Series A
QVCGA
$38M 0.07%
28,236
+291
+1% +$405K
PCP
261
DELISTED
PRECISION CASTPARTS CORP
PCP
$38M 0.07%
190,276
+5,417
+3% +$1.14M
NBIS
262
Nebius Group N.V.
NBIS
$47.8B
$37.4M 0.07%
2,459,980
-868,692
-26% -$15.9M
JWN
263
DELISTED
Nordstrom
JWN
$37.2M 0.07%
499,126
+7,404
+2% +$563K
IP icon
264
International Paper
IP
$22.8B
$37M 0.07%
820,874
-79,912
-9% -$3.96M
AZO icon
265
AutoZone
AZO
$49.1B
$36.8M 0.07%
55,225
-44
-0.1% -$30.1K
FIS icon
266
Fidelity National Information Services
FIS
$23.8B
$36.7M 0.07%
593,851
+24,280
+4% +$1.55M
BTI icon
267
British American Tobacco
BTI
$133B
$36.6M 0.07%
677,046
+51,936
+8% +$2.86M
NOV icon
268
NOV
NOV
$6.88B
$36.4M 0.07%
753,342
+54,314
+8% +$2.79M
NI icon
269
NiSource
NI
$21.6B
$36.3M 0.07%
2,025,245
-3,611
-0.2% -$64.3K
GSK icon
270
GSK
GSK
$104B
$36.2M 0.07%
695,192
+22,394
+3% +$1.26M
SWK icon
271
Stanley Black & Decker
SWK
$14.4B
$36M 0.07%
341,966
+12,000
+4% +$1.22M
PCG icon
272
PG&E
PCG
$39.2B
$35.8M 0.07%
728,283
-5,486
-0.7% -$285K
ZBH icon
273
Zimmer Biomet
ZBH
$18.4B
$35.7M 0.07%
337,103
+11,364
+3% +$1.26M
STJ
274
DELISTED
St Jude Medical
STJ
$35.7M 0.07%
488,959
+17,763
+4% +$1.28M
BHC icon
275
Bausch Health
BHC
$2.25B
$35.6M 0.07%
160,095
+2,925
+2% +$648K
9 10
11
12 13

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MCM
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PSUF
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IA
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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.