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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
HSY icon
301
Hershey
HSY
$35.9B
$33.1M 0.06%
373,000
-7,977
-2% -$752K
TT icon
302
Trane Technologies
TT
$97.3B
$33M 0.06%
489,339
+20,764
+4% +$1.42M
MAR icon
303
Marriott International
MAR
$99B
$32.9M 0.06%
442,841
-4,779
-1% -$378K
BSX icon
304
Boston Scientific
BSX
$68.4B
$32.7M 0.06%
1,847,567
-134,213
-7% -$2.4M
ETJ
305
Eaton Vance Risk-Managed Diversified Equity Income Fund
ETJ
$563M
$32.7M 0.06%
3,022,546
+234,628
+8% +$2.55M
VTRS icon
306
Viatris
VTRS
$20.7B
$32.3M 0.06%
476,395
-33,388
-7% -$2.36M
SWKS icon
307
Skyworks Solutions
SWKS
$9.4B
$32.1M 0.06%
308,551
+47,630
+18% +$4.82M
AMG icon
308
Affiliated Managers Group
AMG
$9.65B
$32M 0.06%
146,323
-18,264
-11% -$4.06M
AVGO icon
309
Broadcom
AVGO
$1.85T
$32M 0.06%
2,405,720
+433,660
+22% +$5.68M
FAST icon
310
Fastenal
FAST
$53.5B
$32M 0.06%
3,031,860
+446,372
+17% +$4.7M
OPPJ
311
WisdomTree Trust WisdomTree Japan Opportunities Fund
OPPJ
$279M
$31.7M 0.06%
1,763,028
+345,874
+24% +$6.13M
TROW icon
312
T. Rowe Price
TROW
$25.6B
$31.7M 0.06%
407,232
+34,481
+9% +$2.78M
SE
313
DELISTED
Spectra Energy Corp Wi
SE
$31.6M 0.06%
969,218
+38,895
+4% +$1.38M
CP icon
314
Canadian Pacific Kansas City
CP
$77.5B
$31.4M 0.06%
981,415
-19,520
-2% -$697K
EG icon
315
Everest Group
EG
$14.5B
$31.3M 0.06%
172,046
+11,213
+7% +$2.04M
LEA icon
316
Lear
LEA
$7.33B
$31.3M 0.06%
461,731
+127
+0% +$14.6K
BCS icon
317
Barclays
BCS
$93.4B
$31.3M 0.06%
2,037,541
+234,558
+13% +$3.53M
XL
318
DELISTED
XL Group Ltd.
XL
$31.1M 0.06%
836,227
+39,259
+5% +$1.47M
XRX icon
319
Xerox
XRX
$456M
$31.1M 0.06%
1,108,149
+7,663
+0.7% +$237K
BBD icon
320
Banco Bradesco
BBD
$37.9B
$31M 0.06%
7,205,692
-2,263,917
-24% -$10.4M
ROST icon
321
Ross Stores
ROST
$81B
$30.9M 0.06%
636,479
+37,543
+6% +$1.89M
BEN icon
322
Franklin Resources
BEN
$17.2B
$30.8M 0.06%
628,050
+4,005
+0.6% +$205K
UTHR icon
323
United Therapeutics
UTHR
$26.2B
$30.8M 0.06%
176,986
-3,376
-2% -$607K
BBBY
324
DELISTED
Bed Bath & Beyond Inc
BBBY
$30.7M 0.06%
445,531
+25,234
+6% +$1.81M
PRE
325
DELISTED
PARTNERRE LTD
PRE
$30.7M 0.06%
238,670
-131
-0.1% -$16.9K
11 12
13
14 15

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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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ACI
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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.