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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
TPR icon
326
Tapestry
TPR
$30.8B
$30.6M 0.06%
885,214
+105,248
+13% +$4.03M
PLD icon
327
Prologis
PLD
$136B
$30.6M 0.06%
825,347
+22,983
+3% +$935K
PUK icon
328
Prudential
PUK
$38.5B
$30.6M 0.06%
649,256
+116,028
+22% +$5.63M
APA icon
329
APA Corp
APA
$12.8B
$30.1M 0.06%
521,636
+23,208
+5% +$1.46M
HSIC icon
330
Henry Schein
HSIC
$9.7B
$29.9M 0.06%
537,293
+20,558
+4% +$1.14M
VOD icon
331
Vodafone
VOD
$37.2B
$29.9M 0.06%
820,095
+117,562
+17% +$4.24M
STX icon
332
Seagate
STX
$193B
$29.8M 0.06%
628,039
+31,065
+5% +$1.71M
ANSS
333
DELISTED
Ansys
ANSS
$29.6M 0.06%
324,184
+4,723
+1% +$420K
SJM icon
334
J.M. Smucker
SJM
$13.1B
$29.6M 0.06%
272,837
+31,803
+13% +$3.68M
STZ icon
335
Constellation Brands
STZ
$22.3B
$29.5M 0.06%
254,093
+11,055
+5% +$1.31M
PPL
336
PPL Corp
PPL
$26.8B
$29.4M 0.06%
999,129
+40,763
+4% +$1.27M
CMS icon
337
CMS Energy
CMS
$22.7B
$29.4M 0.06%
923,400
+23,855
+3% +$802K
IGSB icon
338
iShares 1-5 Year Investment Grade Corporate Bond ETF
IGSB
$23B
$29.4M 0.06%
557,626
-146,626
-21% -$7.73M
LYG icon
339
Lloyds Banking Group
LYG
$90.7B
$29.3M 0.06%
5,391,671
+963,251
+22% +$5.02M
FXH icon
340
First Trust Health Care AlphaDEX Fund
FXH
$1.04B
$29.2M 0.06%
+424,138
New +$28.7M
FXO icon
341
First Trust Financials AlphaDEX Fund
FXO
$1.14B
$29.2M 0.06%
+1,229,951
New +$29.4M
CHD icon
342
Church & Dwight Co
CHD
$23.1B
$29.2M 0.06%
718,802
+33,136
+5% +$1.39M
K
343
DELISTED
Kellanova
K
$29.1M 0.06%
493,838
+43,738
+10% +$2.61M
VRSN icon
344
VeriSign
VRSN
$25.9B
$28.8M 0.06%
466,993
+396
+0.1% +$25.5K
ES icon
345
Eversource Energy
ES
$27.8B
$28.8M 0.06%
633,625
+8,268
+1% +$401K
FXD icon
346
First Trust Consumer Discretionary AlphaDEX Fund
FXD
$273M
$28.6M 0.06%
783,167
-256,916
-25% -$9.5M
LLL
347
DELISTED
L3 Technologies, Inc.
LLL
$28.6M 0.06%
251,969
-1,549
-0.6% -$185K
ROP icon
348
Roper Technologies
ROP
$38.5B
$28.5M 0.06%
165,496
+13,364
+9% +$2.31M
FXN icon
349
First Trust Energy AlphaDEX Fund
FXN
$382M
$28.5M 0.06%
1,428,414
-387,720
-21% -$8.47M
PGR icon
350
Progressive
PGR
$124B
$28.4M 0.06%
1,021,314
-33,187
-3% -$905K
12 13
14
15 16

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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.