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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
AES icon
351
AES
AES
$10.6B
$28.2M 0.06%
2,129,031
+344,428
+19% +$4.62M
TCOM icon
352
Trip.com Group
TCOM
$29.3B
$28.2M 0.06%
777,392
-504,924
-39% -$17.6M
DOX icon
353
Amdocs
DOX
$5.87B
$28.1M 0.06%
515,365
+9,341
+2% +$514K
WELL icon
354
Welltower
WELL
$170B
$28.1M 0.05%
428,439
+14,915
+4% +$1.07M
CCEP icon
355
Coca-Cola Europacific Partners
CCEP
$49.3B
$28.1M 0.05%
646,169
+20,412
+3% +$915K
GEN icon
356
Gen Digital
GEN
$16.3B
$28.1M 0.05%
1,207,286
+51,538
+4% +$1.26M
COL
357
DELISTED
Rockwell Collins
COL
$28M 0.05%
303,099
+43,446
+17% +$4.18M
HST icon
358
Host Hotels & Resorts
HST
$17.2B
$27.8M 0.05%
1,402,714
+142,561
+11% +$2.87M
DLTR icon
359
Dollar Tree
DLTR
$24.7B
$27.8M 0.05%
351,928
+34,407
+11% +$2.72M
CERN
360
DELISTED
Cerner Corp
CERN
$27.8M 0.05%
402,131
+4,331
+1% +$303K
TEL icon
361
TE Connectivity
TEL
$59.9B
$27.7M 0.05%
431,161
+20,779
+5% +$1.44M
NBL
362
DELISTED
Noble Energy, Inc.
NBL
$27.6M 0.05%
647,651
+64,537
+11% +$3.05M
INFY icon
363
Infosys
INFY
$48.4B
$27.6M 0.05%
3,476,568
-2,129,612
-38% -$17.3M
MNK
364
DELISTED
MALLINCKRODT PUBLIC LIMITED COMPANY
MNK
$27.3M 0.05%
231,557
+29,351
+15% +$3.62M
CIB icon
365
Grupo Cibest SA
CIB
$22.3B
$27.1M 0.05%
630,034
-104,135
-14% -$4.48M
DTE icon
366
DTE Energy
DTE
$29.5B
$27.1M 0.05%
426,395
-52,743
-11% -$3.53M
ING icon
367
ING
ING
$99.8B
$27.1M 0.05%
1,632,149
+128,692
+9% +$2.05M
TGNA
368
DELISTED
TEGNA Inc
TGNA
$26.9M 0.05%
1,312,964
-274,965
-17% -$5.18M
ZTS icon
369
Zoetis
ZTS
$31.9B
$26.9M 0.05%
558,697
+34,655
+7% +$1.65M
LHX icon
370
L3Harris
LHX
$50.7B
$26.8M 0.05%
348,765
+67,402
+24% +$5.35M
FMX icon
371
Fomento Económico Mexicano
FMX
$43.2B
$26.6M 0.05%
298,938
-2,200
-0.7% -$204K
BT
372
DELISTED
BT Group plc (ADR)
BT
$26.6M 0.05%
750,450
+45,334
+6% +$1.58M
SAP icon
373
SAP
SAP
$209B
$26.6M 0.05%
378,676
+41,539
+12% +$3.08M
KDP icon
374
Keurig Dr Pepper
KDP
$43B
$26.6M 0.05%
364,567
+17,279
+5% +$1.32M
JNPR
375
DELISTED
Juniper Networks
JNPR
$26.6M 0.05%
1,022,333
+35,049
+4% +$920K
13 14
15
16 17

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PSUF
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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.