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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
EMN icon
376
Eastman Chemical
EMN
$7.82B
$26.5M 0.05%
323,601
+33,152
+11% +$2.56M
CMG icon
377
Chipotle Mexican Grill
CMG
$47.5B
$26.4M 0.05%
2,183,150
-133,850
-6% -$1.69M
WY icon
378
Weyerhaeuser
WY
$17.7B
$26.4M 0.05%
836,651
+18,094
+2% +$582K
HBAN icon
379
Huntington Bancshares
HBAN
$34.4B
$26.3M 0.05%
2,326,128
+9,633
+0.4% +$108K
DEO icon
380
Diageo
DEO
$49.1B
$26.1M 0.05%
224,797
+9,852
+5% +$1.12M
SPLS
381
DELISTED
Staples Inc
SPLS
$26M 0.05%
1,700,299
+254,001
+18% +$4.14M
PFG icon
382
Principal Financial Group
PFG
$24.1B
$25.9M 0.05%
504,909
-66
-0% -$3.42K
UN
383
DELISTED
Unilever NV New York Registry Shares
UN
$25.9M 0.05%
618,873
+46,762
+8% +$2.02M
ALK icon
384
Alaska Air
ALK
$5.31B
$25.8M 0.05%
400,679
+3,346
+0.8% +$216K
TNL icon
385
Travel + Leisure Co
TNL
$4.62B
$25.1M 0.05%
679,358
+13,779
+2% +$540K
ACG
386
DELISTED
AllianceBernstein Income Fund Inc
ACG
$25M 0.05%
3,364,801
+215,178
+7% +$1.65M
HRL icon
387
Hormel Foods
HRL
$13.8B
$24.9M 0.05%
885,040
+37,564
+4% +$1.06M
EEP
388
DELISTED
Enbridge Energy Partners
EEP
$24.9M 0.05%
748,205
-122,280
-14% -$4.5M
ANDV
389
DELISTED
Andeavor
ANDV
$24.8M 0.05%
294,292
-5,469
-2% -$475K
AIZ icon
390
Assurant
AIZ
$13.9B
$24.8M 0.05%
369,733
+1,968
+0.5% +$127K
KSU
391
DELISTED
Kansas City Southern
KSU
$24.6M 0.05%
269,656
-20,982
-7% -$2.07M
BBY icon
392
Best Buy
BBY
$18.2B
$24.6M 0.05%
753,794
-6,672
-0.9% -$237K
NWL icon
393
Newell Brands
NWL
$2.42B
$24.6M 0.05%
597,642
+1,852
+0.3% +$74.2K
AZ
394
DELISTED
Allianz Se Sponsored Adr Repstg 1/10 Ord Sh
AZ
$24.6M 0.05%
1,567,737
+44,334
+3% +$695K
AVB icon
395
AvalonBay Communities
AVB
$26.6B
$24.5M 0.05%
153,240
+6,148
+4% +$1.02M
POM
396
DELISTED
PEPCO HOLDINGS, INC.
POM
$24.4M 0.05%
907,189
+181,933
+25% +$4.83M
FE icon
397
FirstEnergy
FE
$28.1B
$24.4M 0.05%
750,635
+85,466
+13% +$2.99M
AAL icon
398
American Airlines Group
AAL
$10.1B
$24.4M 0.05%
611,323
+92,545
+18% +$4.22M
ABEV icon
399
Ambev
ABEV
$48.1B
$24.3M 0.05%
3,984,782
+135,735
+4% +$839K
CRBN icon
400
iShares Low Carbon Optimized MSCI ACWI ETF
CRBN
$1.14B
$24.3M 0.05%
+248,915
New +$25M
14 15
16
17 18

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MCM
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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.