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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
XEL icon
401
Xcel Energy
XEL
$49B
$24.2M 0.05%
753,007
+18,533
+3% +$623K
PXD
402
DELISTED
Pioneer Natural Resource Co.
PXD
$24.1M 0.05%
173,946
+1,721
+1% +$273K
MNST icon
403
Monster Beverage
MNST
$94.4B
$24.1M 0.05%
1,077,648
+108,138
+11% +$2.41M
BWA icon
404
BorgWarner
BWA
$13B
$24.1M 0.05%
480,898
-13,453
-3% -$718K
SMFG icon
405
Sumitomo Mitsui Financial
SMFG
$165B
$24.1M 0.05%
2,706,557
+206,273
+8% +$1.79M
ETFC
406
DELISTED
E*Trade Financial Corporation
ETFC
$24.1M 0.05%
803,213
-81,195
-9% -$2.39M
CBRE icon
407
CBRE Group
CBRE
$42.3B
$23.9M 0.05%
646,508
-26,338
-4% -$1,000K
TYC
408
DELISTED
TYCO INTL PLC COM SHS (IRL)
TYC
$23.9M 0.05%
593,629
-24,921
-4% -$1.06M
MKL icon
409
Markel Group
MKL
$23.3B
$23.8M 0.05%
29,769
-240
-0.8% -$187K
MUFG icon
410
Mitsubishi UFJ Financial
MUFG
$254B
$23.8M 0.05%
3,300,616
+371,868
+13% +$2.65M
AOD
411
abrdn Total Dynamic Dividend Fund
AOD
$1.1B
$23.8M 0.05%
2,755,689
+329,077
+14% +$2.95M
HOT
412
DELISTED
STARWOOD HOTELS & RESORTS WORLDWIDE, INC.
HOT
$23.8M 0.05%
293,565
+19,876
+7% +$1.66M
NUE icon
413
Nucor
NUE
$58.8B
$23.8M 0.05%
539,449
+101,053
+23% +$4.85M
MKC icon
414
McCormick & Company Non-Voting
MKC
$13.7B
$23.6M 0.05%
583,824
+39,220
+7% +$1.53M
MU icon
415
Micron Technology
MU
$946B
$23.5M 0.05%
1,248,193
-397,118
-24% -$10.6M
AEE icon
416
Ameren
AEE
$30.3B
$23.5M 0.05%
623,727
+27,739
+5% +$1.11M
CS
417
DELISTED
Credit Suisse Group
CS
$23.5M 0.05%
850,297
+192,700
+29% +$5.21M
LRCX icon
418
Lam Research
LRCX
$375B
$23.5M 0.05%
2,883,400
+67,810
+2% +$532K
GWW icon
419
W.W. Grainger
GWW
$65.2B
$23.4M 0.05%
98,682
+11,483
+13% +$2.78M
FDO
420
DELISTED
FAMILY DOLLAR STORES
FDO
$23.2M 0.05%
294,611
+117,121
+66% +$9.23M
OCR
421
DELISTED
OMNICARE INC
OCR
$23.2M 0.05%
246,167
-22,192
-8% -$1.98M
WU icon
422
Western Union
WU
$2.07B
$23.2M 0.05%
1,139,593
+47,940
+4% +$1.02M
AKZOY
423
DELISTED
Akzo Nobel NV
AKZOY
$23.1M 0.05%
951,476
+65,253
+7% +$1.59M
ROK icon
424
Rockwell Automation
ROK
$52.8B
$23.1M 0.05%
185,125
+14,965
+9% +$1.8M
MGA icon
425
Magna International
MGA
$18.1B
$22.8M 0.04%
407,336
+98,186
+32% +$5.46M
15 16
17
18 19

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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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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.