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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
VOYA icon
451
Voya Financial
VOYA
$9.04B
$21.1M 0.04%
454,857
+32,161
+8% +$1.45M
EW icon
452
Edwards Lifesciences
EW
$49.5B
$20.9M 0.04%
880,932
+196,332
+29% +$4.43M
NTRS icon
453
Northern Trust
NTRS
$22.5B
$20.9M 0.04%
273,017
+10,947
+4% +$816K
HSP
454
DELISTED
HOSPIRA INC
HSP
$20.9M 0.04%
235,256
-42,088
-15% -$3.71M
VTR icon
455
Ventas
VTR
$47.6B
$20.8M 0.04%
293,744
-13,029
-4% -$1.02M
PNR icon
456
Pentair
PNR
$10.4B
$20.7M 0.04%
449,389
+4,955
+1% +$210K
MOS icon
457
The Mosaic Company
MOS
$7.06B
$20.7M 0.04%
442,341
+58,466
+15% +$2.65M
MORN icon
458
Morningstar
MORN
$7.18B
$20.7M 0.04%
260,294
+1,123
+0.4% +$86K
SNDK
459
DELISTED
SANDISK CORP
SNDK
$20.7M 0.04%
355,431
-4,330
-1% -$290K
TSLA icon
460
Tesla
TSLA
$1.22T
$20.6M 0.04%
1,153,245
+54,510
+5% +$862K
FTI icon
461
TechnipFMC
FTI
$28.4B
$20.6M 0.04%
668,063
+38,050
+6% +$1.17M
MCHP icon
462
Microchip Technology
MCHP
$40.6B
$20.6M 0.04%
869,256
+188,264
+28% +$4.57M
AA icon
463
Alcoa
AA
$12B
$20.6M 0.04%
768,122
-130,399
-15% -$4.04M
EXPE icon
464
Expedia Group
EXPE
$35.5B
$20.6M 0.04%
188,024
-39
-0% -$4.03K
UL icon
465
Unilever
UL
$137B
$20.5M 0.04%
423,560
+57,104
+16% +$2.82M
DOC icon
466
Healthpeak Properties
DOC
$15.1B
$20.4M 0.04%
615,081
-42,654
-6% -$1.55M
RGA icon
467
Reinsurance Group of America
RGA
$15.6B
$20.4M 0.04%
214,960
+1,552
+0.7% +$146K
TIF
468
DELISTED
Tiffany & Co.
TIF
$20.1M 0.04%
219,107
+9,393
+4% +$840K
IPG
469
DELISTED
Interpublic Group of Companies
IPG
$20.1M 0.04%
1,042,166
+4,025
+0.4% +$83.5K
BBVA icon
470
Banco Bilbao Vizcaya Argentaria
BBVA
$154B
$19.9M 0.04%
2,125,785
+423,635
+25% +$4.09M
AVY icon
471
Avery Dennison
AVY
$13B
$19.9M 0.04%
326,866
-7,627
-2% -$443K
BMRN icon
472
BioMarin Pharmaceuticals
BMRN
$11.5B
$19.9M 0.04%
145,431
-24,362
-14% -$3.02M
CA
473
DELISTED
CA, Inc.
CA
$19.8M 0.04%
676,603
+20,287
+3% +$630K
TXT icon
474
Textron
TXT
$14.8B
$19.8M 0.04%
443,471
-14,174
-3% -$644K
BVN icon
475
Compañía de Minas Buenaventura
BVN
$7.68B
$19.8M 0.04%
1,902,894
-248,417
-12% -$2.72M
17 18
19
20 21

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NIPH
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AF
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MCM
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PSUF
People's United Financial Bridgeport, Connecticut $3.51B AUM 12.24% 1-Year Est. Return
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.