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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
CTSH icon
76
Cognizant
CTSH
$24.3B
$115M 0.23%
1,885,910
+111,671
+6% +$7.01M
OXY icon
77
Occidental Petroleum
OXY
$55.6B
$113M 0.22%
1,453,709
+188,677
+15% +$14.7M
NOC icon
78
Northrop Grumman
NOC
$76B
$113M 0.22%
709,725
-3,492
-0.5% -$559K
DD icon
79
DuPont de Nemours
DD
$18.7B
$110M 0.22%
850,085
+29,631
+4% +$3.84M
EOG icon
80
EOG Resources
EOG
$77.5B
$109M 0.21%
1,249,987
+79,979
+7% +$7.39M
PSX icon
81
Phillips 66
PSX
$84.4B
$108M 0.21%
1,345,977
+51,052
+4% +$4.06M
TRV icon
82
Travelers Companies
TRV
$78.4B
$108M 0.21%
1,116,989
+1,911
+0.2% +$196K
MCK icon
83
McKesson
MCK
$101B
$107M 0.21%
475,414
+21,117
+5% +$4.88M
EMC
84
DELISTED
EMC CORPORATION
EMC
$107M 0.21%
4,035,663
+53,543
+1% +$1.43M
ADBE icon
85
Adobe
ADBE
$98.5B
$106M 0.21%
1,312,270
+23,658
+2% +$1.85M
PNC icon
86
PNC Financial Services
PNC
$99.2B
$105M 0.2%
1,095,064
+48,747
+5% +$4.61M
TWC
87
DELISTED
TIME WARNER CABLE INC NEW COM STK
TWC
$104M 0.2%
585,258
-7,320
-1% -$1.21M
DHR icon
88
Danaher
DHR
$138B
$104M 0.2%
1,810,620
+70,368
+4% +$4.03M
COF icon
89
Capital One
COF
$129B
$104M 0.2%
1,180,062
+42,706
+4% +$3.59M
AET
90
DELISTED
Aetna Inc
AET
$102M 0.2%
797,986
+22,628
+3% +$2.58M
CL icon
91
Colgate-Palmolive
CL
$73.3B
$101M 0.2%
1,545,354
+53,917
+4% +$3.66M
FDX icon
92
FedEx
FDX
$73B
$98.7M 0.19%
579,026
+27,974
+5% +$4.87M
ACN icon
93
Accenture
ACN
$99.9B
$97.8M 0.19%
1,010,988
+63,080
+7% +$6.03M
NVS icon
94
Novartis
NVS
$301B
$97.8M 0.19%
1,109,320
+84,794
+8% +$7.78M
BKNG icon
95
Booking.com
BKNG
$150B
$95.9M 0.19%
2,083,050
-29,000
-1% -$1.38M
USB icon
96
US Bancorp
USB
$98B
$95.5M 0.19%
2,200,650
+6,414
+0.3% +$280K
RAI
97
DELISTED
Reynolds American Inc
RAI
$94.9M 0.19%
2,542,864
+752,724
+42% +$28.2M
VLO icon
98
Valero Energy
VLO
$92.6B
$94M 0.18%
1,501,182
+87,100
+6% +$5.14M
CI icon
99
Cigna
CI
$76.1B
$93.9M 0.18%
579,847
+852
+0.1% +$118K
DXJ icon
100
WisdomTree Japan Hedged Equity Fund
DXJ
$7.13B
$92.3M 0.18%
1,614,213
+222,143
+16% +$12.9M
2 3
4
5 6

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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.