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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
MON
101
DELISTED
Monsanto Co
MON
$92.1M 0.18%
864,346
-33,886
-4% -$3.93M
KRFT
102
DELISTED
KRAFT FOODS GROUP INC COM STK (VA)
KRFT
$91.1M 0.18%
1,070,531
+58,834
+6% +$5.06M
UPS icon
103
United Parcel Service
UPS
$89.5B
$89.9M 0.18%
927,326
+48,071
+5% +$4.78M
LMT icon
104
Lockheed Martin
LMT
$132B
$88.8M 0.17%
477,747
-12,616
-3% -$2.43M
SPG icon
105
Simon Property Group
SPG
$74.7B
$88.1M 0.17%
509,446
+3,212
+0.6% +$590K
VNQ icon
106
Vanguard Real Estate ETF
VNQ
$39.4B
$87.4M 0.17%
1,170,145
+1,001,969
+596% +$80.1M
DD
107
DELISTED
Du Pont De Nemours E I
DD
$86.9M 0.17%
1,430,966
+12,261
+0.9% +$826K
HUM icon
108
Humana
HUM
$44B
$85.8M 0.17%
448,718
-70,646
-14% -$13.1M
MET icon
109
MetLife
MET
$62.5B
$85.6M 0.17%
1,715,220
+23,288
+1% +$1.1M
CAT icon
110
Caterpillar
CAT
$373B
$85.1M 0.17%
1,003,670
+84,385
+9% +$7.26M
ADP icon
111
Automatic Data Processing
ADP
$105B
$85M 0.17%
1,058,986
+94,084
+10% +$8.02M
KMB icon
112
Kimberly-Clark
KMB
$36.6B
$84.8M 0.17%
799,995
+33,330
+4% +$3.63M
CRM icon
113
Salesforce
CRM
$148B
$84.4M 0.16%
1,211,598
+98,267
+9% +$7M
TMO icon
114
Thermo Fisher Scientific
TMO
$214B
$83.8M 0.16%
645,626
+16,550
+3% +$2.16M
AMX icon
115
America Movil
AMX
$76B
$83.1M 0.16%
3,899,427
-2,249,083
-37% -$47.4M
F icon
116
Ford
F
$59.3B
$83M 0.16%
5,530,200
+67,539
+1% +$1.05M
MPC icon
117
Marathon Petroleum
MPC
$91.7B
$82.5M 0.16%
1,577,980
+117,642
+8% +$5.99M
WMB icon
118
Williams Companies
WMB
$86.7B
$82.5M 0.16%
1,437,806
+86,338
+6% +$4.45M
EFA icon
119
iShares MSCI EAFE ETF
EFA
$78.5B
$82M 0.16%
1,291,832
-310,657
-19% -$20.7M
BAP icon
120
Credicorp
BAP
$32B
$81.8M 0.16%
588,940
-106,959
-15% -$15.6M
SCHW
121
Charles Schwab
SCHW
$181B
$81.3M 0.16%
2,491,054
+92,155
+4% +$2.91M
COR icon
122
Cencora
COR
$60.7B
$80.7M 0.16%
759,079
+2,150
+0.3% +$242K
DUK icon
123
Duke Energy
DUK
$98.4B
$80.3M 0.16%
1,136,778
+99,940
+10% +$7.55M
NEE icon
124
NextEra Energy
NEE
$183B
$80.2M 0.16%
3,271,944
+219,600
+7% +$5.58M
VWO icon
125
Vanguard FTSE Emerging Markets ETF
VWO
$119B
$77.1M 0.15%
1,885,616
+400,655
+27% +$17.2M
3 4
5
6 7

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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.