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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
PARA
126
DELISTED
Paramount Global Class B
PARA
$76.4M 0.15%
1,377,325
-1,598
-0.1% -$96.5K
TFCFA
127
DELISTED
Twenty-First Century Fox, Inc. Class A
TFCFA
$75M 0.15%
2,304,821
-98,855
-4% -$3.32M
HAL icon
128
Halliburton
HAL
$26.4B
$74.2M 0.14%
1,722,064
+72,396
+4% +$3.34M
ETP
129
DELISTED
Energy Transfer Partners L.p.
ETP
$73.6M 0.14%
1,410,139
+207,531
+17% +$11.6M
ECL icon
130
Ecolab
ECL
$78.6B
$73.5M 0.14%
650,243
+55,342
+9% +$6.36M
GIS icon
131
General Mills
GIS
$19.4B
$73.2M 0.14%
1,313,564
+170,673
+15% +$9.56M
PPG icon
132
PPG Industries
PPG
$25B
$73.1M 0.14%
637,089
+36,661
+6% +$4.19M
TJX icon
133
TJX Companies
TJX
$176B
$72.7M 0.14%
2,195,860
+2,832
+0.1% +$94.2K
DE icon
134
Deere & Co
DE
$162B
$72.2M 0.14%
743,497
+61,194
+9% +$5.57M
MS icon
135
Morgan Stanley
MS
$330B
$72M 0.14%
1,855,998
+51,984
+3% +$1.98M
SPY icon
136
State Street SPDR S&P 500 ETF Trust
SPY
$784B
$71.4M 0.14%
346,832
+15,153
+5% +$3.19M
HCA icon
137
HCA Healthcare
HCA
$85.7B
$70.4M 0.14%
776,257
+113,382
+17% +$9.08M
KMI icon
138
Kinder Morgan
KMI
$70.5B
$70.2M 0.14%
1,828,876
+122,586
+7% +$5.12M
GD icon
139
General Dynamics
GD
$103B
$69.9M 0.14%
493,356
-7,043
-1% -$978K
TEVA icon
140
Teva Pharmaceuticals
TEVA
$41.2B
$69.7M 0.14%
1,179,846
+148,453
+14% +$9.16M
DFS
141
DELISTED
Discover Financial Services
DFS
$69.6M 0.14%
1,207,887
-29,872
-2% -$1.75M
BNY
142
Bank of New York Mellon
BNY
$106B
$69.3M 0.14%
1,652,346
-58,830
-3% -$2.51M
EL icon
143
Estee Lauder
EL
$30.7B
$69.1M 0.14%
797,538
+64,355
+9% +$5.55M
SO icon
144
Southern Company
SO
$106B
$67.6M 0.13%
1,613,972
+56,068
+4% +$2.44M
YUM icon
145
Yum! Brands
YUM
$43.3B
$67.5M 0.13%
1,042,919
+25,892
+3% +$1.64M
RTN
146
DELISTED
Raytheon Company
RTN
$67M 0.13%
700,112
-5,022
-0.7% -$526K
STT icon
147
State Street
STT
$50.2B
$66.8M 0.13%
866,938
+46,659
+6% +$3.63M
TM icon
148
Toyota
TM
$227B
$66.5M 0.13%
497,350
+52,137
+12% +$7.19M
CCI icon
149
Crown Castle
CCI
$33.4B
$66.2M 0.13%
824,191
+29,209
+4% +$2.44M
SHPG
150
DELISTED
Shire pic
SHPG
$65.8M 0.13%
272,282
+17,617
+7% +$4.37M
4 5
6
7 8

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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.