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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
LYB icon
151
LyondellBasell Industries
LYB
$19.5B
$65.6M 0.13%
633,485
+44,507
+8% +$4.48M
PX
152
DELISTED
Praxair Inc
PX
$65.4M 0.13%
546,934
+80,504
+17% +$9.81M
M icon
153
Macy's
M
$6.56B
$65.2M 0.13%
966,196
+6,388
+0.7% +$432K
BAX icon
154
Baxter International
BAX
$13.8B
$65.1M 0.13%
1,712,765
+2,496
+0.1% +$93.3K
AMT icon
155
American Tower
AMT
$81.3B
$65M 0.13%
696,342
+47,864
+7% +$4.53M
ALXN
156
DELISTED
Alexion Pharmaceuticals
ALXN
$64.9M 0.13%
358,850
+88,588
+33% +$15.3M
PRU icon
157
Prudential Financial
PRU
$42.6B
$64.5M 0.13%
736,698
-20,275
-3% -$1.72M
EMR icon
158
Emerson Electric
EMR
$83.3B
$64.4M 0.13%
1,161,071
+73,227
+7% +$4.3M
NVO
159
Novo Nordisk
NVO
$228B
$63.6M 0.12%
2,324,432
+298,672
+15% +$8.4M
SCCO icon
160
Southern Copper
SCCO
$145B
$63.3M 0.12%
2,321,034
-399,696
-15% -$11.4M
BIDU icon
161
Baidu
BIDU
$36.5B
$63.1M 0.12%
317,115
-131,242
-29% -$26.9M
APC
162
DELISTED
Anadarko Petroleum
APC
$62.8M 0.12%
804,891
+39,134
+5% +$3.39M
APD icon
163
Air Products & Chemicals
APD
$66.8B
$62.5M 0.12%
494,109
-1,980
-0.4% -$270K
ITW icon
164
Illinois Tool Works
ITW
$81.6B
$61.1M 0.12%
665,611
+79,170
+14% +$7.54M
ALL icon
165
Allstate
ALL
$68.3B
$60.8M 0.12%
937,268
-13,390
-1% -$918K
BLK icon
166
Blackrock
BLK
$170B
$60.6M 0.12%
175,172
+3,514
+2% +$1.28M
INTU icon
167
Intuit
INTU
$86.3B
$60.4M 0.12%
599,014
+18,787
+3% +$1.92M
MHFI
168
DELISTED
MCGRAW-HILL FINANCIAL INC COM
MHFI
$60.3M 0.12%
600,162
+16,938
+3% +$1.77M
ADM icon
169
Archer Daniels Midland
ADM
$38.9B
$60.1M 0.12%
1,247,063
+41,770
+3% +$2.11M
GM icon
170
General Motors
GM
$80B
$59.6M 0.12%
1,789,508
+217,087
+14% +$7.74M
CSX icon
171
CSX Corp
CSX
$93B
$59.6M 0.12%
5,477,244
+638,775
+13% +$7.4M
MMP
172
DELISTED
Magellan Midstream Partners, L.P.
MMP
$59.3M 0.12%
808,537
-110,434
-12% -$8.86M
EPD icon
173
Enterprise Products Partners
EPD
$82.5B
$59.1M 0.12%
1,976,642
-47,726
-2% -$1.56M
NXPI icon
174
NXP Semiconductors
NXPI
$61.8B
$58.4M 0.11%
595,137
+146,704
+33% +$15M
RWR icon
175
State Street SPDR Dow Jones REIT ETF
RWR
$1.87B
$58.4M 0.11%
692,281
+206,521
+43% +$18.5M
5 6
7
8 9

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AF
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MCM
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PSUF
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IA
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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.