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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
TV icon
176
Televisa
TV
$1.52B
$58.3M 0.11%
1,501,777
+189,029
+14% +$6.97M
CB
177
DELISTED
CHUBB CORPORATION
CB
$58.3M 0.11%
612,293
+31,258
+5% +$3.09M
PAA icon
178
Plains All American Pipeline
PAA
$17.5B
$57.7M 0.11%
1,324,942
-2,527
-0.2% -$121K
STI
179
DELISTED
SunTrust Banks, Inc.
STI
$57.7M 0.11%
1,341,189
+22,812
+2% +$970K
AFL icon
180
Aflac
AFL
$64.8B
$57.6M 0.11%
1,851,088
+9,870
+0.5% +$312K
AEP icon
181
American Electric Power
AEP
$69.5B
$57.2M 0.11%
1,079,680
-13,532
-1% -$749K
VIAB
182
DELISTED
Viacom Inc. Class B
VIAB
$57.2M 0.11%
884,710
+19,350
+2% +$1.31M
DAL icon
183
Delta Air Lines
DAL
$58.3B
$57.1M 0.11%
1,390,436
+73,927
+6% +$3.23M
CAH icon
184
Cardinal Health
CAH
$53.2B
$56.9M 0.11%
680,603
+33,680
+5% +$2.97M
APH icon
185
Amphenol
APH
$197B
$56.8M 0.11%
3,919,100
+443,360
+13% +$6.37M
SRCL
186
DELISTED
Stericycle Inc
SRCL
$56.7M 0.11%
423,529
+11,868
+3% +$1.63M
ICE icon
187
Intercontinental Exchange
ICE
$88.4B
$56.4M 0.11%
1,261,660
+32,600
+3% +$1.51M
AMAT icon
188
Applied Materials
AMAT
$398B
$55.9M 0.11%
2,908,366
-587,948
-17% -$12.1M
NFLX icon
189
Netflix
NFLX
$305B
$55.8M 0.11%
5,947,060
+250,390
+4% +$2.1M
MJN
190
DELISTED
Mead Johnson Nutrition Company
MJN
$55.7M 0.11%
617,028
-1,649
-0.3% -$159K
EA icon
191
Electronic Arts
EA
$52.9B
$55.2M 0.11%
830,337
+28,508
+4% +$1.75M
CB icon
192
Chubb
CB
$135B
$55.1M 0.11%
542,326
-23,306
-4% -$2.51M
BUD icon
193
AB InBev
BUD
$166B
$54.6M 0.11%
452,870
+23,648
+6% +$2.9M
BDX icon
194
Becton Dickinson
BDX
$45.6B
$54.5M 0.11%
394,527
+46,419
+13% +$6.41M
AGG icon
195
iShares Core US Aggregate Bond ETF
AGG
$138B
$54.5M 0.11%
501,140
+42,361
+9% +$4.66M
BBWI icon
196
Bath & Body Works
BBWI
$4.02B
$54.5M 0.11%
786,314
+3,895
+0.5% +$280K
AMP icon
197
Ameriprise Financial
AMP
$48.1B
$54.5M 0.11%
435,964
-29,005
-6% -$3.7M
PEG icon
198
Public Service Enterprise Group
PEG
$38.6B
$54M 0.11%
1,374,424
-50,419
-4% -$2.09M
EIX icon
199
Edison International
EIX
$30.3B
$53.7M 0.1%
966,447
-13,989
-1% -$840K
IWB icon
200
iShares Russell 1000 ETF
IWB
$47.9B
$53.7M 0.1%
462,739
+435,450
+1,596% +$51.3M
6 7
8
9 10

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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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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.