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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
EXC icon
201
Exelon
EXC
$46.6B
$53.6M 0.1%
2,392,443
+389,002
+19% +$9.32M
D icon
202
Dominion Energy
D
$61.3B
$53.4M 0.1%
798,333
-39,213
-5% -$2.76M
AON icon
203
Aon
AON
$78.3B
$52.3M 0.1%
525,136
-888
-0.2% -$88.9K
YHOO
204
DELISTED
Yahoo Inc
YHOO
$52.1M 0.1%
1,325,276
+52,080
+4% +$2.24M
SNY icon
205
Sanofi
SNY
$103B
$51.1M 0.1%
1,031,262
+60,304
+6% +$3.06M
HIG icon
206
Hartford Financial Services
HIG
$39.2B
$50.9M 0.1%
1,225,352
+4,172
+0.3% +$174K
GLW icon
207
Corning
GLW
$116B
$50.4M 0.1%
2,553,711
-23
-0% -$492
KEY icon
208
KeyCorp
KEY
$24.2B
$49.9M 0.1%
3,325,389
-67,313
-2% -$992K
HSBC icon
209
HSBC
HSBC
$367B
$49.9M 0.1%
1,249,591
+241,050
+24% +$10M
SYK icon
210
Stryker
SYK
$133B
$49.6M 0.1%
519,128
+4,030
+0.8% +$382K
TFC icon
211
Truist Financial
TFC
$63.5B
$49.6M 0.1%
1,229,355
+118,980
+11% +$4.71M
JCI icon
212
Johnson Controls International
JCI
$87.8B
$48.2M 0.09%
929,564
+25,061
+3% +$1.34M
DG icon
213
Dollar General
DG
$28.1B
$47.8M 0.09%
614,416
+63,535
+12% +$4.79M
NSC icon
214
Norfolk Southern
NSC
$75B
$47.2M 0.09%
540,029
-32,063
-6% -$3.12M
WDC icon
215
Western Digital
WDC
$184B
$47M 0.09%
793,071
-8,543
-1% -$612K
CF icon
216
CF Industries
CF
$19.3B
$47M 0.09%
730,397
+76,407
+12% +$4.65M
ISRG icon
217
Intuitive Surgical
ISRG
$126B
$46.7M 0.09%
867,600
-14,814
-2% -$829K
LUV icon
218
Southwest Airlines
LUV
$22.3B
$46.6M 0.09%
1,408,883
-66,658
-5% -$2.61M
LNC icon
219
Lincoln National
LNC
$8.8B
$46.6M 0.09%
786,826
+10,503
+1% +$615K
RF icon
220
Regions Financial
RF
$26.3B
$45.9M 0.09%
4,434,518
+167,917
+4% +$1.69M
LVLT
221
DELISTED
Level 3 Communications Inc
LVLT
$45.5M 0.09%
863,553
+84,171
+11% +$4.61M
CME icon
222
CME Group
CME
$96.1B
$45.3M 0.09%
486,586
+32,254
+7% +$3.01M
MWE
223
DELISTED
MARKWEST ENERGY PARTNERS, LP
MWE
$45M 0.09%
797,813
-37,479
-4% -$2.42M
FITB
224
Fifth Third Bancorp
FITB
$51.3B
$44.5M 0.09%
2,137,765
+38,726
+2% +$785K
SYY icon
225
Sysco
SYY
$40.6B
$44.3M 0.09%
1,227,200
+74,791
+6% +$2.8M
7 8
9
10 11

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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.