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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
RRC icon
701
Range Resources
RRC
$9.38B
$11.4M 0.02%
231,410
+83,887
+57% +$4.79M
WSM icon
702
Williams-Sonoma
WSM
$26.9B
$11.4M 0.02%
277,686
+538
+0.2% +$21K
TDG icon
703
TransDigm Group
TDG
$70.2B
$11.4M 0.02%
50,758
+63
+0.1% +$14.1K
VCSH icon
704
Vanguard Short-Term Corporate Bond ETF
VCSH
$44.7B
$11.4M 0.02%
142,920
-9,537
-6% -$763K
VRSK icon
705
Verisk Analytics
VRSK
$25.4B
$11.4M 0.02%
156,139
+12,079
+8% +$888K
PKG icon
706
Packaging Corp of America
PKG
$21.9B
$11.4M 0.02%
181,645
-25,540
-12% -$1.8M
ARG
707
DELISTED
Airgas Inc
ARG
$11.3M 0.02%
107,213
+3,859
+4% +$403K
JBLU icon
708
JetBlue
JBLU
$2.28B
$11.3M 0.02%
545,410
+37,289
+7% +$755K
CEO
709
DELISTED
CNOOC Limited
CEO
$11.3M 0.02%
79,717
+21,000
+36% +$3.32M
KEX icon
710
Kirby Corp
KEX
$7.01B
$11.3M 0.02%
147,390
-5,271
-3% -$418K
SCG
711
DELISTED
Scana
SCG
$11.3M 0.02%
223,008
-76,791
-26% -$4.05M
FCN icon
712
FTI Consulting
FCN
$4.4B
$11.2M 0.02%
272,250
+30
+0% +$1.2K
SNA icon
713
Snap-on
SNA
$21.2B
$11.2M 0.02%
70,449
+960
+1% +$148K
EXG icon
714
Eaton Vance Tax-Managed Global Diversified Equity Income Fund
EXG
$2.97B
$11.2M 0.02%
1,156,701
-636,101
-35% -$6.32M
FSL
715
DELISTED
FREESCALE SEMICONDUCTOR LTD
FSL
$11.2M 0.02%
280,209
-103,155
-27% -$4.28M
CCK icon
716
Crown Holdings
CCK
$12.8B
$11.2M 0.02%
211,229
+6,214
+3% +$342K
RIG icon
717
Transocean
RIG
$5.89B
$11.2M 0.02%
692,341
+84,743
+14% +$1.53M
NPI
718
DELISTED
NUVEEN PREMIUN INC MUN FUND
NPI
$11.1M 0.02%
847,578
+101,022
+14% +$1.36M
EVV
719
Eaton Vance Limited Duration Income Fund
EVV
$1.06B
$11.1M 0.02%
824,491
+3,469
+0.4% +$49.4K
BLKB icon
720
Blackbaud
BLKB
$1.94B
$11.1M 0.02%
194,731
-1,375
-0.7% -$71.8K
WAB icon
721
Wabtec
WAB
$49.1B
$11.1M 0.02%
117,493
+3,190
+3% +$313K
RVTY icon
722
Revvity
RVTY
$12.6B
$11.1M 0.02%
210,325
+186
+0.1% +$9.7K
WX
723
DELISTED
WUXI PHARMATECH, CAYMAN INC REPSTG 8 ORD SHS
WX
$11M 0.02%
260,857
-13,344
-5% -$563K
HOLX
724
DELISTED
Hologic
HOLX
$11M 0.02%
289,509
-3,549
-1% -$124K
SYT
725
DELISTED
Syngenta Ag
SYT
$11M 0.02%
134,837
-76,422
-36% -$6.14M
27 28
29
30 31

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MCM
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PSUF
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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.