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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
BWLD
2226
DELISTED
Buffalo Wild Wings, Inc.
BWLD
$1.45M ﹤0.01%
9,237
-4,781
-34% -$782K
INN
2227
Summit Hotel Properties
INN
$746M
$1.45M ﹤0.01%
111,175
+51,886
+88% +$691K
MEI icon
2228
Methode Electronics
MEI
$496M
$1.44M ﹤0.01%
52,428
-13,235
-20% -$593K
EIM
2229
Eaton Vance Municipal Bond Fund
EIM
$491M
$1.44M ﹤0.01%
118,153
+33,521
+40% +$418K
MYGN icon
2230
Myriad Genetics
MYGN
$270M
$1.44M ﹤0.01%
42,261
-6,030
-12% -$205K
BRK.A icon
2231
Berkshire Hathaway Class A
BRK.A
$1.1T
$1.43M ﹤0.01%
7
+4
+133% +$858K
TGS icon
2232
Transportadora de Gas del Sur
TGS
$4.79B
$1.43M ﹤0.01%
329,364
-131
-0% -$614
IPI icon
2233
Intrepid Potash
IPI
$456M
$1.43M ﹤0.01%
12,000
-1,610
-12% -$191K
VTA
2234
DELISTED
INVESCO DYNAMIC CREDIT OPPORTUNITIES FUND
VTA
$1.43M ﹤0.01%
123,163
-5,964
-5% -$72.1K
MTL
2235
DELISTED
Mechel PAO American Depository Shares, each representing two ordinary shares (ADSs)
MTL
$1.43M ﹤0.01%
580,727
-187,402
-24% -$487K
BAC.PRW.CL
2236
DELISTED
Bank of America Corporation Depositary Shares, each representing a 1/1000 th interest in a share of
BAC.PRW.CL
$1.42M ﹤0.01%
55,724
+1,029
+2% +$26.5K
ZLTQ
2237
DELISTED
ZELTIQ Aesthetics, Inc.
ZLTQ
$1.42M ﹤0.01%
48,206
-960
-2% -$29K
LCI
2238
DELISTED
Lannett Company, Inc.
LCI
$1.42M ﹤0.01%
5,956
-118
-2% -$28.3K
RYL
2239
DELISTED
RYLAND GROUP INC
RYL
$1.41M ﹤0.01%
30,495
-6,419
-17% -$285K
VVX icon
2240
V2X
VVX
$2.83B
$1.41M ﹤0.01%
56,704
+2,822
+5% +$72.7K
PHI icon
2241
PLDT
PHI
$4.25B
$1.41M ﹤0.01%
22,550
+4,419
+24% +$282K
AJRD
2242
DELISTED
Aerojet Rocketdyne Holdings
AJRD
$1.41M ﹤0.01%
68,182
-82,714
-55% -$1.73M
MDRX
2243
DELISTED
Veradigm Inc. Common Stock
MDRX
$1.4M ﹤0.01%
102,531
+22,170
+28% +$299K
EXXI
2244
DELISTED
ENERGY XXI LTD COM SHS
EXXI
$1.4M ﹤0.01%
533,646
+321,943
+152% +$1.19M
SFNC icon
2245
Simmons First National
SFNC
$3.41B
$1.4M ﹤0.01%
59,900
-33,220
-36% -$738K
BID
2246
DELISTED
Sotheby's
BID
$1.4M ﹤0.01%
30,877
-1,573
-5% -$69.6K
LRN icon
2247
Stride
LRN
$3.41B
$1.4M ﹤0.01%
110,298
+5,622
+5% +$83.7K
OIS icon
2248
Oil States International
OIS
$489M
$1.39M ﹤0.01%
37,441
-150,288
-80% -$6.32M
TMHC
2249
DELISTED
Taylor Morrison
TMHC
$1.39M ﹤0.01%
68,359
+7,365
+12% +$146K
HMHC
2250
DELISTED
Houghton Mifflin Harcourt Company
HMHC
$1.39M ﹤0.01%
55,255
+12,335
+29% +$306K
88 89
90
91 92

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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.