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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
+2.08%
1 Year Est. Return
+18.52%
3 Year Est. Return
+86.84%
5 Year Est. Return
+137.89%
10 Year Est. Return
–
AUM
$49.7B
AUM Growth
+$2.26B
Cap. Flow
+$1.71B
Cap. Flow %
3.44%
Top 10 Hldgs %
12.03%
Holding
4,141
New
143
Increased
2,398
Reduced
1,364
Closed
193

Top Buys

Rank Stock Value
1
FTSM icon
First Trust Enhanced Short Maturity ETF
FTSM
+$77.8M
2
AGN
Allergan plc
AGN
+$75.8M
3
VOO icon
Vanguard S&P 500 ETF
VOO
+$56.5M
4
VGK icon
Vanguard FTSE Europe ETF
VGK
+$47.1M
5
RWR icon
State Street SPDR Dow Jones REIT ETF
RWR
+$46.2M

Top Sells

Rank Stock Value
1
AGN
Allergan Inc
AGN
+$131M
2
IWL icon
iShares Russell Top 200 ETF
IWL
+$87M
3
COV
COVIDIEN PLC COM SHS NEW (IRELAND)
COV
+$67.8M
4
FXG icon
First Trust Consumer Staples AlphaDEX Fund
FXG
+$43.6M
5
FXL icon
First Trust Technology AlphaDEX Fund
FXL
+$43.6M

Sector Composition

Rank Sector Weight
1 Financials 13.12%
2 Healthcare 12.89%
3 Technology 12.84%
4 Industrials 9.14%
5 Consumer Discretionary 8.11%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
BBRG
2501
DELISTED
Bravo Brio Restaurant Group Inc.
BBRG
$988K ﹤0.01%
67,288
+6,178
+10% +$84.8K
RBS.PRL.CL
2502
DELISTED
Royal Bank Of Scotland Group Plc
RBS.PRL.CL
$988K ﹤0.01%
40,583
+1,421
+4% +$34.2K
MTH icon
2503
Meritage Homes
MTH
$4.78B
$985K ﹤0.01%
40,500
+3,624
+10% +$73.2K
LMOS
2504
DELISTED
Lumos Networks Corp
LMOS
$985K ﹤0.01%
64,554
-17,404
-21% -$293K
WEB
2505
DELISTED
Web.com Group, Inc.
WEB
$984K ﹤0.01%
51,902
-3,851
-7% -$66.8K
KCLI
2506
DELISTED
KANSAS CITY LIFE INS CO NEW (MO)
KCLI
$980K ﹤0.01%
21,341
+1,815
+9% +$84.3K
HMSY
2507
DELISTED
HMS Holdings Corp.
HMSY
$979K ﹤0.01%
63,344
+8,959
+16% +$168K
GEN
2508
DELISTED
Genesis Healthcare, Inc.
GEN
$979K ﹤0.01%
+137,536
New +$1.04M
CLNY
2509
DELISTED
Colony Capital, Inc.
CLNY
$979K ﹤0.01%
37,784
+2,242
+6% +$56.2K
OCLR
2510
DELISTED
Oclaro Inc.
OCLR
$974K ﹤0.01%
492,166
+2,632
+0.5% +$4.4K
PWE
2511
DELISTED
Penn West Energy Petroleum Ltd
PWE
$970K ﹤0.01%
587,816
+470,865
+403% +$869K
AMH icon
2512
American Homes 4 Rent
AMH
$12.1B
$968K ﹤0.01%
58,482
-14,787
-20% -$247K
EXL
2513
DELISTED
EXCEL TRUST , INC COM STK
EXL
$967K ﹤0.01%
68,964
+4,192
+6% +$58.2K
JPM.PRD.CL
2514
DELISTED
JPMorgan Chase & Co.
JPM.PRD.CL
$965K ﹤0.01%
38,898
+1,290
+3% +$31.3K
MDRX
2515
DELISTED
Veradigm Inc. Common Stock
MDRX
$961K ﹤0.01%
80,361
+27,658
+52% +$338K
JOBS
2516
DELISTED
51job Inc
JOBS
$957K ﹤0.01%
29,647
+228
+0.8% +$7.88K
VSLR
2517
DELISTED
VIVINT SOLAR, INC.
VSLR
$957K ﹤0.01%
+78,840
New +$745K
PKY
2518
DELISTED
Parkway, Inc.
PKY
$956K ﹤0.01%
55,129
-20,187
-27% -$360K
ACW
2519
DELISTED
Accuride Corp
ACW
$953K ﹤0.01%
204,517
-16,460
-7% -$78K
ACWI icon
2520
iShares MSCI ACWI ETF
ACWI
$32B
$952K ﹤0.01%
15,859
-3,851
-20% -$229K
HRG
2521
DELISTED
HRG Group, Inc.
HRG
$951K ﹤0.01%
76,217
+26,942
+55% +$340K
OMN
2522
DELISTED
OMNOVA Solutions Inc.
OMN
$950K ﹤0.01%
111,382
+6,051
+6% +$47.3K
WTI icon
2523
W&T Offshore
WTI
$525M
$948K ﹤0.01%
185,422
+50,957
+38% +$296K
GBL
2524
DELISTED
GAMCO Investors, Inc.
GBL
$948K ﹤0.01%
22,425
-2,216
-9% -$95.5K
LMNX
2525
DELISTED
Luminex Corp
LMNX
$947K ﹤0.01%
59,167
-4,909
-8% -$82.4K
99 100
101
102 103

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MCM
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PSUF
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BAM
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Parametric Portfolio Associates's Q1 2015 Portfolio in Review

As of Q1 2015, Parametric Portfolio Associates held 4,141 positions worth $49.7B, up 4.8% from $47.4B the previous quarter. Its ten largest holdings account for 12% of the portfolio.

Parametric Portfolio Associates deployed $1.71B of net new capital in Q1 2015, opening 143 new positions and adding to 2,398 existing holdings. Its largest new stake was First Trust Enhanced Short Maturity ETF: 1,296,127 shares worth $77.8M.

By sector, the portfolio is most concentrated in Financials at 13% of assets, down from 14% a quarter earlier, followed by Healthcare and Technology.

On the sell side, the largest reduction was iShares Core S&P 500 ETF, an estimated $40.3M trimmed.

  • Parametric Portfolio Associates's largest Q1 2015 buy was First Trust Enhanced Short Maturity ETF: 1,296,127 shares worth $77.8M.
  • Parametric Portfolio Associates added most to Allergan plc in Q1 2015, an estimated $75.8M increase.
  • Parametric Portfolio Associates's biggest Q1 2015 reduction was iShares Core S&P 500 ETF, cutting an estimated $40.3M.
  • Parametric Portfolio Associates fully exited Allergan Inc in Q1 2015, selling an estimated $131M.
  • Parametric Portfolio Associates's ten largest holdings make up 12% of its $49.7B portfolio in Q1 2015.
  • Parametric Portfolio Associates opened 143 new positions and closed 193 in Q1 2015.
  • Parametric Portfolio Associates's portfolio value rose 4.8% quarter-over-quarter to $49.7B.

Based on Parametric Portfolio Associates's 13F filing for Q1 2015, filed 18 May 2015.