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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
WWD icon
2526
Woodward
WWD
$23B
$946K ﹤0.01%
18,540
-3,764
-17% -$180K
MSFG
2527
DELISTED
MainSource Financial Group Inc
MSFG
$946K ﹤0.01%
48,160
-3,701
-7% -$71.7K
ACOR
2528
DELISTED
Acorda Therapeutics
ACOR
$945K ﹤0.01%
237
+5
+2% +$22.9K
ANDX
2529
DELISTED
Andeavor Logistics LP
ANDX
$945K ﹤0.01%
17,558
+12,294
+234% +$677K
SJR
2530
DELISTED
Shaw Communications Inc.
SJR
$943K ﹤0.01%
42,047
+3,335
+9% +$79.3K
MG icon
2531
Mistras Group
MG
$477M
$941K ﹤0.01%
48,861
+5,664
+13% +$110K
BBT.PRE.CL
2532
DELISTED
BB&T Corporation Depositary Shares each representing 1/1,000th interest in a share of Series E Non-C
BBT.PRE.CL
$940K ﹤0.01%
37,159
+1,174
+3% +$29.4K
NYRT
2533
DELISTED
New York REIT, Inc.
NYRT
$937K ﹤0.01%
8,937
-2,736
-23% -$286K
STT.PRE.CL
2534
DELISTED
State Street Corporation Depository Shares, each representing a 1/4,000th ownership interest in a sh
STT.PRE.CL
$936K ﹤0.01%
36,672
+9,907
+37% +$252K
IVW icon
2535
iShares S&P 500 Growth ETF
IVW
$70.5B
$934K ﹤0.01%
32,784
-12,604
-28% -$358K
ECHO
2536
DELISTED
Echo Global Logistics, Inc.
ECHO
$934K ﹤0.01%
34,266
-4,399
-11% -$120K
XPRO icon
2537
Expro Ltd
XPRO
$1.64B
$933K ﹤0.01%
8,313
-1,999
-19% -$203K
CVLG icon
2538
Covenant Logistics
CVLG
$1.04B
$926K ﹤0.01%
55,850
+17,244
+45% +$262K
ICL icon
2539
ICL Group
ICL
$6.58B
$926K ﹤0.01%
130,596
+50,405
+63% +$362K
PRIM icon
2540
Primoris Services
PRIM
$4.06B
$925K ﹤0.01%
53,810
+890
+2% +$17.4K
IVE icon
2541
iShares S&P 500 Value ETF
IVE
$49.1B
$922K ﹤0.01%
9,961
-1,259
-11% -$117K
GSJ.CL
2542
DELISTED
The Goldman Sachs Group Inc
GSJ.CL
$922K ﹤0.01%
33,983
+1,109
+3% +$29.8K
III icon
2543
Information Services Group
III
$204M
$921K ﹤0.01%
230,730
+6,280
+3% +$25.3K
BEBE
2544
DELISTED
Bebe Stores Inc
BEBE
$921K ﹤0.01%
25,369
-1,370
-5% -$46.6K
LYG.PRA
2545
DELISTED
LLOYDS BANKING GROUP PLC 7.75% INCM NTS (PINES)7/15/2050
LYG.PRA
$921K ﹤0.01%
36,176
-40,586
-53% -$1.05M
XCO
2546
DELISTED
Exco Resources
XCO
$920K ﹤0.01%
33,533
-7,075
-17% -$209K
FEIC
2547
DELISTED
FEI COMPANY
FEIC
$920K ﹤0.01%
12,054
-6,491
-35% -$519K
FTK icon
2548
Flotek Industries
FTK
$789M
$919K ﹤0.01%
10,396
-3
-0% -$293
FSTR icon
2549
Foster
FSTR
$421M
$918K ﹤0.01%
19,336
-2,926
-13% -$139K
KTOS icon
2550
Kratos Defense & Security Solutions
KTOS
$8.23B
$918K ﹤0.01%
165,921
+36,551
+28% +$197K
100 101
102
103 104

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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 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.