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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
ININ
2551
DELISTED
Interactive Intelligence Group, inc.
ININ
$917K ﹤0.01%
22,272
-2,872
-11% -$122K
LEE icon
2552
Lee Enterprises
LEE
$175M
$915K ﹤0.01%
28,850
-2,508
-8% -$77.3K
BF.A icon
2553
Brown-Forman Class A
BF.A
$13.7B
$914K ﹤0.01%
25,170
+15,105
+150% +$545K
ENOC
2554
DELISTED
EnerNOC, Inc.
ENOC
$914K ﹤0.01%
80,181
-7,077
-8% -$106K
BANR icon
2555
Banner Corp
BANR
$2.38B
$912K ﹤0.01%
19,877
-2,974
-13% -$129K
BCS.PR.CL
2556
DELISTED
BARCLAYS BANK PLC ADR SER 2 REPSTG PREF SHS SER 2 (UK)
BCS.PR.CL
$911K ﹤0.01%
35,406
+1,135
+3% +$29.2K
TREX icon
2557
Trex
TREX
$4.4B
$910K ﹤0.01%
66,756
-9,068
-12% -$105K
DTLK
2558
DELISTED
Datalink Corp
DTLK
$905K ﹤0.01%
75,172
-7,500
-9% -$89.9K
KG
2559
Kestrel Group
KG
$66.1M
$902K ﹤0.01%
3,040
-92
-3% -$25.4K
IRBT
2560
DELISTED
iRobot
IRBT
$901K ﹤0.01%
27,615
-7,108
-20% -$231K
UCB
2561
United Community Banks
UCB
$4.26B
$901K ﹤0.01%
47,747
-24,820
-34% -$459K
CRK icon
2562
Comstock Resources
CRK
$3.7B
$899K ﹤0.01%
50,357
+9,880
+24% +$244K
AAON icon
2563
Aaon
AAON
$6.95B
$897K ﹤0.01%
54,840
-25,250
-32% -$381K
BAC.PRY.CL
2564
DELISTED
BANK OF AMERICA CORPORATION Depositary Shares representing a 1/1,000 th interest in a share of 6.500
BAC.PRY.CL
$897K ﹤0.01%
+35,085
New +$891K
EBF icon
2565
Ennis
EBF
$554M
$895K ﹤0.01%
63,407
+336
+0.5% +$4.57K
DGII icon
2566
Digi International
DGII
$2.47B
$893K ﹤0.01%
89,511
+1,460
+2% +$14.3K
JPM.PRF.CL
2567
DELISTED
JPMorgan Chase & Co. Called
JPM.PRF.CL
$893K ﹤0.01%
+35,139
New +$883K
VRTV
2568
DELISTED
VERITIV CORPORATION
VRTV
$892K ﹤0.01%
20,212
+5,369
+36% +$268K
STFC
2569
DELISTED
State Auto Financial Corp
STFC
$892K ﹤0.01%
36,718
-6,080
-14% -$139K
USA icon
2570
Liberty All-Star Equity Fund
USA
$1.78B
$890K ﹤0.01%
152,482
+27,633
+22% +$161K
SHOR
2571
DELISTED
ShoreTel, Inc.
SHOR
$887K ﹤0.01%
130,073
-38,928
-23% -$278K
ASCMA
2572
DELISTED
Ascent Capital Group, Inc. Series A
ASCMA
$887K ﹤0.01%
22,279
+618
+3% +$27.5K
FBNC icon
2573
First Bancorp
FBNC
$2.61B
$886K ﹤0.01%
50,449
-1,914
-4% -$33.1K
MCHI icon
2574
iShares MSCI China ETF
MCHI
$6.23B
$886K ﹤0.01%
16,259
+7,487
+85% +$388K
FNFV
2575
DELISTED
Fidelity Natl Financial, Inc.
FNFV
$883K ﹤0.01%
62,642
-18,056
-22% -$244K
101 102
103
104 105

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MCM
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PSUF
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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.