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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
CLUB
2676
DELISTED
Town Sports International Holdings, Inc.
CLUB
$753K ﹤0.01%
110,572
-10,268
-8% -$68.3K
BBOX
2677
DELISTED
Black Box Corp
BBOX
$753K ﹤0.01%
35,961
+8,878
+33% +$193K
DTSI
2678
DELISTED
DTS, Inc.
DTSI
$751K ﹤0.01%
22,051
-2,870
-12% -$87.9K
NWPX icon
2679
NWPX Infrastructure Inc
NWPX
$1.19B
$750K ﹤0.01%
32,695
+3,471
+12% +$84.6K
WG
2680
DELISTED
Willbros Group
WG
$749K ﹤0.01%
226,361
-82,069
-27% -$449K
FBRC
2681
DELISTED
FBR & Co. Common Stock
FBRC
$749K ﹤0.01%
32,405
-6,788
-17% -$162K
TNAV
2682
DELISTED
Telenav Inc.
TNAV
$747K ﹤0.01%
94,331
+1,103
+1% +$8.5K
FRAN
2683
DELISTED
Francesca's Holdings Corporation
FRAN
$746K ﹤0.01%
3,491
-27
-0.8% -$5.13K
AVAV icon
2684
AeroVironment
AVAV
$7.19B
$744K ﹤0.01%
28,082
-570
-2% -$15K
VLGEA icon
2685
Village Super Market
VLGEA
$657M
$744K ﹤0.01%
23,664
+584
+3% +$16.8K
MS.PRG.CL
2686
DELISTED
MORGAN STANLEY 6.625% Called for Redemption
MS.PRG.CL
$743K ﹤0.01%
28,594
+5,370
+23% +$139K
CRVL icon
2687
CorVel
CRVL
$3.18B
$739K ﹤0.01%
64,410
-2,679
-4% -$31.2K
HCI icon
2688
HCI Group
HCI
$2.34B
$738K ﹤0.01%
16,084
-3,539
-18% -$164K
GEVA
2689
DELISTED
SYNAGEVA BIOPHARMA CORP COM STK (DE)
GEVA
$737K ﹤0.01%
7,556
+137
+2% +$14.5K
TITN icon
2690
Titan Machinery
TITN
$420M
$736K ﹤0.01%
55,124
+17,287
+46% +$233K
NGLS
2691
DELISTED
TARGA RESOURCES PARTNERS LP COM UTS REPTG LTD PARTERSHIP INT
NGLS
$736K ﹤0.01%
17,801
+3,621
+26% +$159K
RT
2692
DELISTED
Ruby Tuesday Georgia
RT
$734K ﹤0.01%
122,182
+3,800
+3% +$24.1K
UTEK
2693
DELISTED
Ultratech Inc.
UTEK
$734K ﹤0.01%
42,319
-5,312
-11% -$93.1K
ABCB icon
2694
Ameris Bancorp
ABCB
$5.89B
$733K ﹤0.01%
27,778
-13,109
-32% -$331K
HCKT icon
2695
Hackett Group
HCKT
$281M
$732K ﹤0.01%
81,868
-12,216
-13% -$102K
HLSS
2696
DELISTED
HOME LN SERVICING SOLUTIONS LTD(CAYMAN ISLANDS)
HLSS
$732K ﹤0.01%
44,235
+3,307
+8% +$54.5K
FRPT icon
2697
Freshpet
FRPT
$3.04B
$731K ﹤0.01%
37,612
-2,002
-5% -$33.6K
ONTO icon
2698
Onto Innovation
ONTO
$10.9B
$731K ﹤0.01%
43,458
-502
-1% -$8.59K
NID
2699
DELISTED
NUVEEN INTERMEDIATE DURATION MUNICIPAL TERM FUND
NID
$731K ﹤0.01%
+56,434
New +$729K
WHG icon
2700
Westwood Holdings Group
WHG
$185M
$730K ﹤0.01%
12,113
-262
-2% -$15.9K
106 107
108
109 110

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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.