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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
CCG
2726
DELISTED
CAMPUS CREST COMMUNITIES INC COM STK (MD)
CCG
$713K ﹤0.01%
99,581
-11,183
-10% -$83.2K
GLPW
2727
DELISTED
GLOBAL POWER EQUIPMENT GROUP INC COMMON NEW
GLPW
$706K ﹤0.01%
53,481
-744
-1% -$9.79K
TCRT icon
2728
Alaunos Therapeutics
TCRT
$4.64M
$703K ﹤0.01%
435
-121
-22% -$179K
REXR icon
2729
Rexford Industrial Realty
REXR
$8.63B
$701K ﹤0.01%
44,339
+5,106
+13% +$81.8K
SEAC
2730
DELISTED
Seachange International Inc
SEAC
$701K ﹤0.01%
4,463
+58
+1% +$8.49K
DEST
2731
DELISTED
Destination Maternity Corporation
DEST
$701K ﹤0.01%
46,548
+1,891
+4% +$29.7K
CKP
2732
DELISTED
CHECKPOINT SYSTEMS INC
CKP
$700K ﹤0.01%
64,727
+6,665
+11% +$84.5K
PSEM
2733
DELISTED
PERICOM SEMICONDUCTOR CP
PSEM
$699K ﹤0.01%
45,202
+5,300
+13% +$77.7K
BBT.PRG
2734
DELISTED
BB&T Corporation Depositary Shares each representing 1/1,000th interest in a share of Series G Non-C
BBT.PRG
$698K ﹤0.01%
28,804
+4,890
+20% +$117K
GRC icon
2735
Gorman-Rupp
GRC
$2.07B
$697K ﹤0.01%
23,261
+82
+0.4% +$2.41K
EZU icon
2736
iShare MSCI Eurozone ETF
EZU
$9.38B
$695K ﹤0.01%
18,016
-3,021
-14% -$113K
GEOS icon
2737
Geospace Technologies
GEOS
$84M
$695K ﹤0.01%
42,106
+20,438
+94% +$424K
ORN icon
2738
Orion Group Holdings
ORN
$368M
$694K ﹤0.01%
78,377
-17,729
-18% -$170K
SCAI
2739
DELISTED
Surgical Care Affiliates, Inc.
SCAI
$694K ﹤0.01%
20,214
+6,258
+45% +$208K
PBA icon
2740
Pembina Pipeline
PBA
$29.3B
$693K ﹤0.01%
21,895
+8,830
+68% +$284K
VPG icon
2741
Vishay Precision Group
VPG
$1.08B
$692K ﹤0.01%
43,431
-4,177
-9% -$66.8K
PCBK
2742
DELISTED
Pacific Continental Corp
PCBK
$689K ﹤0.01%
52,133
+1,281
+3% +$17K
COF.PRD.CL
2743
DELISTED
CAPITAL ONE FINANCIAL CORPORATION SERIES D
COF.PRD.CL
$688K ﹤0.01%
25,816
+12,667
+96% +$333K
SHV icon
2744
iShares 0-1 Year Treasury Bond ETF
SHV
$20.8B
$687K ﹤0.01%
6,230
+3,781
+154% +$417K
SFR
2745
DELISTED
Starwood Waypoint Homes
SFR
$685K ﹤0.01%
26,498
+8,457
+47% +$214K
YDKN
2746
DELISTED
Yadkin Financial Corporation
YDKN
$685K ﹤0.01%
33,738
-5,611
-14% -$109K
QNST icon
2747
QuinStreet
QNST
$927M
$684K ﹤0.01%
115,028
-13,954
-11% -$85.3K
VEDL
2748
DELISTED
Vedanta Limited American Depostary Shares (Each representing four equity shares)
VEDL
$683K ﹤0.01%
55,119
-6,317
-10% -$83.3K
RNG icon
2749
RingCentral
RNG
$4.83B
$682K ﹤0.01%
44,504
+1,059
+2% +$15.9K
NSM
2750
DELISTED
Nationstar Mortgage Holdings
NSM
$682K ﹤0.01%
27,545
+8,469
+44% +$232K
108 109
110
111 112

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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.