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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
TU icon
2776
Telus
TU
$17.4B
$665K ﹤0.01%
39,996
+5,692
+17% +$98.4K
JPM.PRA.CL
2777
DELISTED
JPMORGAN CHASE & CO. Depositary Shares, each representing a 1/400 interest in a share of 5.45% Non-C
JPM.PRA.CL
$665K ﹤0.01%
26,962
+983
+4% +$23.8K
HTLF
2778
DELISTED
Heartland Financial USA, Inc.
HTLF
$664K ﹤0.01%
20,341
-4,763
-19% -$141K
EGY icon
2779
Vaalco Energy
EGY
$562M
$663K ﹤0.01%
270,455
+68,881
+34% +$335K
WMC
2780
DELISTED
Western Asset Mortgage Capital Corporation
WMC
$663K ﹤0.01%
4,394
-48
-1% -$6.89K
AORT icon
2781
Artivion
AORT
$1.34B
$660K ﹤0.01%
63,628
-12,643
-17% -$139K
JBSS icon
2782
John B. Sanfilippo & Son
JBSS
$986M
$660K ﹤0.01%
15,309
-241
-2% -$9.33K
JMBA
2783
DELISTED
Jamba, Inc.
JMBA
$660K ﹤0.01%
44,859
-7,213
-14% -$110K
THR
2784
DELISTED
Thermon Group Holdings
THR
$656K ﹤0.01%
27,236
+666
+3% +$15.3K
BRK.A icon
2785
Berkshire Hathaway Class A
BRK.A
$1.1T
$653K ﹤0.01%
3
– –
SWBI icon
2786
Smith & Wesson
SWBI
$649M
$651K ﹤0.01%
66,505
-18,613
-22% -$178K
STCN
2787
DELISTED
Steel Connect, Inc. Common Stock
STCN
$649K ﹤0.01%
18,053
-39
-0.2% -$1.35K
STAY
2788
DELISTED
Extended Stay America, Inc. Paired Share Unit
STAY
$648K ﹤0.01%
+33,192
New +$660K
BLUE
2789
DELISTED
bluebird bio
BLUE
$647K ﹤0.01%
+414
New +$546K
GAIN icon
2790
Gladstone Investment Corp
GAIN
$642M
$645K ﹤0.01%
87,227
+41,838
+92% +$314K
GLDD
2791
DELISTED
Great Lakes Dredge & Dock
GLDD
$645K ﹤0.01%
107,293
+129
+0.1% +$909
C.PRK
2792
DELISTED
Citigroup Inc. Depositary Shares, Each Representing a 1/1,000th Interest in a Share of 6.875% Fixed Rate/Floating Rate Noncumulative Preferred Stock, Series K
C.PRK
$645K ﹤0.01%
23,647
+4,593
+24% +$123K
DXPE icon
2793
DXP Enterprises
DXPE
$2.3B
$644K ﹤0.01%
14,608
+4,315
+42% +$193K
GSBC icon
2794
Great Southern Bancorp
GSBC
$878M
$644K ﹤0.01%
16,338
-5,398
-25% -$203K
GS.PRK
2795
DELISTED
GOLDMAN SACHS GROUP, INC. THE 6.375%
GS.PRK
$644K ﹤0.01%
24,075
+918
+4% +$24.1K
MNI
2796
DELISTED
The McClatchy Company Class A Common Stock
MNI
$642K ﹤0.01%
34,880
+728
+2% +$17.8K
VZA.CL
2797
DELISTED
Verizon Communications Inc.
VZA.CL
$642K ﹤0.01%
23,737
+798
+3% +$21.3K
CRRC
2798
DELISTED
COURIER CORP
CRRC
$642K ﹤0.01%
26,244
-3,673
-12% -$80.5K
PEBO icon
2799
Peoples Bancorp
PEBO
$1.51B
$640K ﹤0.01%
27,090
-6,658
-20% -$159K
GEH.CL
2800
DELISTED
General Electric Capital Corp.
GEH.CL
$638K ﹤0.01%
24,979
+866
+4% +$21.9K
110 111
112
113 114

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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.