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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
GIFI
2826
DELISTED
Gulf Island Fabrication
GIFI
$605K ﹤0.01%
40,696
-6,125
-13% -$99.4K
OUT icon
2827
Outfront Media
OUT
$5.75B
$605K ﹤0.01%
+20,539
New +$584K
PTLA
2828
DELISTED
Portola Pharmaceuticals, Inc.
PTLA
$605K ﹤0.01%
15,933
+405
+3% +$13.9K
MLR icon
2829
Miller Industries
MLR
$577M
$604K ﹤0.01%
24,633
-5,037
-17% -$108K
MGI
2830
DELISTED
MoneyGram International, Inc. New
MGI
$604K ﹤0.01%
69,955
+27,982
+67% +$243K
ZQK
2831
DELISTED
QUICKSILVER,INC.
ZQK
$604K ﹤0.01%
326,534
-153,755
-32% -$314K
LCII icon
2832
LCI Industries
LCII
$2.59B
$602K ﹤0.01%
9,784
-1,072
-10% -$59K
SNDA icon
2833
Sonida Senior Living
SNDA
$1.93B
$602K ﹤0.01%
1,548
+4
+0.3% +$1.47K
ABCW
2834
DELISTED
ANCHOR BANCORP WISCONSIN INC COMMON STOCK
ABCW
$602K ﹤0.01%
+17,347
New +$594K
OSUR icon
2835
OraSure Technologies
OSUR
$273M
$598K ﹤0.01%
91,511
+2,156
+2% +$17.9K
VT icon
2836
Vanguard Total World Stock ETF
VT
$75.3B
$598K ﹤0.01%
9,702
-41,265
-81% -$2.52M
MRLN
2837
DELISTED
Marlin Business Services Corp
MRLN
$598K ﹤0.01%
29,880
-4,753
-14% -$89K
VOXX
2838
DELISTED
VOXX International Corporation Class A
VOXX
$592K ﹤0.01%
64,585
+13,943
+28% +$118K
ALR
2839
DELISTED
AlerisLife Inc
ALR
$592K ﹤0.01%
13,340
-3,992
-23% -$150K
GEL icon
2840
Genesis Energy
GEL
$1.82B
$590K ﹤0.01%
12,555
+1,621
+15% +$72K
AGYS icon
2841
Agilysys
AGYS
$3.21B
$589K ﹤0.01%
59,897
+1,266
+2% +$13.2K
BMTC
2842
DELISTED
Bryn Mawr Bank Corp
BMTC
$587K ﹤0.01%
19,313
-5,003
-21% -$150K
CHUY
2843
DELISTED
Chuy's Holdings, Inc. Common Stock
CHUY
$586K ﹤0.01%
+26,031
New +$572K
CLD
2844
DELISTED
Cloud Peak Energy Inc
CLD
$586K ﹤0.01%
100,661
-4,494
-4% -$33.1K
PHIIK
2845
DELISTED
PHI, Inc. Non-Voting Common Stock
PHIIK
$583K ﹤0.01%
19,371
-459
-2% -$15.3K
ORA icon
2846
Ormat Technologies
ORA
$5.8B
$582K ﹤0.01%
15,297
+1,011
+7% +$31.7K
TBRG
2847
DELISTED
TruBridge
TBRG
$582K ﹤0.01%
10,723
+429
+4% +$23.5K
OLED icon
2848
Universal Display
OLED
$3.75B
$581K ﹤0.01%
12,436
+146
+1% +$5.18K
CSFL
2849
DELISTED
CenterState Bank Corporation Common Stock
CSFL
$581K ﹤0.01%
48,744
-13,929
-22% -$162K
KBE icon
2850
State Street SPDR S&P Bank ETF
KBE
$1.64B
$577K ﹤0.01%
17,220
+8,632
+101% +$281K
112 113
114
115 116

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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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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.