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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
IYR icon
2851
iShares US Real Estate ETF
IYR
$4.75B
$575K ﹤0.01%
7,253
-255
-3% -$20.4K
VTSS
2852
DELISTED
VITESSE SEMICONDUCTOR CORPORATION COMMON STOCK
VTSS
$573K ﹤0.01%
108,003
-9,932
-8% -$41.9K
LAB icon
2853
Standard BioTools
LAB
$342M
$572K ﹤0.01%
13,577
+886
+7% +$35K
LYTS icon
2854
LSI Industries
LYTS
$834M
$572K ﹤0.01%
70,150
-2,074
-3% -$15.3K
VASC
2855
DELISTED
Vascular Solutions Inc
VASC
$572K ﹤0.01%
18,855
-8,003
-30% -$230K
JGV
2856
DELISTED
NUVEEN GLOBAL EQUITY INCOME FUND
JGV
$572K ﹤0.01%
44,348
+5,843
+15% +$74.7K
QLYS icon
2857
Qualys
QLYS
$4.76B
$571K ﹤0.01%
12,287
+4,959
+68% +$212K
MESG
2858
DELISTED
XURA INC COM (DE)
MESG
$570K ﹤0.01%
28,953
+11,863
+69% +$219K
ALG icon
2859
Alamo Group
ALG
$1.91B
$569K ﹤0.01%
+9,007
New +$467K
SP
2860
DELISTED
SP Plus Corporation
SP
$569K ﹤0.01%
26,061
-16,031
-38% -$360K
STT.PRD
2861
DELISTED
State Street Corporation Depository Shares, each representing a 1/4000th ownership interest in a share of Fixed-to-Floating Rate Non-Cumulative Perpetual Preferred Stock, Series D
STT.PRD
$569K ﹤0.01%
20,847
+4,005
+24% +$106K
MQT
2862
DELISTED
BlackRock MuniYield Quality Fund II
MQT
$568K ﹤0.01%
42,313
+241
+0.6% +$3.25K
ROS
2863
DELISTED
ROSTELEKOM
ROS
$567K ﹤0.01%
71,424
– –
YZC
2864
DELISTED
Yanzhou Coal Mining
YZC
$566K ﹤0.01%
67,713
+4,588
+7% +$37.3K
AP icon
2865
Ampco-Pittsburgh
AP
$163M
$563K ﹤0.01%
32,248
-2,401
-7% -$43.5K
RBA icon
2866
RB Global
RBA
$21.5B
$562K ﹤0.01%
22,535
-4,442
-16% -$113K
KVHI icon
2867
KVH Industries
KVHI
$171M
$560K ﹤0.01%
37,061
+1,849
+5% +$24.1K
LNCO
2868
DELISTED
LINNCO LLC COM SHS REPSTG LTD LIABILITY
LNCO
$558K ﹤0.01%
58,299
+9,139
+19% +$98.2K
AMCC
2869
DELISTED
Applied Micro Circuits Corporation New
AMCC
$557K ﹤0.01%
109,296
-13,291
-11% -$73.1K
TR icon
2870
Tootsie Roll Industries
TR
$2.97B
$550K ﹤0.01%
22,448
+886
+4% +$20.3K
VRN
2871
DELISTED
Veren
VRN
$549K ﹤0.01%
25,309
+11,214
+80% +$256K
CNR
2872
DELISTED
Cornerstone Building Brands, Inc.
CNR
$548K ﹤0.01%
31,694
-4,741
-13% -$79.1K
MVC
2873
DELISTED
MVC Capital, Inc.
MVC
$545K ﹤0.01%
57,531
-854
-1% -$8.29K
CTWS
2874
DELISTED
Connecticut Water Service Inc
CTWS
$545K ﹤0.01%
14,988
+1,841
+14% +$67.4K
TLMR
2875
DELISTED
TALMER BANCORP INC (MI)
TLMR
$545K ﹤0.01%
35,566
+17,721
+99% +$249K
113 114
115
116 117

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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.