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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
ARTNA icon
2951
Artesian Resources
ARTNA
$358M
$476K ﹤0.01%
22,240
+4,044
+22% +$87.9K
STN icon
2952
Stantec
STN
$8.13B
$476K ﹤0.01%
19,925
-1,390
-7% -$35.2K
VRA icon
2953
Vera Bradley
VRA
$101M
$475K ﹤0.01%
29,236
+7,641
+35% +$141K
OREX
2954
DELISTED
Orexigen Therapeutics, Inc.
OREX
$474K ﹤0.01%
6,059
-6
-0.1% -$372
AHRT
2955
AH Realty Trust
AHRT
$540M
$473K ﹤0.01%
44,380
+3,986
+10% +$42K
PHX
2956
DELISTED
PHX Minerals
PHX
$473K ﹤0.01%
23,904
+20
+0.1% +$417
IRR
2957
DELISTED
VOYA NATURAL RESOURCES EQUITY INCOME FUND
IRR
$472K ﹤0.01%
52,935
-7,297
-12% -$63.9K
TC
2958
DELISTED
Thompson Creek Metals Company Inc. Ordinary Shares (Canada)
TC
$470K ﹤0.01%
355,684
– –
MRGE
2959
DELISTED
MERGE HEALTHCARE INC COM STK (WI)
MRGE
$470K ﹤0.01%
105,182
+1,277
+1% +$5.33K
SAAS
2960
DELISTED
inContact, Inc.
SAAS
$469K ﹤0.01%
42,984
+13,567
+46% +$137K
EXAC
2961
DELISTED
Exactech Inc
EXAC
$466K ﹤0.01%
18,177
+53
+0.3% +$1.22K
PSA.PRT.CL
2962
DELISTED
Public Storage
PSA.PRT.CL
$466K ﹤0.01%
18,337
+592
+3% +$15K
EMLC icon
2963
VanEck JP Morgan EM Local Currency Bond ETF
EMLC
$4.75B
$464K ﹤0.01%
+11,525
New +$476K
DEX
2964
DELISTED
DELAWARE ENHANCED GLOBAL DIVIDEND & INCOME FUND
DEX
$462K ﹤0.01%
+40,246
New +$456K
C.PRL.CL
2965
DELISTED
Citigroup Inc.
C.PRL.CL
$461K ﹤0.01%
17,254
+4,286
+33% +$113K
MSO
2966
DELISTED
MARTHA STEWART LIVING OMNIMEDIA INC
MSO
$461K ﹤0.01%
70,907
-59
-0.1% -$294
PATK icon
2967
Patrick Industries
PATK
$2.87B
$460K ﹤0.01%
+24,951
New +$377K
RF.PRB
2968
DELISTED
REGIONS FINANCIAL CORPORATION
RF.PRB
$460K ﹤0.01%
17,730
+579
+3% +$14.7K
RST
2969
DELISTED
ROSETTA STONE INC
RST
$460K ﹤0.01%
60,432
-2,787
-4% -$25.4K
JPM.PRE.CL
2970
DELISTED
JPMORGAN CHASE & CO. Depositary Shares, each representing a 1/400th interest in a share of 6.30% Non
JPM.PRE.CL
$460K ﹤0.01%
17,756
+4,664
+36% +$120K
SCHW.PRB.CL
2971
DELISTED
The Charles Schwab Corporation
SCHW.PRB.CL
$458K ﹤0.01%
17,220
+592
+4% +$15.6K
DBV
2972
DELISTED
Invesco DB G10 Currency Harvest Fund
DBV
$457K ﹤0.01%
+18,406
New +$455K
MUA icon
2973
BlackRock MuniAssets Fund
MUA
$518M
$453K ﹤0.01%
32,241
-47,482
-60% -$660K
VRTS icon
2974
Virtus Investment Partners
VRTS
$1.13B
$451K ﹤0.01%
3,450
-1,077
-24% -$152K
XLI icon
2975
State Street Industrial Select Sector SPDR ETF
XLI
$32.4B
$451K ﹤0.01%
8,080
+1,617
+25% +$91K
117 118
119
120 121

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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.