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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
EMCI
2976
DELISTED
EMC INS Group Inc
EMCI
$451K ﹤0.01%
19,997
-2,668
-12% -$57.9K
KCG
2977
DELISTED
KCG Holdings, Inc.
KCG
$451K ﹤0.01%
36,782
+20,913
+132% +$258K
GORO icon
2978
Goldgroup Mining Inc.
GORO
$152M
$448K ﹤0.01%
140,511
+36,795
+35% +$123K
PGRE
2979
DELISTED
Paramount Group
PGRE
$448K ﹤0.01%
+23,197
New +$441K
PE
2980
DELISTED
PARSLEY ENERGY INC
PE
$448K ﹤0.01%
28,039
+8,121
+41% +$127K
ACHN
2981
DELISTED
Achillion Pharmaceuticals
ACHN
$447K ﹤0.01%
45,304
-524
-1% -$6.54K
ESIO
2982
DELISTED
Electro Scientific Industries
ESIO
$447K ﹤0.01%
72,328
+3,193
+5% +$21.6K
MNR
2983
DELISTED
Monmouth Real Estate Investment Corp
MNR
$447K ﹤0.01%
40,251
-305
-0.8% -$3.5K
BITA
2984
DELISTED
Bitauto Holdings Limited
BITA
$446K ﹤0.01%
8,760
+250
+3% +$15.3K
QLTY
2985
DELISTED
QUALITY DISTR INC FLA
QLTY
$446K ﹤0.01%
43,179
-20,083
-32% -$202K
AGX icon
2986
Argan
AGX
$7.33B
$445K ﹤0.01%
12,306
+227
+2% +$7.4K
RNR.PRE
2987
DELISTED
RENAISSANCERE HOLDINGS LTD 5.375% SER E
RNR.PRE
$445K ﹤0.01%
18,240
+635
+4% +$15.3K
PRE.PRF
2988
DELISTED
PartnerRe Ltd. 5.875% Series F Non-Cumulative Preferred Shares
PRE.PRF
$445K ﹤0.01%
17,525
+621
+4% +$15.7K
AEK.CL
2989
DELISTED
Aegon NV
AEK.CL
$444K ﹤0.01%
15,547
+494
+3% +$14K
GDF
2990
DELISTED
WESTERN ASSET GLB PARTNERS INCM FUND INC. COM
GDF
$444K ﹤0.01%
46,416
+22,557
+95% +$218K
ARWR icon
2991
Arrowhead Research
ARWR
$12.1B
$443K ﹤0.01%
65,431
+6,346
+11% +$45K
SPAB icon
2992
State Street SPDR Portfolio Aggregate Bond ETF
SPAB
$9.81B
$443K ﹤0.01%
15,042
+800
+6% +$23.5K
CSBK
2993
DELISTED
Clifton Bancorp Inc.
CSBK
$443K ﹤0.01%
31,388
+16,452
+110% +$222K
RARE icon
2994
Ultragenyx Pharmaceutical
RARE
$2.56B
$442K ﹤0.01%
+7,123
New +$396K
STRL icon
2995
Sterling Infrastructure
STRL
$16.5B
$442K ﹤0.01%
97,890
+41,470
+74% +$169K
HIL
2996
DELISTED
Hill International, Inc. Common Stock
HIL
$440K ﹤0.01%
122,559
-1,300
-1% -$4.87K
LPSN icon
2997
LivePerson
LPSN
$22.9M
$439K ﹤0.01%
2,858
-43
-1% -$7.26K
CMLS
2998
DELISTED
Cumulus Media Inc. Class A Common Stock
CMLS
$438K ﹤0.01%
22,162
-4,153
-16% -$117K
BSET icon
2999
Bassett Furniture
BSET
$171M
$437K ﹤0.01%
+15,314
New +$368K
CGI
3000
DELISTED
Celadon Group Inc
CGI
$437K ﹤0.01%
+16,056
New +$399K
118 119
120
121 122

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MCM
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PSUF
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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.