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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
EXEL icon
3101
Exelixis
EXEL
$14.2B
$354K ﹤0.01%
137,624
+22,278
+19% +$51.7K
HCN.PRJ.CL
3102
DELISTED
Welltower Inc.
HCN.PRJ.CL
$354K ﹤0.01%
13,208
+460
+4% +$12.3K
MS.PRF icon
3103
Morgan Stanley Series F Preferred Stock
MS.PRF
$856K
$352K ﹤0.01%
12,792
+475
+4% +$12.8K
DFRG
3104
DELISTED
Del Frisco's Restaurant Group, Inc. Common Stock
DFRG
$352K ﹤0.01%
17,462
-6,542
-27% -$132K
SCMP
3105
DELISTED
Sucampo Pharmaceuticals, Inc.
SCMP
$352K ﹤0.01%
22,606
-802
-3% -$12.4K
MCHX icon
3106
Marchex
MCHX
$79.3M
$351K ﹤0.01%
86,119
+15,964
+23% +$67.4K
TSL
3107
DELISTED
Trina Solar Limited
TSL
$351K ﹤0.01%
29,003
-72,935
-72% -$756K
LCUT icon
3108
Lifetime Brands
LCUT
$200M
$350K ﹤0.01%
22,903
-512
-2% -$8.03K
DLR.PRE
3109
DELISTED
DIGITAL REALTY TRUST, INC. REDEEMABLE PFD SER E
DLR.PRE
$350K ﹤0.01%
13,440
+417
+3% +$10.9K
PWRD
3110
DELISTED
PERFECT WORLD CO LTD SPONSORED ADR REPSTG CL B (CAYMAN ISL)
PWRD
$350K ﹤0.01%
18,833
-5,065
-21% -$95.4K
NPSN
3111
DELISTED
NASPERS LTD
NPSN
$349K ﹤0.01%
+2,262
New +$349K
NEE.PRJ
3112
DELISTED
NEXTERA ENERGY CAPITAL HOLDINGS, INC.
NEE.PRJ
$348K ﹤0.01%
14,289
+518
+4% +$12.3K
CPF icon
3113
Central Pacific Financial
CPF
$1.02B
$347K ﹤0.01%
15,095
-6,933
-31% -$155K
TCS
3114
DELISTED
THE CONTAINER STORE GROUP, INC.
TCS
$347K ﹤0.01%
+1,214
New +$345K
ISF.CL
3115
DELISTED
ING Groep NV
ISF.CL
$347K ﹤0.01%
13,570
+406
+3% +$10.4K
FBNK
3116
DELISTED
First Connecticut Bancorp, Inc
FBNK
$346K ﹤0.01%
22,531
+2,525
+13% +$38.4K
BFIN
3117
DELISTED
BankFinancial
BFIN
$345K ﹤0.01%
26,248
+44
+0.2% +$525
MRC
3118
DELISTED
MRC Global
MRC
$345K ﹤0.01%
29,144
-141,082
-83% -$1.76M
FRPH icon
3119
FRP Holdings
FRPH
$448M
$344K ﹤0.01%
+18,884
New +$321K
CLCT
3120
DELISTED
Collectors Universe
CLCT
$343K ﹤0.01%
15,184
+326
+2% +$7.33K
ARPI
3121
DELISTED
AMERICAN RESIDENTIAL PPTYS INC COM
ARPI
$343K ﹤0.01%
19,068
+4,923
+35% +$87.5K
TCF.PRB.CL
3122
DELISTED
TCF Financial Corporation
TCF.PRB.CL
$343K ﹤0.01%
12,604
+413
+3% +$11K
IJR icon
3123
iShares Core S&P Small-Cap ETF
IJR
$110B
$342K ﹤0.01%
5,788
-28
-0.5% -$1.6K
WMAR
3124
DELISTED
West Marine Inc
WMAR
$341K ﹤0.01%
36,772
-7,150
-16% -$82.1K
DOC
3125
DELISTED
PHYSICIANS REALTY TRUST
DOC
$341K ﹤0.01%
19,369
+1,541
+9% +$26K
123 124
125
126 127

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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.