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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
CTX.CL
3201
DELISTED
Qwest Corporation
CTX.CL
$281K ﹤0.01%
10,658
+383
+4% +$10.1K
YDLE
3202
DELISTED
YODLEE INC COMMON STOCK
YDLE
$281K ﹤0.01%
+20,904
New +$245K
BB icon
3203
BlackBerry
BB
$4.74B
$280K ﹤0.01%
31,398
+2,125
+7% +$21.6K
REG.PRF.CL
3204
DELISTED
Regency Centers Corporation
REG.PRF.CL
$280K ﹤0.01%
10,643
+384
+4% +$10.1K
FLIC
3205
DELISTED
First of Long Island Corp
FLIC
$279K ﹤0.01%
16,406
-8,011
-33% -$133K
ATRI
3206
DELISTED
Atrion Corp
ATRI
$279K ﹤0.01%
808
+8
+1% +$2.67K
HOLI
3207
DELISTED
Hollsys Automation Technologies INTERNATIONAL, LTD. COMMON (British Virgin Island)
HOLI
$278K ﹤0.01%
13,995
-2,460
-15% -$53.9K
GAME
3208
DELISTED
SHANDA GAMES LTD SPON ADR REPSTG CL A (CAYMAN ISLANDS)
GAME
$278K ﹤0.01%
43,390
-163,815
-79% -$940K
HTHT icon
3209
Huazhu Hotels Group
HTHT
$13.2B
$277K ﹤0.01%
56,244
+5,188
+10% +$27.4K
MBLY
3210
DELISTED
Mobileye N.V.
MBLY
$277K ﹤0.01%
+6,581
New +$256K
AMRC icon
3211
Ameresco
AMRC
$1.04B
$276K ﹤0.01%
37,293
-359
-1% -$2.37K
EWM icon
3212
iShares MSCI Malaysia ETF
EWM
$309M
$276K ﹤0.01%
+5,200
New +$275K
RDI icon
3213
Reading International Class A
RDI
$33.2M
$276K ﹤0.01%
20,517
-1,317
-6% -$16.8K
VMBS icon
3214
Vanguard Mortgage-Backed Securities ETF
VMBS
$15.5B
$276K ﹤0.01%
+5,165
New +$275K
EJ
3215
DELISTED
E HOUSE (CHINA) HOLDINGS LIMITED
EJ
$276K ﹤0.01%
50,881
+5,084
+11% +$34.7K
PCW
3216
DELISTED
PCCW LIMITED ADS (10 ORD) (NEW)
PCW
$276K ﹤0.01%
45,969
+485
+1% +$2.91K
PGTI
3217
DELISTED
PGT, Inc.
PGTI
$275K ﹤0.01%
24,614
-30,674
-55% -$298K
EIGI
3218
DELISTED
Endurance International Group Holdings, Inc.
EIGI
$275K ﹤0.01%
14,442
+160
+1% +$2.92K
PFSI icon
3219
PennyMac Financial
PFSI
$4.45B
$274K ﹤0.01%
16,167
+1,413
+10% +$25.1K
SRCI
3220
DELISTED
SRC Energy Inc
SRCI
$274K ﹤0.01%
23,142
-9,139
-28% -$108K
BIN
3221
DELISTED
PROGRESSIVE WASTE SOLUTIONS LTD COM
BIN
$274K ﹤0.01%
9,343
-3,852
-29% -$112K
TTGT icon
3222
TechTarget
TTGT
$323M
$273K ﹤0.01%
23,652
+5,919
+33% +$67.7K
RCAP
3223
DELISTED
RCS CAPITAL CORPORATION CLASS A COM
RCAP
$272K ﹤0.01%
+25,604
New +$273K
MTA
3224
DELISTED
MAGYAR TELEKOM TELECOMMUNICATIONS PLC SPON ADR
MTA
$272K ﹤0.01%
37,300
– –
PSB.PRS.CL
3225
DELISTED
PS Business Parks Inc
PSB.PRS.CL
$271K ﹤0.01%
10,418
+384
+4% +$10K
127 128
129
130 131

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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.