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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
WSBC icon
1851
WesBanco
WSBC
$3.99B
$2.36M ﹤0.01%
72,443
-19,819
-21% -$644K
BRS
1852
DELISTED
Bristow Group, Inc.
BRS
$2.36M ﹤0.01%
43,343
+199
+0.5% +$11.8K
BOBE
1853
DELISTED
Bob Evans Farms, Inc.
BOBE
$2.35M ﹤0.01%
50,888
-3,126
-6% -$166K
SCHL icon
1854
Scholastic
SCHL
$789M
$2.35M ﹤0.01%
57,449
+1,045
+2% +$38.7K
NCI
1855
DELISTED
Navigant Consulting, Inc.
NCI
$2.35M ﹤0.01%
181,493
-23,966
-12% -$340K
AVG
1856
DELISTED
AVG Technologies N.V.
AVG
$2.35M ﹤0.01%
108,469
+82,088
+311% +$1.73M
SCO
1857
DELISTED
SCOR ADS (ORD 1/10 SH FRF 25 P.V.)
SCO
$2.35M ﹤0.01%
682,563
+8,101
+1% +$27.9K
STBA icon
1858
S&T Bancorp
STBA
$1.88B
$2.34M ﹤0.01%
82,593
-9,853
-11% -$282K
BCC icon
1859
Boise Cascade
BCC
$2.65B
$2.34M ﹤0.01%
62,488
+17,310
+38% +$669K
RNST icon
1860
Renasant Corp
RNST
$3.96B
$2.34M ﹤0.01%
77,793
-1,231
-2% -$34.7K
CMTL icon
1861
Comtech Telecommunications
CMTL
$50.9M
$2.33M ﹤0.01%
80,668
+4,726
+6% +$154K
FRED
1862
DELISTED
Fred's Inc
FRED
$2.33M ﹤0.01%
136,564
-150
-0.1% -$2.68K
RUSHA icon
1863
Rush Enterprises Class A
RUSHA
$6.21B
$2.33M ﹤0.01%
191,765
+43,220
+29% +$547K
LBY
1864
DELISTED
Libbey, Inc.
LBY
$2.33M ﹤0.01%
58,382
+438
+0.8% +$15.5K
W icon
1865
Wayfair
W
$11.9B
$2.33M ﹤0.01%
72,519
+13,719
+23% +$341K
ANK
1866
DELISTED
ATLANTIC TELE-NETWORK,INC
ANK
$2.33M ﹤0.01%
33,629
-103
-0.3% -$7.13K
VMI icon
1867
Valmont Industries
VMI
$9.2B
$2.33M ﹤0.01%
18,933
-413
-2% -$50.6K
NSR
1868
DELISTED
Neustar Inc
NSR
$2.33M ﹤0.01%
94,485
+16,795
+22% +$424K
CCOI icon
1869
Cogent Communications
CCOI
$663M
$2.32M ﹤0.01%
65,590
+1,291
+2% +$47.2K
LXU icon
1870
LSB Industries
LXU
$794M
$2.31M ﹤0.01%
72,783
+22,949
+46% +$628K
AMBA icon
1871
Ambarella
AMBA
$3.25B
$2.31M ﹤0.01%
30,541
+2,755
+10% +$167K
HNI icon
1872
HNI Corp
HNI
$3.14B
$2.31M ﹤0.01%
41,852
+3,322
+9% +$170K
OIA icon
1873
Invesco Municipal Income Opportunities Trust
OIA
$293M
$2.31M ﹤0.01%
325,663
+978
+0.3% +$6.86K
TI.A
1874
DELISTED
Telecom Italia 10 Svg
TI.A
$2.31M ﹤0.01%
247,681
+4,130
+2% +$37.6K
PB icon
1875
Prosperity Bancshares
PB
$8.97B
$2.3M ﹤0.01%
43,902
+862
+2% +$43.8K
73 74
75
76 77

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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.