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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
PIPR icon
1876
Piper Sandler
PIPR
$5.02B
$2.3M ﹤0.01%
175,672
-22,748
-11% -$309K
AMU
1877
DELISTED
ETRACS Alerian MLP Index ETN
AMU
$2.3M ﹤0.01%
85,256
+1,344
+2% +$37.4K
AF
1878
DELISTED
Astoria Financial Corporation
AF
$2.3M ﹤0.01%
177,657
+13,630
+8% +$175K
DCOM
1879
DELISTED
Dime Community Bancshares
DCOM
$2.3M ﹤0.01%
142,724
+16,260
+13% +$253K
MIN
1880
Aberdeen Intermediate Income Fund
MIN
$274M
$2.29M ﹤0.01%
469,098
+192,844
+70% +$947K
RCI icon
1881
Rogers Communications
RCI
$18.4B
$2.28M ﹤0.01%
68,228
-15,829
-19% -$571K
NXGN
1882
DELISTED
NextGen Healthcare, Inc. Common Stock
NXGN
$2.28M ﹤0.01%
142,818
+22,319
+19% +$369K
KFRC icon
1883
Kforce
KFRC
$987M
$2.28M ﹤0.01%
102,135
-9,649
-9% -$224K
CMD
1884
DELISTED
Cantel Medical Corporation
CMD
$2.28M ﹤0.01%
47,976
-3,067
-6% -$136K
XRM
1885
DELISTED
Xerium Technologies Inc (new)
XRM
$2.28M ﹤0.01%
140,460
-2,760
-2% -$43.1K
ESE icon
1886
ESCO Technologies
ESE
$8.19B
$2.27M ﹤0.01%
58,331
+1,826
+3% +$68.4K
AEC
1887
DELISTED
ASSOCIATED ESTATES REALTY CORP
AEC
$2.27M ﹤0.01%
92,122
+32,282
+54% +$792K
VMO icon
1888
Invesco Municipal Opportunity Trust
VMO
$654M
$2.27M ﹤0.01%
175,089
-1,185
-0.7% -$15.4K
AVX
1889
DELISTED
AVX Corporation
AVX
$2.27M ﹤0.01%
158,722
+14,018
+10% +$193K
SPOK icon
1890
Spok Holdings
SPOK
$220M
$2.26M ﹤0.01%
118,090
+307
+0.3% +$5.64K
PFPT
1891
DELISTED
Proofpoint, Inc.
PFPT
$2.26M ﹤0.01%
38,238
+2,012
+6% +$108K
ABMD
1892
DELISTED
Abiomed Inc
ABMD
$2.26M ﹤0.01%
31,579
+9,122
+41% +$495K
DMND
1893
DELISTED
DIAMOND FOODS, INC.
DMND
$2.26M ﹤0.01%
69,393
-29,596
-30% -$833K
HSII
1894
DELISTED
Heidrick & Struggles
HSII
$2.26M ﹤0.01%
91,867
-8,303
-8% -$195K
MTN icon
1895
Vail Resorts
MTN
$5.4B
$2.26M ﹤0.01%
21,827
+2,400
+12% +$217K
GEO icon
1896
The GEO Group
GEO
$4.15B
$2.25M ﹤0.01%
77,336
-27,868
-26% -$795K
TTMI icon
1897
TTM Technologies
TTMI
$12.4B
$2.25M ﹤0.01%
250,095
+20,009
+9% +$165K
MITT
1898
TPG Mortgage Investment Trust
MITT
$222M
$2.25M ﹤0.01%
39,828
+6,956
+21% +$389K
KLXI
1899
DELISTED
KLX Inc.
KLXI
$2.25M ﹤0.01%
69,150
-26,874
-28% -$897K
CXP
1900
DELISTED
COLUMBIA PROPERTY TRUST, INC.
CXP
$2.25M ﹤0.01%
83,079
+69,600
+516% +$1.78M
74 75
76
77 78

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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.