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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
DVYE icon
2076
iShares Emerging Markets Dividend ETF
DVYE
$1.22B
$1.8M ﹤0.01%
43,737
+1,411
+3% +$59.5K
MCS icon
2077
Marcus Corp
MCS
$912M
$1.8M ﹤0.01%
84,599
-675
-0.8% -$13.1K
HF
2078
DELISTED
HFF Inc.
HF
$1.8M ﹤0.01%
47,959
+48
+0.1% +$1.73K
MODV
2079
DELISTED
ModivCare
MODV
$1.8M ﹤0.01%
33,869
+1,704
+5% +$72.7K
RYL
2080
DELISTED
RYLAND GROUP INC
RYL
$1.8M ﹤0.01%
36,914
-60,177
-62% -$2.57M
DBI icon
2081
Designer Brands
DBI
$314M
$1.8M ﹤0.01%
48,746
-4,150
-8% -$152K
ABAX
2082
DELISTED
Abaxis Inc
ABAX
$1.8M ﹤0.01%
28,046
-598
-2% -$36.4K
BTU
2083
DELISTED
PEABODY ENERGY CORP COM STK NEW (DE)
BTU
$1.79M ﹤0.01%
24,324
+2,605
+12% +$263K
RDNT icon
2084
RadNet
RDNT
$4.93B
$1.79M ﹤0.01%
213,474
+30,421
+17% +$255K
HOS
2085
DELISTED
Hornbeck Offshore Services, Inc.
HOS
$1.79M ﹤0.01%
95,198
+41,424
+77% +$863K
FARO
2086
DELISTED
Faro Technologies
FARO
$1.78M ﹤0.01%
28,683
+451
+2% +$25.8K
UFPI icon
2087
UFP Industries
UFPI
$4.87B
$1.77M ﹤0.01%
95,991
-948
-1% -$16.5K
ECOL
2088
DELISTED
US Ecology, Inc.
ECOL
$1.77M ﹤0.01%
35,427
-3,521
-9% -$160K
JSD
2089
DELISTED
NUVEEN SHORT DURATION CREDIT OPPORTUNITIES FUND
JSD
$1.77M ﹤0.01%
103,226
+216
+0.2% +$3.67K
TWI icon
2090
Titan International
TWI
$474M
$1.77M ﹤0.01%
188,919
+100,106
+113% +$974K
CTBI icon
2091
Community Trust Bancorp
CTBI
$1.42B
$1.77M ﹤0.01%
53,263
-3,480
-6% -$115K
SWC
2092
DELISTED
Stillwater Mining Co
SWC
$1.77M ﹤0.01%
136,694
+21,842
+19% +$302K
UAM
2093
DELISTED
Universal American Corp
UAM
$1.77M ﹤0.01%
165,376
-25,531
-13% -$240K
EXTR icon
2094
Extreme Networks
EXTR
$3.9B
$1.76M ﹤0.01%
558,642
+24,994
+5% +$81.6K
BCPC
2095
Balchem Corp
BCPC
$5.23B
$1.76M ﹤0.01%
31,858
+314
+1% +$18K
ASNA
2096
DELISTED
Ascena Retail Group, Inc.
ASNA
$1.76M ﹤0.01%
6,080
-158
-3% -$40K
GMK
2097
DELISTED
GRUMA SAB DE C V ADS(RP 4 B SHS
GMK
$1.76M ﹤0.01%
34,684
+80
+0.2% +$3.79K
CVLT icon
2098
Commault Systems
CVLT
$4.82B
$1.76M ﹤0.01%
40,234
+4,404
+12% +$203K
TMP icon
2099
Tompkins Financial
TMP
$1.42B
$1.76M ﹤0.01%
32,653
+135
+0.4% +$7.1K
GOOD
2100
Gladstone Commercial Corp
GOOD
$606M
$1.76M ﹤0.01%
94,432
+2,215
+2% +$39.5K
82 83
84
85 86

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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.