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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
AMAG
2101
DELISTED
AMAG Pharmaceuticals
AMAG
$1.76M ﹤0.01%
32,130
-1,941
-6% -$92.5K
IMPV
2102
DELISTED
Imperva, Inc.
IMPV
$1.75M ﹤0.01%
40,963
-6,729
-14% -$299K
TTI icon
2103
TETRA Technologies
TTI
$1.13B
$1.75M ﹤0.01%
282,408
+2,769
+1% +$15.3K
ATSG
2104
DELISTED
Air Transport Services Group
ATSG
$1.75M ﹤0.01%
189,284
-28,764
-13% -$251K
OGS icon
2105
ONE Gas
OGS
$4.9B
$1.74M ﹤0.01%
40,233
+173
+0.4% +$7.39K
SSL icon
2106
Sasol
SSL
$7.51B
$1.74M ﹤0.01%
51,007
-7,777
-13% -$280K
MRCY icon
2107
Mercury Systems
MRCY
$5.76B
$1.74M ﹤0.01%
111,598
-7,637
-6% -$121K
WT icon
2108
WisdomTree
WT
$2.88B
$1.73M ﹤0.01%
80,802
+38,571
+91% +$720K
SKUL
2109
DELISTED
SKULLCANDY INC
SKUL
$1.73M ﹤0.01%
153,371
+2,646
+2% +$27.7K
FBR
2110
DELISTED
Fibria Celulose Sa
FBR
$1.73M ﹤0.01%
122,406
+6,596
+6% +$82.5K
HSEB.CL
2111
DELISTED
HSBC Holdings plc
HSEB.CL
$1.73M ﹤0.01%
65,763
+2,214
+3% +$58.8K
ATE
2112
DELISTED
Advantest Corp
ATE
$1.72M ﹤0.01%
136,333
+3,792
+3% +$47.7K
IVR icon
2113
Invesco Mortgage Capital
IVR
$759M
$1.72M ﹤0.01%
11,086
-4,387
-28% -$684K
ALU
2114
DELISTED
Alcatel-Lucent
ALU
$1.72M ﹤0.01%
461,746
+106,272
+30% +$390K
ANAT
2115
DELISTED
American National Group, Inc. Common Stock
ANAT
$1.72M ﹤0.01%
17,432
-4,585
-21% -$472K
UFCS icon
2116
United Fire Group
UFCS
$1.34B
$1.71M ﹤0.01%
53,945
-3,495
-6% -$103K
ADX icon
2117
Adams Diversified Equity Fund
ADX
$3.09B
$1.71M ﹤0.01%
122,522
+952
+0.8% +$13.2K
MYGN icon
2118
Myriad Genetics
MYGN
$507M
$1.71M ﹤0.01%
48,291
+1,273
+3% +$45.6K
UNT
2119
DELISTED
UNIT Corporation
UNT
$1.71M ﹤0.01%
61,039
-33,915
-36% -$1.01M
CSR
2120
Centerspace
CSR
$941M
$1.7M ﹤0.01%
22,698
+642
+3% +$50.6K
PIV
2121
DELISTED
PWSHS S&P 500 HIGH QTY PORTF S&P HIGH QTY RKGS INDEX
PIV
$1.7M ﹤0.01%
72,507
-8,076
-10% -$189K
MDSO
2122
DELISTED
Medidata Solutions, Inc.
MDSO
$1.7M ﹤0.01%
34,674
+10,032
+41% +$464K
WNS
2123
DELISTED
WNS Holdings
WNS
$1.7M ﹤0.01%
69,834
+24,811
+55% +$578K
STBZ
2124
DELISTED
State Bank Financial Corporation. Common Stock
STBZ
$1.7M ﹤0.01%
80,825
-6,686
-8% -$132K
BRLI
2125
DELISTED
BIO-REFERENCE LABS INC-NEW-
BRLI
$1.7M ﹤0.01%
48,127
+13,003
+37% +$440K
83 84
85
86 87

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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.