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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
GG
2251
DELISTED
Goldcorp Inc
GG
$1.4M ﹤0.01%
76,976
+4,682
+6% +$99.6K
ORIT
2252
DELISTED
Oritani Financial Corp. New
ORIT
$1.39M ﹤0.01%
95,835
+6,714
+8% +$97.2K
MMSI icon
2253
Merit Medical Systems
MMSI
$4.82B
$1.39M ﹤0.01%
72,378
+21,741
+43% +$387K
ARGO
2254
DELISTED
Argo Group International Holdings, Ltd.
ARGO
$1.39M ﹤0.01%
35,128
-444
-1% -$17.2K
MCF
2255
DELISTED
Contango Oil & Gas Co.
MCF
$1.39M ﹤0.01%
63,142
-6,607
-9% -$170K
KRA
2256
DELISTED
Kraton Corporation
KRA
$1.39M ﹤0.01%
68,633
+36,419
+113% +$720K
MX
2257
DELISTED
METSO CRP ADS (REP 1 SHS)
MX
$1.38M ﹤0.01%
46,323
+1,326
+3% +$39.5K
ERF
2258
DELISTED
Enerplus Corporation
ERF
$1.38M ﹤0.01%
135,909
+45,671
+51% +$453K
ADC icon
2259
Agree Realty
ADC
$9.66B
$1.38M ﹤0.01%
41,743
+15,381
+58% +$511K
DF
2260
DELISTED
Dean Foods Company
DF
$1.38M ﹤0.01%
83,250
-40,132
-33% -$689K
EVC icon
2261
Entravision Communication
EVC
$1.02B
$1.37M ﹤0.01%
217,129
-82,983
-28% -$548K
VVX icon
2262
V2X
VVX
$2.7B
$1.37M ﹤0.01%
53,882
+2,006
+4% +$58K
BID
2263
DELISTED
Sotheby's
BID
$1.37M ﹤0.01%
32,450
+2,161
+7% +$92.2K
TVPT
2264
DELISTED
Travelport Worldwide Limited
TVPT
$1.37M ﹤0.01%
82,100
+43,619
+113% +$687K
FLWS icon
2265
1-800-Flowers.com
FLWS
$252M
$1.37M ﹤0.01%
115,639
+5,891
+5% +$60K
SLCA
2266
DELISTED
U.S. SILICA HOLDINGS, INC.
SLCA
$1.37M ﹤0.01%
38,375
+7,745
+25% +$226K
CMPR icon
2267
Cimpress
CMPR
$2.37B
$1.36M ﹤0.01%
16,171
+7,179
+80% +$574K
LNN icon
2268
Lindsay Corp
LNN
$1.14B
$1.36M ﹤0.01%
17,903
+353
+2% +$29.7K
IWN icon
2269
iShares Russell 2000 Value ETF
IWN
$14.3B
$1.36M ﹤0.01%
13,215
-768
-5% -$77.5K
WAFD icon
2270
WaFd
WAFD
$2.71B
$1.36M ﹤0.01%
62,567
-46,841
-43% -$988K
SBSI icon
2271
Southside Bancshares
SBSI
$963M
$1.36M ﹤0.01%
53,620
-15,383
-22% -$389K
CLVS
2272
DELISTED
Clovis Oncology, Inc.
CLVS
$1.36M ﹤0.01%
18,298
-2,558
-12% -$181K
DXB.CL
2273
DELISTED
Deutsche Bank Contingent Capital Trust II 6.55% Trust Preferred Securities Called
DXB.CL
$1.36M ﹤0.01%
50,157
+1,638
+3% +$43.8K
THFF icon
2274
First Financial Corp
THFF
$948M
$1.35M ﹤0.01%
37,709
+160
+0.4% +$5.47K
FSYS
2275
DELISTED
FUEL SYSTEMS SOLUTIONS INC COM STK
FSYS
$1.35M ﹤0.01%
121,885
+936
+0.8% +$10.2K
89 90
91
92 93

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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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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.