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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
ICPT
2326
DELISTED
Intercept Pharmaceuticals, Inc.
ICPT
$1.27M ﹤0.01%
4,499
+2,346
+109% +$508K
VIVO
2327
DELISTED
Meridian Bioscience Inc
VIVO
$1.27M ﹤0.01%
66,512
+12,997
+24% +$240K
IRWD icon
2328
Ironwood Pharmaceuticals
IRWD
$586M
$1.27M ﹤0.01%
94,591
+9,844
+12% +$129K
HT
2329
DELISTED
Hersha Hospitality Trust Priority Class A Common Shares of Beneficial Interest
HT
$1.27M ﹤0.01%
48,908
+873
+2% +$23.4K
MIG
2330
DELISTED
MEADOWBROOK INSURANCE GRP INC
MIG
$1.27M ﹤0.01%
148,997
-58,678
-28% -$492K
AKO.B icon
2331
Embotelladora Andina Series B
AKO.B
$4.62B
$1.26M ﹤0.01%
84,059
+221
+0.3% +$3.63K
ANIK icon
2332
Anika Therapeutics
ANIK
$215M
$1.26M ﹤0.01%
30,712
-9,355
-23% -$378K
AUD
2333
DELISTED
Audacy, Inc.
AUD
$1.26M ﹤0.01%
103,937
+441
+0.4% +$5.27K
ALX
2334
Alexander's
ALX
$1.36B
$1.26M ﹤0.01%
2,754
-41
-1% -$18.5K
YELL
2335
DELISTED
Yellow Corporation Common Stock
YELL
$1.26M ﹤0.01%
69,960
-46,482
-40% -$862K
CJES
2336
DELISTED
C&J ENERGY SVCS LTD
CJES
$1.25M ﹤0.01%
112,549
+13,759
+14% +$164K
MYE icon
2337
Myers Industries
MYE
$1.24B
$1.25M ﹤0.01%
71,387
+735
+1% +$13K
HCOM
2338
DELISTED
Hawaiian Telcom Holdco, Inc
HCOM
$1.25M ﹤0.01%
46,969
+14,784
+46% +$390K
P
2339
DELISTED
Pandora Media Inc
P
$1.25M ﹤0.01%
77,004
-707
-0.9% -$11.3K
KFX
2340
DELISTED
KOFAX LIMITED COM STK
KFX
$1.25M ﹤0.01%
114,018
-1,676
-1% -$12.3K
BUSE icon
2341
First Busey Corp
BUSE
$2.55B
$1.25M ﹤0.01%
62,081
-3,367
-5% -$64.6K
IPGP icon
2342
IPG Photonics
IPGP
$3.4B
$1.25M ﹤0.01%
13,442
+972
+8% +$83.9K
SABA
2343
Saba Capital Income & Opportunities Fund II
SABA
$220M
$1.24M ﹤0.01%
86,493
– –
SRDX
2344
DELISTED
Surmodics
SRDX
$1.24M ﹤0.01%
47,690
+5,165
+12% +$123K
CBD
2345
DELISTED
Companhia Brasileira de Distribuicao
CBD
$1.24M ﹤0.01%
41,622
-8,940
-18% -$293K
OKSB
2346
DELISTED
Southwest Bancorp Inc/OK
OKSB
$1.24M ﹤0.01%
69,634
-5,858
-8% -$96.7K
VLY icon
2347
Valley National Bancorp
VLY
$7.9B
$1.24M ﹤0.01%
130,983
-19,105
-13% -$181K
BBG
2348
DELISTED
Bill Barrett Corp
BBG
$1.24M ﹤0.01%
148,905
-12,449
-8% -$127K
DDD icon
2349
3D Systems Corp
DDD
$405M
$1.24M ﹤0.01%
45,056
+1,458
+3% +$42.9K
CWST icon
2350
Casella Waste Systems
CWST
$5.76B
$1.23M ﹤0.01%
224,305
+980
+0.4% +$4.24K
92 93
94
95 96

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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.