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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
IMBI
2376
DELISTED
iMedia Brands, Inc. Class A Common Stock
IMBI
$1.19M ﹤0.01%
17,755
-2,586
-13% -$167K
MED icon
2377
Medifast
MED
$107M
$1.19M ﹤0.01%
39,625
+11,894
+43% +$378K
HPP
2378
Hudson Pacific Properties
HPP
$758M
$1.19M ﹤0.01%
5,108
+159
+3% +$35.7K
SMRT
2379
DELISTED
Stein Mart Inc
SMRT
$1.18M ﹤0.01%
95,140
-40,951
-30% -$579K
PKOH icon
2380
Park-Ohio Holdings
PKOH
$550M
$1.18M ﹤0.01%
22,417
-3,624
-14% -$201K
TRP icon
2381
TC Energy
TRP
$70.1B
$1.18M ﹤0.01%
27,597
-10,989
-28% -$490K
SCNB
2382
DELISTED
Suffolk Bancorp
SCNB
$1.18M ﹤0.01%
49,457
+1,288
+3% +$29.1K
SNEX icon
2383
StoneX
SNEX
$8.72B
$1.17M ﹤0.01%
199,943
-56,949
-22% -$273K
WASH icon
2384
Washington Trust Bancorp
WASH
$748M
$1.17M ﹤0.01%
30,690
-3,796
-11% -$144K
DOOR
2385
DELISTED
MASONITE INTERNATIONAL CORP
DOOR
$1.17M ﹤0.01%
17,410
+4,642
+36% +$294K
RPAI
2386
DELISTED
RETAIL PROPERTIES OF AMERICA, INC.
RPAI
$1.17M ﹤0.01%
72,911
-435
-0.6% -$7.29K
AL
2387
DELISTED
Air Lease Corp
AL
$1.17M ﹤0.01%
30,920
+2,709
+10% +$99.5K
ZOES
2388
DELISTED
Zoe's Kitchen, Inc.
ZOES
$1.17M ﹤0.01%
35,035
+6,278
+22% +$203K
ADAM
2389
Adamas Trust
ADAM
$777M
$1.16M ﹤0.01%
37,377
+1,586
+4% +$49.5K
WIT icon
2390
Wipro
WIT
$19.5B
$1.16M ﹤0.01%
464,640
-327,931
-41% -$803K
EGOV
2391
DELISTED
NIC Inc
EGOV
$1.16M ﹤0.01%
65,609
-1,144
-2% -$19.5K
DHG
2392
DELISTED
Deutsche High Incm Opportunities
DHG
$1.16M ﹤0.01%
80,736
-90,436
-53% -$1.28M
AEGN
2393
DELISTED
Aegion Corp
AEGN
$1.16M ﹤0.01%
64,110
+5,037
+9% +$86.2K
CBR
2394
DELISTED
CIBER Inc.
CBR
$1.15M ﹤0.01%
280,210
-22,627
-7% -$84.3K
CSOD
2395
DELISTED
Cornerstone OnDemand, Inc.
CSOD
$1.15M ﹤0.01%
39,924
-1,611
-4% -$52.5K
ACAT
2396
DELISTED
Arctic Cat Inc
ACAT
$1.15M ﹤0.01%
31,746
+1,758
+6% +$63.3K
UHT
2397
Universal Health Realty Income Trust
UHT
$621M
$1.15M ﹤0.01%
20,472
+1,970
+11% +$103K
BLX icon
2398
Bladex Inc
BLX
$2.15B
$1.15M ﹤0.01%
35,011
-321
-0.9% -$9.77K
MHY
2399
DELISTED
WESTERN ASSET MANAGED HIGH INCOM FD INC. COM
MHY
$1.15M ﹤0.01%
221,565
-1,596
-0.7% -$8.24K
EVR icon
2400
Evercore
EVR
$11.8B
$1.14M ﹤0.01%
22,143
+4,358
+25% +$221K
94 95
96
97 98

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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.