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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
ABR icon
2926
Arbor Realty Trust
ABR
$987M
$496K ﹤0.01%
71,004
-15,047
-17% -$106K
OMAB icon
2927
Grupo Aeroportuario Centro Norte
OMAB
$5.21B
$496K ﹤0.01%
12,740
+1,289
+11% +$48.1K
TESS
2928
DELISTED
Tessco Technologies Inc
TESS
$496K ﹤0.01%
20,109
-1,257
-6% -$30.6K
NILE
2929
DELISTED
Blue Nile, Inc.
NILE
$496K ﹤0.01%
15,576
-259
-2% -$8.11K
USB.PRM
2930
DELISTED
U.S. Bancorp Depositary Shares, each representing 1/1000th interest in a share of Series F Non-Cumul
USB.PRM
$496K ﹤0.01%
16,707
+561
+3% +$16.6K
ESLT icon
2931
Elbit Systems
ESLT
$36.6B
$493K ﹤0.01%
6,830
-4,427
-39% -$286K
LCM
2932
DELISTED
Advent/Claymore Enhanced Gth & F
LCM
$492K ﹤0.01%
52,255
+2,180
+4% +$20.2K
BELFB
2933
Bel Fuse Inc Class B
BELFB
$3.5B
$491K ﹤0.01%
25,816
-2,919
-10% -$64.4K
ASR icon
2934
Grupo Aeroportuario del Sureste
ASR
$8.24B
$489K ﹤0.01%
3,641
-1,358
-27% -$181K
BEL
2935
DELISTED
Belmond Ltd.
BEL
$489K ﹤0.01%
39,784
+6,170
+18% +$71.2K
IEH
2936
DELISTED
INTEGRYS ENERGY GROUP INC 6% JR SUB NT DUE 8-1-2073 (WI)
IEH
$488K ﹤0.01%
17,365
+593
+4% +$16.4K
ANET icon
2937
Arista Networks
ANET
$206B
$487K ﹤0.01%
+110,512
New +$458K
HTGC icon
2938
Hercules Capital
HTGC
$3.01B
$487K ﹤0.01%
36,153
+3,457
+11% +$50.7K
ESRT icon
2939
Empire State Realty Trust
ESRT
$1.02B
$486K ﹤0.01%
25,829
+3,684
+17% +$66.9K
HTR
2940
DELISTED
Brookfield Total Return Fund Inc
HTR
$486K ﹤0.01%
20,014
-11,595
-37% -$285K
AMPE
2941
DELISTED
Ampio Pharmaceuticals Inc.
AMPE
$484K ﹤0.01%
214
-1
-0.5% -$1.71K
PAHC icon
2942
Phibro Animal Health
PAHC
$1.5B
$483K ﹤0.01%
13,650
-1,687
-11% -$54.3K
AAIC
2943
DELISTED
Arlington Asset Investment Corp.
AAIC
$483K ﹤0.01%
20,075
-28,071
-58% -$714K
WGO icon
2944
Winnebago Industries
WGO
$908M
$481K ﹤0.01%
22,634
-83,248
-79% -$1.79M
PPBI
2945
DELISTED
Pacific Premier Bancorp
PPBI
$480K ﹤0.01%
29,624
-95
-0.3% -$1.51K
JOYY
2946
JOYY Inc
JOYY
$3.76B
$480K ﹤0.01%
8,793
+1,940
+28% +$121K
CAE icon
2947
CAE Inc. Common Shares
CAE
$8.56B
$479K ﹤0.01%
41,093
-5,241
-11% -$64K
OVV icon
2948
Ovintiv
OVV
$16.9B
$479K ﹤0.01%
8,589
+4,371
+104% +$275K
FF icon
2949
Future Fuel
FF
$204M
$478K ﹤0.01%
46,521
+493
+1% +$5.88K
COF.PRC.CL
2950
DELISTED
Capital One Financial Corporation
COF.PRC.CL
$478K ﹤0.01%
18,682
+576
+3% +$14.5K
116 117
118
119 120

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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.