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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
NATR icon
3051
Nature's Sunshine
NATR
$365M
$396K ﹤0.01%
30,145
+717
+2% +$9.8K
NOAH
3052
Noah Holdings
NOAH
$594M
$395K ﹤0.01%
+16,876
New +$354K
SHI
3053
DELISTED
Sinopec Shanghai Petrochemical Co., Ltd.
SHI
$395K ﹤0.01%
10,575
-1,935
-15% -$60.4K
PRE.PRE.CL
3054
DELISTED
Partnerre Ltd
PRE.PRE.CL
$395K ﹤0.01%
14,716
+447
+3% +$12.1K
NMBL
3055
DELISTED
Nimble Storage, Inc.
NMBL
$394K ﹤0.01%
17,680
+2,763
+19% +$67.2K
HALO icon
3056
Halozyme
HALO
$9.9B
$393K ﹤0.01%
27,515
+2,979
+12% +$43K
DUKH
3057
DELISTED
Duke Energy Corporation 5.125% Junior Subordinated Debentures due January 15, 2073
DUKH
$393K ﹤0.01%
15,559
+545
+4% +$13.6K
LAYN
3058
DELISTED
Layne Christensen Co
LAYN
$393K ﹤0.01%
78,369
-14,726
-16% -$105K
RLD
3059
DELISTED
REALD INC COM STK
RLD
$390K ﹤0.01%
30,484
+1,522
+5% +$18.3K
MXWL
3060
DELISTED
Maxwell Technologies Inc
MXWL
$389K ﹤0.01%
48,283
+2,148
+5% +$16.4K
NVRO
3061
DELISTED
NEVRO CORP.
NVRO
$388K ﹤0.01%
8,101
+9
+0.1% +$391
ESSA
3062
DELISTED
ESSA Bancorp
ESSA
$386K ﹤0.01%
30,115
+2,638
+10% +$32.4K
PJH
3063
DELISTED
PRUDENTIAL FINANCIAL, INC. 5.75% Junior Subordinated Notes due 2052
PJH
$386K ﹤0.01%
14,863
+495
+3% +$12.6K
AXS.PRC.CL
3064
DELISTED
Axis Capital Holdings Ltd
AXS.PRC.CL
$386K ﹤0.01%
14,330
+410
+3% +$11.2K
WNC icon
3065
Wabash National
WNC
$541M
$385K ﹤0.01%
27,302
+3,400
+14% +$46K
DEL
3066
DELISTED
Deltic Timber
DEL
$384K ﹤0.01%
5,800
-7
-0.1% -$455
EWJ icon
3067
iShares MSCI Japan ETF
EWJ
$21.3B
$382K ﹤0.01%
7,620
-321
-4% -$15.4K
ECH icon
3068
iShares MSCI Chile ETF
ECH
$1B
$381K ﹤0.01%
+9,450
New +$373K
NATL
3069
DELISTED
National Interstate Corporation
NATL
$381K ﹤0.01%
13,575
-1,968
-13% -$53.7K
NKSH icon
3070
National Bankshares
NKSH
$254M
$380K ﹤0.01%
12,726
-712
-5% -$20.9K
IBA
3071
DELISTED
Industrias Bachoco SAB De C.V.
IBA
$380K ﹤0.01%
7,626
+847
+12% +$42.7K
HWCC
3072
DELISTED
Houston Wire & Cable Company
HWCC
$378K ﹤0.01%
38,814
-10,974
-22% -$117K
ENLK
3073
DELISTED
EnLink Midstream Partners, LP
ENLK
$375K ﹤0.01%
15,165
+1,784
+13% +$49.5K
BOOM icon
3074
DMC Global
BOOM
$112M
$372K ﹤0.01%
29,119
-897
-3% -$13.1K
XENT
3075
DELISTED
Intersect ENT, Inc
XENT
$369K ﹤0.01%
14,304
– –
121 122
123
124 125

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MCM
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PSUF
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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.