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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
MHO icon
3076
M/I Homes
MHO
$3.89B
$368K ﹤0.01%
15,456
+4,794
+45% +$105K
HYB
3077
DELISTED
New America High Income Fund, Inc.
HYB
$368K ﹤0.01%
40,668
-29,847
-42% -$271K
IAE
3078
Voya Asia Pacific High Dividend Equity Income Fund
IAE
$89.7M
$367K ﹤0.01%
31,650
+5,787
+22% +$67.4K
IMGN
3079
DELISTED
Immunogen Inc
IMGN
$367K ﹤0.01%
41,051
-31,796
-44% -$230K
SHOS
3080
DELISTED
Sears Hometown and Outlet Stores, Inc.
SHOS
$366K ﹤0.01%
47,459
+6,122
+15% +$73K
NWY
3081
DELISTED
New York & Co Inc
NWY
$366K ﹤0.01%
146,435
+42
+0% +$97
AMFW
3082
DELISTED
AMEC Foster Wheeler plc
AMFW
$366K ﹤0.01%
27,409
+490
+2% +$6.41K
EWH icon
3083
iShares MSCI Hong Kong ETF
EWH
$1.24B
$365K ﹤0.01%
16,654
+730
+5% +$15.7K
AKO.A icon
3084
Embotelladora Andina Series A
AKO.A
$3.63B
$364K ﹤0.01%
28,837
+2
+0% +$27
RBS.PRS.CL
3085
DELISTED
The Royal Bank Of Scotland Group
RBS.PRS.CL
$364K ﹤0.01%
14,522
+450
+3% +$11.3K
STNR
3086
DELISTED
STEINER LEISURE LTD
STNR
$363K ﹤0.01%
7,665
+300
+4% +$13.8K
NEE.PRI
3087
DELISTED
NEXTERA ENERGY CAPITAL HOLDINGS, INC. Series I Junior Subordinated Debentures due November 15, 2072
NEE.PRI
$363K ﹤0.01%
14,909
+452
+3% +$10.9K
NNN.PRD.CL
3088
DELISTED
National Retail Properties Inc
NNN.PRD.CL
$363K ﹤0.01%
13,810
+414
+3% +$10.9K
DWM icon
3089
WisdomTree International Equity Fund
DWM
$671M
$362K ﹤0.01%
+6,989
New +$358K
AVD icon
3090
American Vanguard Corp
AVD
$74.1M
$361K ﹤0.01%
33,988
-14,597
-30% -$163K
JPI
3091
DELISTED
Nuveen Preferred Securities & Income Opportunities Fund
JPI
$361K ﹤0.01%
+15,406
New +$358K
BCOV
3092
DELISTED
Brightcove, Inc.
BCOV
$360K ﹤0.01%
49,062
-911
-2% -$7.04K
CYD icon
3093
China Yuchai International
CYD
$1.74B
$358K ﹤0.01%
18,159
+1,936
+12% +$37.3K
LION
3094
DELISTED
Fidelity Southern Corporation
LION
$358K ﹤0.01%
21,217
-4,168
-16% -$66.7K
CVGW
3095
DELISTED
Calavo Growers
CVGW
$357K ﹤0.01%
6,938
+691
+11% +$30.9K
PFBC icon
3096
Preferred Bank
PFBC
$1.25B
$356K ﹤0.01%
12,944
-2,455
-16% -$66.5K
CIGI icon
3097
Colliers International
CIGI
$5.31B
$355K ﹤0.01%
9,377
-653
-7% -$21.8K
LQD icon
3098
iShares iBoxx $ Investment Grade Corporate Bond ETF
LQD
$34.5B
$355K ﹤0.01%
2,925
– –
LGTY
3099
DELISTED
Logility Supply Chain Solutions, Inc. Common Stock
LGTY
$355K ﹤0.01%
34,696
+18
+0.1% +$167
MBVT
3100
DELISTED
Merchants Bancshares Inc
MBVT
$355K ﹤0.01%
+12,185
New +$349K
122 123
124
125 126

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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.