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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
UCTT
3226
Ultra Clean Holdings
UCTT
$3.47B
$270K ﹤0.01%
37,822
-2,963
-7% -$26.1K
CVGI icon
3227
Commercial Vehicle Group
CVGI
$152M
$269K ﹤0.01%
41,791
+7,175
+21% +$43.5K
AXS.PRD.CL
3228
DELISTED
AXIS CAPITAL HOLDINGS LIMITED 5.50% SERIES D Called for Redemption
AXS.PRD.CL
$268K ﹤0.01%
10,942
+391
+4% +$9.42K
POWR
3229
DELISTED
POWERSECURE INTL INC COM STK (DE)
POWR
$268K ﹤0.01%
20,341
+4,726
+30% +$51.4K
NDLS icon
3230
Noodles & Co
NDLS
$88.2M
$267K ﹤0.01%
1,911
-1,706
-47% -$307K
CTY
3231
DELISTED
QWEST CORPORATION 6.125% NOTES DUE 2053
CTY
$266K ﹤0.01%
10,647
+401
+4% +$9.89K
MY
3232
DELISTED
CHINA MING YANG WIND PWR GRP LTD ADS RSPTG 1 ORD SHS (CHINA)
MY
$266K ﹤0.01%
115,130
+93,281
+427% +$205K
IHI icon
3233
iShares US Medical Devices ETF
IHI
$3.14B
$264K ﹤0.01%
13,146
-126
-0.9% -$2.46K
HSBC.PRA
3234
DELISTED
HSBC Holdings PLC, Inc. ADS(1/40 shr. 6.2% Non-Cum. Dlr. Pref. Shrs., Ser.A)
HSBC.PRA
$264K ﹤0.01%
10,308
-4,581
-31% -$118K
MHR
3235
DELISTED
MAGNUM HUNTER RESOURCES CORP (DEL)
MHR
$264K ﹤0.01%
98,809
-124,713
-56% -$308K
FGL
3236
DELISTED
Fidelity & Guaranty Life
FGL
$264K ﹤0.01%
+12,451
New +$271K
EWX icon
3237
State Street SPDR S&P Emerging Markets Small Cap ETF
EWX
$656M
$263K ﹤0.01%
5,870
-106,262
-95% -$4.73M
GHM icon
3238
Graham Corp
GHM
$1.17B
$263K ﹤0.01%
10,982
-2,631
-19% -$62.6K
HIMX
3239
Himax Technologies
HIMX
$2.09B
$263K ﹤0.01%
41,539
-3,367
-7% -$25.7K
RIGL icon
3240
Rigel Pharmaceuticals
RIGL
$712M
$263K ﹤0.01%
7,364
+308
+4% +$8.45K
MWO.CL
3241
DELISTED
MORGAN STANLEY CAPITAL TRUST V
MWO.CL
$262K ﹤0.01%
10,347
-3,623
-26% -$91.8K
SPP
3242
DELISTED
SAPPI LTD ADS(RP 1 0RD SH)
SPP
$262K ﹤0.01%
65,383
+2,985
+5% +$12K
KEM
3243
DELISTED
KEMET Corporation
KEM
$262K ﹤0.01%
63,318
+2,019
+3% +$8.36K
CPS icon
3244
Cooper-Standard Automotive
CPS
$526M
$261K ﹤0.01%
+4,404
New +$241K
GPX
3245
DELISTED
GP Strategies Corp.
GPX
$260K ﹤0.01%
7,022
+145
+2% +$4.99K
PSB.PRU.CL
3246
DELISTED
PS Business Parks, Inc. Depositary Shares Each Representing 1/1000 of a Share of 5.75% Cumulative Pr
PSB.PRU.CL
$260K ﹤0.01%
10,590
+401
+4% +$9.85K
NVCN
3247
DELISTED
Neovasc Inc.
NVCN
$259K ﹤0.01%
+1
New +$219K
FMI
3248
DELISTED
Foundation Medicine, Inc.
FMI
$259K ﹤0.01%
+5,384
New +$244K
AMNB
3249
DELISTED
American National Bankshares Inc
AMNB
$259K ﹤0.01%
11,458
-55
-0.5% -$1.24K
VTRB
3250
DELISTED
Ventas Realty, Ltd Partnership
VTRB
$259K ﹤0.01%
10,175
+366
+4% +$9.31K
128 129
130
131 132

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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.