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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
KIM icon
476
Kimco Realty
KIM
$17.7B
$19.3M 0.04%
718,838
+19,596
+3% +$526K
AKAM icon
477
Akamai
AKAM
$16.3B
$19.3M 0.04%
271,344
+8,923
+3% +$590K
CHTR icon
478
Charter Communications
CHTR
$16.7B
$19.3M 0.04%
99,709
-39,182
-28% -$6.79M
TEO icon
479
Telecom Argentina
TEO
$5.86B
$19.2M 0.04%
844,635
-142,662
-14% -$3.08M
ENIA
480
DELISTED
Enel Amricas S.A. American Depositary Shares (Each representing 50 shares of Common Stock)
ENIA
$19.2M 0.04%
2,184,222
-194,469
-8% -$1.67M
MELI icon
481
Mercado Libre
MELI
$94.4B
$19M 0.04%
154,719
-42,487
-22% -$5.37M
VIV icon
482
Telefônica Brasil
VIV
$21B
$18.9M 0.04%
1,238,168
+769,375
+164% +$13.6M
SIG icon
483
Signet Jewelers
SIG
$3.81B
$18.9M 0.04%
136,155
+1,386
+1% +$172K
EMBJ
484
Embraer S.A. ADS
EMBJ
$12.3B
$18.8M 0.04%
611,381
+74,798
+14% +$2.55M
PNR icon
485
Pentair
PNR
$10.8B
$18.8M 0.04%
444,434
-86,802
-16% -$3.78M
CHL
486
DELISTED
China Mobile Limited
CHL
$18.7M 0.04%
287,326
-15,827
-5% -$1.03M
SI
487
DELISTED
SIEMENS AKTIENGESELLSCHAFT ADS
SI
$18.6M 0.04%
171,538
-1,438
-0.8% -$156K
CPN
488
DELISTED
Calpine Corporation
CPN
$18.5M 0.04%
809,403
+259,573
+47% +$5.6M
BSAC icon
489
Banco Santander Chile
BSAC
$16B
$18.5M 0.04%
851,543
-76,569
-8% -$1.55M
WIN
490
DELISTED
Windstream Holdings Inc
WIN
$18.5M 0.04%
318,492
+26,012
+9% +$1.66M
TIF
491
DELISTED
Tiffany & Co.
TIF
$18.5M 0.04%
209,714
-6,527
-3% -$584K
AIV
492
Aimco
AIV
$375M
$18.4M 0.04%
3,511,615
+57,517
+2% +$299K
GME icon
493
GameStop
GME
$9.94B
$18.4M 0.04%
1,938,200
+49,736
+3% +$468K
CINF icon
494
Cincinnati Financial
CINF
$28.3B
$18.4M 0.04%
344,859
+523
+0.2% +$27.4K
NTRS icon
495
Northern Trust
NTRS
$22.2B
$18.3M 0.04%
262,070
+18,259
+7% +$1.25M
VOYA icon
496
Voya Financial
VOYA
$9.07B
$18.2M 0.04%
422,696
+150,210
+55% +$6.33M
MUFG icon
497
Mitsubishi UFJ Financial
MUFG
$253B
$18.2M 0.04%
2,928,748
+255,200
+10% +$1.51M
EC icon
498
Ecopetrol
EC
$32.5B
$18.2M 0.04%
1,192,920
+865,315
+264% +$14M
RIO icon
499
Rio Tinto
RIO
$149B
$18.1M 0.04%
438,333
-10,099
-2% -$456K
NAB
500
DELISTED
NATL AUSTRALIA BK LTD ADS5
NAB
$18.1M 0.04%
1,241,558
+240,374
+24% +$3.51M
18 19
20
21 22

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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.