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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
HOLX
776
DELISTED
Hologic
HOLX
$9.68M 0.02%
293,058
+9,535
+3% +$293K
PANW icon
777
Palo Alto Networks
PANW
$256B
$9.66M 0.02%
396,786
-3,708
-0.9% -$83K
INCY icon
778
Incyte
INCY
$25.4B
$9.65M 0.02%
105,261
+13,982
+15% +$1.16M
MHK icon
779
Mohawk Industries
MHK
$6.91B
$9.62M 0.02%
51,774
+95
+0.2% +$16.4K
XLS
780
DELISTED
EXELIS INC COM STK
XLS
$9.6M 0.02%
393,940
-104,875
-21% -$2.24M
SVC
781
Service Properties Trust
SVC
$1.05B
$9.58M 0.02%
58,459
+1,994
+4% +$318K
CXO
782
DELISTED
CONCHO RESOURCES INC.
CXO
$9.55M 0.02%
82,426
+24,261
+42% +$2.64M
UGI icon
783
UGI
UGI
$7.87B
$9.5M 0.02%
291,384
-10,949
-4% -$384K
CIG icon
784
CEMIG Preferred Shares
CIG
$6.06B
$9.48M 0.02%
4,546,769
+1,034,885
+29% +$2.26M
CHY
785
Calamos Convertible and High Income Fund
CHY
$974M
$9.47M 0.02%
668,462
-221,149
-25% -$3.15M
MR
786
DELISTED
MINDRAY MED INTL LTD SPONSORED ADR REPSTG CL A
MR
$9.43M 0.02%
344,667
+12,347
+4% +$340K
N
787
DELISTED
Netsuite Inc
N
$9.42M 0.02%
101,588
+4,133
+4% +$409K
GHC icon
788
Graham Holdings Company
GHC
$5.32B
$9.38M 0.02%
14,782
-980
-6% -$578K
MFA
789
MFA Financial
MFA
$931M
$9.37M 0.02%
297,856
+31,955
+12% +$1.01M
TECD
790
DELISTED
Tech Data Corp
TECD
$9.36M 0.02%
162,029
+817
+0.5% +$47.8K
CTCM
791
DELISTED
CTC MEDIA INC COM STK
CTCM
$9.34M 0.02%
2,359,215
-8,951
-0.4% -$37K
BLKB icon
792
Blackbaud
BLKB
$1.93B
$9.29M 0.02%
196,106
-2,211
-1% -$99.4K
MUSA icon
793
Murphy USA
MUSA
$11.4B
$9.28M 0.02%
128,186
+14,517
+13% +$1.02M
KRC icon
794
Kilroy Realty
KRC
$4.59B
$9.23M 0.02%
121,219
+4,229
+4% +$315K
TSS
795
DELISTED
Total System Services, Inc.
TSS
$9.2M 0.02%
241,065
-48,366
-17% -$1.77M
PPS
796
DELISTED
Post Properties
PPS
$9.14M 0.02%
160,621
+1,073
+0.7% +$63.1K
CBI
797
DELISTED
Chicago Bridge & Iron Nv
CBI
$9.14M 0.02%
185,506
+84,452
+84% +$3.55M
ALLE icon
798
Allegion
ALLE
$13.5B
$9.13M 0.02%
149,182
+17,328
+13% +$990K
BIO icon
799
Bio-Rad Laboratories Class A
BIO
$8.75B
$9.13M 0.02%
67,503
+3,817
+6% +$473K
LINE
800
DELISTED
LINN ENERGY LLC COM UTS REP LTD LIABILITY CO INTS
LINE
$9.09M 0.02%
822,138
+39,818
+5% +$454K
30 31
32
33 34

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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.