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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
EVG
851
Eaton Vance Short Duration Diversified Income Fund
EVG
$141M
$8.24M 0.02%
568,913
-28,216
-5% -$405K
RPM icon
852
RPM International
RPM
$13.8B
$8.23M 0.02%
171,443
+33,977
+25% +$1.64M
AKRX
853
DELISTED
Akorn Inc
AKRX
$8.18M 0.02%
172,174
+14,876
+9% +$675K
CNI icon
854
Canadian National Railway
CNI
$78.5B
$8.17M 0.02%
122,215
+7,138
+6% +$486K
ISIL
855
DELISTED
Intersil Corp
ISIL
$8.16M 0.02%
569,669
+120,918
+27% +$1.8M
NTT
856
DELISTED
Nippon Telegraph & Telephone
NTT
$8.15M 0.02%
264,502
+33,211
+14% +$985K
NOK icon
857
Nokia
NOK
$46.9B
$8.15M 0.02%
1,075,274
+19,911
+2% +$155K
VR
858
DELISTED
Validus Hold Ltd
VR
$8.14M 0.02%
193,319
+12,414
+7% +$511K
BBL
859
DELISTED
BHP Group Plc American Depositary Shares (Each representing two Ordinary Shares)
BBL
$8.14M 0.02%
183,893
+65,406
+55% +$2.96M
E icon
860
ENI
E
$78.1B
$8.13M 0.02%
234,875
+32,522
+16% +$1.13M
TLS
861
DELISTED
TELSTRA CRP LTD ADS(RP 5 ORD)
TLS
$8.11M 0.02%
339,908
+5,616
+2% +$134K
TFX icon
862
Teleflex
TFX
$5.96B
$8.03M 0.02%
66,483
+1,919
+3% +$222K
FMS icon
863
Fresenius Medical Care
FMS
$13.4B
$8.03M 0.02%
193,786
+16,728
+9% +$646K
SAIC icon
864
Saic
SAIC
$4.95B
$8.03M 0.02%
156,379
+32,158
+26% +$1.68M
GGG icon
865
Graco
GGG
$13.2B
$8.02M 0.02%
333,573
-7,323
-2% -$183K
BMS
866
DELISTED
Bemis
BMS
$8.01M 0.02%
172,978
-8,157
-5% -$379K
SKX
867
DELISTED
Skechers
SKX
$7.99M 0.02%
333,339
-29,067
-8% -$625K
PUB
868
DELISTED
PUBLICIS SA ADS (1 ADS = 1C0M)
PUB
$7.92M 0.02%
411,130
+17,248
+4% +$332K
PAY
869
DELISTED
Verifone Systems Inc
PAY
$7.92M 0.02%
226,893
-8,851
-4% -$307K
GK
870
DELISTED
G&K Services Inc
GK
$7.92M 0.02%
109,124
+3,266
+3% +$231K
GXP
871
DELISTED
Great Plains Energy Incorporated
GXP
$7.88M 0.02%
295,286
+18,109
+7% +$501K
QGENF
872
DELISTED
QIAGEN NV
QGENF
$7.87M 0.02%
312,332
+27,754
+10% +$699K
SLM icon
873
SLM Corp
SLM
$4.83B
$7.87M 0.02%
847,627
+74,732
+10% +$702K
IT icon
874
Gartner
IT
$11.1B
$7.85M 0.02%
93,569
-4,450
-5% -$367K
TKR icon
875
Timken Company
TKR
$9.19B
$7.82M 0.02%
185,556
+9,903
+6% +$411K
33 34
35
36 37

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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.