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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
ANW
976
DELISTED
Aegean Marine Petroleum Network
ANW
$6.59M 0.01%
458,738
+25,684
+6% +$362K
COTY icon
977
Coty
COTY
$2.4B
$6.58M 0.01%
271,217
+146,891
+118% +$3.16M
SLXP
978
DELISTED
SALIX PHARMACEUTICALS LTD DEL
SLXP
$6.57M 0.01%
38,005
+4,178
+12% +$613K
SCM
979
DELISTED
SWISSCOM AG ADS(RP 1/10 REG SH
SCM
$6.54M 0.01%
112,468
-629
-0.6% -$36.6K
CLH icon
980
Clean Harbors
CLH
$17.2B
$6.52M 0.01%
114,811
-25,578
-18% -$1.32M
XYL icon
981
Xylem
XYL
$28.5B
$6.51M 0.01%
186,045
+5,535
+3% +$195K
ZD icon
982
Ziff Davis
ZD
$2B
$6.5M 0.01%
113,763
+10,429
+10% +$581K
DBD
983
DELISTED
Diebold Nixdorf Incorporated
DBD
$6.49M 0.01%
183,142
-25,084
-12% -$845K
NEA icon
984
Nuveen AMT-Free Quality Municipal Income Fund
NEA
$3.36B
$6.49M 0.01%
468,495
-110,396
-19% -$1.54M
TXNM
985
TXNM Energy Inc
TXNM
$6.39B
$6.49M 0.01%
222,219
+13,589
+7% +$396K
LE icon
986
Lands' End
LE
$378M
$6.49M 0.01%
180,742
+29,095
+19% +$1.16M
IDA icon
987
Idacorp
IDA
$8B
$6.48M 0.01%
103,034
+8,722
+9% +$561K
PPT
988
Franklin Premier Income Trust
PPT
$323M
$6.47M 0.01%
1,227,374
+104,062
+9% +$545K
VVC
989
DELISTED
Vectren Corporation
VVC
$6.46M 0.01%
146,431
+38,341
+35% +$1.75M
MDU icon
990
MDU Resources
MDU
$4.18B
$6.45M 0.01%
794,767
+53,142
+7% +$451K
SNN icon
991
Smith & Nephew
SNN
$13.7B
$6.41M 0.01%
187,437
-397
-0.2% -$14K
IQNT
992
DELISTED
Inteliquent, Inc.
IQNT
$6.39M 0.01%
405,798
-172,785
-30% -$2.96M
MMT
993
Aberdeen Multi-Market Income Fund
MMT
$237M
$6.39M 0.01%
1,005,671
+34,462
+4% +$219K
VC icon
994
Visteon
VC
$2.85B
$6.38M 0.01%
66,196
-8,543
-11% -$853K
CRC
995
DELISTED
California Resources Corporation
CRC
$6.38M 0.01%
83,824
+10,308
+14% +$631K
WPX
996
DELISTED
WPX Energy, Inc.
WPX
$6.38M 0.01%
583,560
-19,875
-3% -$227K
CLC
997
DELISTED
Clarcor
CLC
$6.37M 0.01%
96,488
+4,606
+5% +$298K
VSH icon
998
Vishay Intertechnology
VSH
$4.6B
$6.34M 0.01%
458,985
+5,549
+1% +$76.5K
ACM icon
999
Aecom
ACM
$9.46B
$6.33M 0.01%
205,556
-37,871
-16% -$1.08M
DY icon
1000
Dycom Industries
DY
$11.2B
$6.31M 0.01%
129,285
+664
+0.5% +$26.1K
38 39
40
41 42

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MCM
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PSUF
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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.