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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
UVE icon
1026
Universal Insurance Holdings
UVE
$1.26B
$6.04M 0.01%
235,935
-61,874
-21% -$1.46M
DAR icon
1027
Darling Ingredients
DAR
$9.32B
$6.01M 0.01%
429,102
+19,277
+5% +$317K
CORE
1028
DELISTED
Core Mark Holding Co., Inc.
CORE
$6.01M 0.01%
186,940
-5,920
-3% -$194K
NE
1029
DELISTED
Noble Corporation
NE
$6.01M 0.01%
420,902
+195,985
+87% +$3.18M
NJ
1030
DELISTED
NIDEC CP (NIHON KABUSHIKI KAISHA)1 ADS REPTG .25 SH COM STK
NJ
$6.01M 0.01%
359,285
+11,796
+3% +$198K
SANM icon
1031
Sanmina
SANM
$8.78B
$6M 0.01%
247,986
+33,248
+15% +$763K
PTC icon
1032
PTC
PTC
$15.3B
$6M 0.01%
165,740
+4,747
+3% +$164K
KND
1033
DELISTED
Kindred Healthcare
KND
$5.99M 0.01%
251,732
-63,731
-20% -$1.29M
AMCX icon
1034
AMC Global Media
AMCX
$450M
$5.98M 0.01%
78,042
+9,388
+14% +$649K
YPF icon
1035
YPF
YPF
$19.7B
$5.97M 0.01%
217,611
-436
-0.2% -$11.2K
SKT icon
1036
Tanger
SKT
$4.78B
$5.97M 0.01%
169,806
+8,002
+5% +$299K
SFLY
1037
DELISTED
Shutterfly, Inc.
SFLY
$5.96M 0.01%
131,851
-9,529
-7% -$432K
TDS icon
1038
Telephone and Data Systems
TDS
$3.87B
$5.96M 0.01%
239,476
+19,763
+9% +$494K
JEF icon
1039
Jefferies Financial Group
JEF
$12.7B
$5.96M 0.01%
298,595
+32,572
+12% +$673K
SPTN
1040
DELISTED
SpartanNash
SPTN
$5.95M 0.01%
188,541
-13,999
-7% -$378K
SPLK
1041
DELISTED
Splunk Inc
SPLK
$5.92M 0.01%
100,035
-2,912
-3% -$176K
SITC icon
1042
SITE Centers
SITC
$236M
$5.91M 0.01%
246,239
+7,440
+3% +$184K
FUJI
1043
DELISTED
FUJI FILM HOLDINGS ADR 2 ORD
FUJI
$5.91M 0.01%
165,860
+9,796
+6% +$349K
SLGN icon
1044
Silgan Holdings
SLGN
$4.51B
$5.88M 0.01%
202,384
+3,206
+2% +$89.1K
SBS icon
1045
Sabesp
SBS
$18.4B
$5.88M 0.01%
5,592,486
+1,379,813
+33% +$1.48M
CLR
1046
DELISTED
CONTINENTAL RESOURCES INC.
CLR
$5.88M 0.01%
134,590
+17,845
+15% +$759K
ERIE icon
1047
Erie Indemnity
ERIE
$13B
$5.87M 0.01%
67,221
+3,097
+5% +$274K
ATO icon
1048
Atmos Energy
ATO
$29.7B
$5.86M 0.01%
105,966
+7,357
+7% +$405K
CMRE icon
1049
Costamare
CMRE
$1.85B
$5.86M 0.01%
332,661
+35,654
+12% +$645K
NMR icon
1050
Nomura Holdings
NMR
$28.3B
$5.86M 0.01%
997,906
+38,393
+4% +$219K
40 41
42
43 44

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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.