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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
PBF icon
1226
PBF Energy
PBF
$7.49B
$4.78M 0.01%
140,900
+24,984
+22% +$725K
OMG
1227
DELISTED
OM GROUP INC.
OMG
$4.78M 0.01%
159,091
+38,927
+32% +$1.13M
TFSL icon
1228
TFS Financial
TFSL
$5.11B
$4.77M 0.01%
324,709
+2,420
+0.8% +$34.7K
TIMB icon
1229
TIM SA
TIMB
$9.1B
$4.76M 0.01%
287,359
+51,072
+22% +$1.07M
POLY
1230
DELISTED
Plantronics, Inc.
POLY
$4.76M 0.01%
89,812
+1,128
+1% +$57.7K
UIL
1231
DELISTED
UIL HOLDINGS
UIL
$4.75M 0.01%
92,448
+22,155
+32% +$1.03M
KEP icon
1232
Korea Electric Power
KEP
$14.6B
$4.75M 0.01%
231,789
+22,669
+11% +$448K
KFY icon
1233
Korn Ferry
KFY
$4.31B
$4.75M 0.01%
144,383
+24,557
+20% +$744K
PLCM
1234
DELISTED
POLYCOM INC
PLCM
$4.75M 0.01%
354,171
+35,650
+11% +$476K
HUB.B
1235
DELISTED
HUBBELL INC CL-B
HUB.B
$4.74M 0.01%
43,237
+598
+1% +$65.6K
CPLA
1236
DELISTED
Capella Education Company
CPLA
$4.74M 0.01%
73,004
-9,976
-12% -$674K
WNR
1237
DELISTED
Western Refining Inc
WNR
$4.73M 0.01%
95,780
+38,807
+68% +$1.62M
TDY icon
1238
Teledyne Technologies
TDY
$29.2B
$4.73M 0.01%
44,313
-5,530
-11% -$554K
BC icon
1239
Brunswick
BC
$5.23B
$4.73M 0.01%
91,854
+7,518
+9% +$399K
HIW icon
1240
Highwoods Properties
HIW
$3.79B
$4.72M 0.01%
103,147
+2,520
+3% +$116K
CBSH icon
1241
Commerce Bancshares
CBSH
$8.68B
$4.72M 0.01%
190,770
+26,064
+16% +$636K
CNK icon
1242
Cinemark Holdings
CNK
$4.07B
$4.71M 0.01%
104,473
+3,626
+4% +$143K
LFC
1243
DELISTED
China Life Insurance Company Ltd.
LFC
$4.71M 0.01%
213,771
+2,475
+1% +$50.5K
DSU icon
1244
BlackRock Debt Strategies Fund
DSU
$592M
$4.7M 0.01%
420,163
+179,872
+75% +$2.01M
NRF
1245
DELISTED
NorthStar Realty Finance Corp.
NRF
$4.69M 0.01%
129,352
+16,996
+15% +$629K
KALU icon
1246
Kaiser Aluminum
KALU
$2.48B
$4.68M 0.01%
60,931
+4,330
+8% +$317K
WDR
1247
DELISTED
Waddell & Reed Financial, Inc.
WDR
$4.68M 0.01%
94,566
+16,329
+21% +$781K
BRSL
1248
Brightstar Lottery PLC
BRSL
$1.9B
$4.68M 0.01%
269,036
-27,426
-9% -$477K
SIVB
1249
DELISTED
SVB Financial Group
SIVB
$4.68M 0.01%
36,842
-16,099
-30% -$1.92M
WLL
1250
DELISTED
Whiting Petroleum Corporation
WLL
$4.68M 0.01%
505
+110
+28% +$1.11M
48 49
50
51 52

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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.