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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
DBRG icon
1401
DigitalBridge
DBRG
$2.92B
$4M 0.01%
42,872
+211
+0.5% +$19.1K
PRA
1402
DELISTED
ProAssurance
PRA
$3.99M 0.01%
86,929
-3,578
-4% -$163K
HTS
1403
DELISTED
HATTERAS FINANCIAL CORP
HTS
$3.99M 0.01%
219,509
+19,069
+10% +$347K
IGLB icon
1404
iShares 10+ Year Investment Grade Corporate Bond ETF
IGLB
$2.62B
$3.98M 0.01%
63,559
-49,589
-44% -$3.11M
TAL
1405
DELISTED
TAL INTERNATIONAL GROUP, INC.
TAL
$3.98M 0.01%
97,668
+33,658
+53% +$1.4M
BOI
1406
DELISTED
Brookfield Mtge Opportunity Fd
BOI
$3.98M 0.01%
241,493
+87,202
+57% +$1.43M
CXT icon
1407
Crane NXT
CXT
$2.99B
$3.97M 0.01%
183,119
+16,036
+10% +$350K
GPK icon
1408
Graphic Packaging
GPK
$3.35B
$3.96M 0.01%
272,471
+75,178
+38% +$1.1M
PAG icon
1409
Penske Automotive Group
PAG
$14.7B
$3.96M 0.01%
76,833
-7,754
-9% -$382K
DIN icon
1410
Dine Brands
DIN
$462M
$3.94M 0.01%
36,869
+2,398
+7% +$257K
PCY icon
1411
Invesco Emerging Markets Sovereign Debt ETF
PCY
$1.38B
$3.93M 0.01%
138,371
-1,589
-1% -$45.1K
SNP
1412
DELISTED
CHINA PETROLEUM & CHEMICAL CORPORATION ADS (REP 100 ORDINARY H SHARES)
SNP
$3.92M 0.01%
49,190
+263
+0.5% +$21.1K
FOSL icon
1413
Fossil Group
FOSL
$260M
$3.92M 0.01%
47,501
-69,211
-59% -$6.37M
B
1414
Barrick Mining
B
$60.9B
$3.91M 0.01%
356,898
+59,938
+20% +$709K
WCN
1415
Waste Connections
WCN
$43.6B
$3.91M 0.01%
121,830
+24,717
+25% +$755K
PDCE
1416
DELISTED
PDC Energy, Inc.
PDCE
$3.9M 0.01%
72,240
-344
-0.5% -$16.7K
RAMP icon
1417
LiveRamp
RAMP
$2.29B
$3.9M 0.01%
210,760
+14,320
+7% +$275K
NWG icon
1418
NatWest
NWG
$69.9B
$3.9M 0.01%
358,419
-25,851
-7% -$313K
SWI
1419
DELISTED
SOLARWINDS INC COM STK (DE)
SWI
$3.89M 0.01%
76,003
+2,544
+3% +$126K
TMX
1420
DELISTED
Terminix Global Holdings, Inc.
TMX
$3.89M 0.01%
172,082
+54,484
+46% +$1.15M
ACIW icon
1421
ACI Worldwide
ACIW
$6.12B
$3.89M 0.01%
179,537
+2,076
+1% +$41.2K
CRR
1422
DELISTED
Carbo Ceramics Inc.
CRR
$3.89M 0.01%
127,471
-3,018
-2% -$106K
ABCO
1423
DELISTED
Advisory Board Co
ABCO
$3.89M 0.01%
72,988
+11,408
+19% +$582K
AU icon
1424
AngloGold Ashanti
AU
$39.4B
$3.88M 0.01%
415,637
+48,328
+13% +$517K
CCMP
1425
DELISTED
CMC Materials, Inc. Common Stock
CCMP
$3.88M 0.01%
77,566
+20,995
+37% +$1.03M
55 56
57
58 59

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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.