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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
AWC
1426
DELISTED
Alumina Ltd
AWC
$3.87M 0.01%
801,792
-133,522
-14% -$644K
MOG.A icon
1427
Moog Inc Class A
MOG.A
$12.4B
$3.87M 0.01%
51,537
-1,387
-3% -$102K
RY icon
1428
Royal Bank of Canada
RY
$287B
$3.87M 0.01%
64,069
-517
-0.8% -$31.8K
FNFG
1429
DELISTED
FIRST NIAGARA FINANCIAL GROUP INC
FNFG
$3.87M 0.01%
437,239
-48,033
-10% -$410K
CMP icon
1430
Compass Minerals
CMP
$1.23B
$3.86M 0.01%
41,453
+1,130
+3% +$103K
MDP
1431
DELISTED
Meredith Corporation
MDP
$3.86M 0.01%
69,273
-11,276
-14% -$605K
AMD icon
1432
Advanced Micro Devices
AMD
$700B
$3.86M 0.01%
1,440,999
-612,475
-30% -$1.72M
BGY icon
1433
BlackRock Enhanced International Dividend Trust
BGY
$509M
$3.86M 0.01%
544,480
-2,138
-0.4% -$14.9K
SMCI icon
1434
Super Micro Computer
SMCI
$16.6B
$3.86M 0.01%
1,161,670
+68,740
+6% +$253K
CWT icon
1435
California Water Service
CWT
$3.1B
$3.85M 0.01%
157,294
+35,908
+30% +$888K
ESND
1436
DELISTED
Essendant Inc.
ESND
$3.84M 0.01%
93,786
+4,758
+5% +$193K
ADVS
1437
DELISTED
Advent Software Inc
ADVS
$3.84M 0.01%
87,096
+3,008
+4% +$124K
PBH icon
1438
Prestige Consumer Healthcare
PBH
$2.47B
$3.84M 0.01%
89,528
+2,429
+3% +$92.6K
WRI
1439
DELISTED
Weingarten Realty Investors
WRI
$3.84M 0.01%
106,722
+19,492
+22% +$710K
KAI icon
1440
Kadant
KAI
$3.58B
$3.84M 0.01%
72,972
+2,184
+3% +$96.5K
IGIB icon
1441
iShares 5-10 Year Investment Grade Corporate Bond ETF
IGIB
$18.5B
$3.84M 0.01%
69,352
+814
+1% +$44.9K
NUS icon
1442
Nu Skin
NUS
$257M
$3.84M 0.01%
63,726
+13,242
+26% +$674K
FRC
1443
DELISTED
First Republic Bank
FRC
$3.83M 0.01%
67,172
+11,065
+20% +$602K
GHI
1444
DELISTED
GLOBAL HIGH INCOME FUND INC.
GHI
$3.83M 0.01%
438,194
+21,517
+5% +$188K
ESV
1445
DELISTED
Ensco Rowan plc
ESV
$3.83M 0.01%
45,494
-15,193
-25% -$1.6M
WP
1446
DELISTED
Worldpay, Inc.
WP
$3.82M 0.01%
101,419
-14,635
-13% -$529K
NTUS
1447
DELISTED
Natus Medical Inc
NTUS
$3.81M 0.01%
96,569
-5,424
-5% -$200K
PNK
1448
DELISTED
Pinnacle Entertainment Inc.
PNK
$3.81M 0.01%
105,570
-26,791
-20% -$716K
BKU icon
1449
Bankunited
BKU
$3.33B
$3.79M 0.01%
115,664
-4,120
-3% -$127K
ELX
1450
DELISTED
EMULEX CORP
ELX
$3.78M 0.01%
474,597
+73,080
+18% +$512K
56 57
58
59 60

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AF
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MCM
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PSUF
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IA
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SCC
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BAM
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ACI
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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.