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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
HL icon
1726
Hecla Mining
HL
$10B
$2.74M 0.01%
918,980
-10,008
-1% -$31.8K
PPO
1727
DELISTED
POLYPORE INTERNATIONAL, INC
PPO
$2.74M 0.01%
46,475
+553
+1% +$28.6K
CPE
1728
DELISTED
Callon Petroleum Company
CPE
$2.72M 0.01%
36,452
+5,676
+18% +$369K
CENX icon
1729
Century Aluminum
CENX
$4.44B
$2.72M 0.01%
197,140
-62,669
-24% -$1.26M
WBS icon
1730
Webster Financial
WBS
$12.5B
$2.72M 0.01%
73,309
+761
+1% +$25.6K
TI
1731
DELISTED
Telecom Italia
TI
$2.71M 0.01%
233,782
+8,425
+4% +$95.5K
NVRI icon
1732
Enviri
NVRI
$624M
$2.71M 0.01%
156,946
+11,978
+8% +$197K
AFB
1733
AllianceBernstein National Municipal Income Fund
AFB
$314M
$2.71M 0.01%
197,721
+377
+0.2% +$5.22K
HEES
1734
DELISTED
H&E Equipment Services
HEES
$2.71M 0.01%
108,274
+21,939
+25% +$494K
CBU icon
1735
Community Bank
CBU
$3.42B
$2.71M 0.01%
76,428
+1,706
+2% +$60.3K
CPK icon
1736
Chesapeake Utilities
CPK
$3.2B
$2.7M 0.01%
53,365
+282
+0.5% +$13.8K
MLKN icon
1737
MillerKnoll
MLKN
$1.53B
$2.7M 0.01%
97,123
-20,634
-18% -$604K
PSA.PRS.CL
1738
DELISTED
Public Storage
PSA.PRS.CL
$2.69M 0.01%
104,742
+8,288
+9% +$212K
FMER
1739
DELISTED
FIRSTMERIT CORP
FMER
$2.69M 0.01%
141,248
-11,773
-8% -$213K
BGC
1740
DELISTED
General Cable Corporation
BGC
$2.68M 0.01%
155,738
-25,136
-14% -$356K
UPM
1741
DELISTED
UPM-KYMMRME ADR (REPR ORD SHS)
UPM
$2.68M 0.01%
138,730
+32,040
+30% +$619K
WAGE
1742
DELISTED
WageWorks, Inc.
WAGE
$2.68M 0.01%
50,193
+7,040
+16% +$402K
SHO icon
1743
Sunstone Hotel Investors
SHO
$2.18B
$2.67M 0.01%
160,372
+8,126
+5% +$139K
CBOE icon
1744
Cboe Global Markets
CBOE
$31B
$2.67M 0.01%
46,535
-6,092
-12% -$379K
VTLE
1745
DELISTED
Vital Energy
VTLE
$2.67M 0.01%
10,241
+6,756
+194% +$1.53M
AZPN
1746
DELISTED
ASPEN TECHNOLOGY INC
AZPN
$2.67M 0.01%
69,306
+1,880
+3% +$72.4K
NBTB icon
1747
NBT Bancorp
NBTB
$2.75B
$2.67M 0.01%
106,432
-9,939
-9% -$242K
USG
1748
DELISTED
Usg
USG
$2.67M 0.01%
99,903
+3,576
+4% +$101K
ASX icon
1749
ASE Group
ASX
$76.3B
$2.67M 0.01%
370,079
+68,093
+23% +$475K
PVA
1750
DELISTED
PENN VIRGINIA CORP
PVA
$2.67M 0.01%
411,265
-156,813
-28% -$1,000K
68 69
70
71 72

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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.