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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
LGF
1751
DELISTED
Lions Gate Entertainment
LGF
$2.66M 0.01%
78,440
-16,980
-18% -$533K
SBRA icon
1752
Sabra Healthcare REIT
SBRA
$5.38B
$2.66M 0.01%
80,203
+3,368
+4% +$109K
CHS
1753
DELISTED
Chicos FAS, Inc.
CHS
$2.65M 0.01%
150,003
+1,363
+0.9% +$23.7K
FCF icon
1754
First Commonwealth Financial
FCF
$2.18B
$2.65M 0.01%
294,498
-16,651
-5% -$143K
CONE
1755
DELISTED
CyrusOne Inc Common Stock
CONE
$2.65M 0.01%
85,012
+14,568
+21% +$430K
PVTB
1756
DELISTED
PrivateBancorp Inc
PVTB
$2.65M 0.01%
75,199
+2,403
+3% +$81.2K
UBSI icon
1757
United Bankshares
UBSI
$6.62B
$2.64M 0.01%
70,306
+1,357
+2% +$49.6K
KPN
1758
DELISTED
ROYAL KPN NV ADS (EA REPTG 1 ORD SH)
KPN
$2.64M 0.01%
771,913
+66,255
+9% +$227K
ANN
1759
DELISTED
ANN INC
ANN
$2.64M 0.01%
64,327
-5,531
-8% -$202K
FNGN
1760
DELISTED
Financial Engines, Inc.
FNGN
$2.63M 0.01%
63,000
+8,205
+15% +$324K
GIL icon
1761
Gildan
GIL
$9.72B
$2.63M 0.01%
89,193
+3,171
+4% +$92.7K
BCE icon
1762
BCE
BCE
$20.2B
$2.63M 0.01%
61,989
+17,630
+40% +$786K
NNI icon
1763
Nelnet
NNI
$4.88B
$2.62M 0.01%
55,442
+323
+0.6% +$14.9K
TROX icon
1764
Tronox
TROX
$999M
$2.61M 0.01%
128,424
+63,772
+99% +$1.36M
NSLR
1765
Neostellar Capital Corp
NSLR
$270M
$2.61M 0.01%
409,798
-129
-0% -$808
SAH icon
1766
Sonic Automotive
SAH
$3.17B
$2.61M 0.01%
104,672
-309
-0.3% -$7.8K
TNC icon
1767
Tennant Co
TNC
$1.41B
$2.61M 0.01%
39,870
-1,878
-4% -$125K
RPT
1768
DELISTED
RPT Realty Common Shares of Beneficial Interest (MD)
RPT
$2.61M 0.01%
140,119
+13,224
+10% +$253K
PNFP icon
1769
Pinnacle Financial Partners Inc
PNFP
$15.8B
$2.6M 0.01%
58,446
-19,597
-25% -$788K
PRK icon
1770
Park National Corp
PRK
$3.74B
$2.6M 0.01%
30,327
-1,111
-4% -$93.7K
PTR
1771
DELISTED
PETROCHINA COMPANY LIMITED ADS (REP 100 H SHARES)
PTR
$2.59M 0.01%
23,295
-1,809
-7% -$200K
PBY
1772
DELISTED
PEP BOYS MANNY MOE& JACK
PBY
$2.59M 0.01%
269,091
+7,855
+3% +$71.7K
OMCL icon
1773
Omnicell
OMCL
$1.69B
$2.58M 0.01%
73,540
-19,931
-21% -$657K
COKE icon
1774
Coca-Cola Consolidated
COKE
$12.6B
$2.58M 0.01%
227,980
+1,170
+0.5% +$11.9K
RMBS icon
1775
Rambus
RMBS
$9.72B
$2.58M 0.01%
204,967
-53,999
-21% -$635K
69 70
71
72 73

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MCM
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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.