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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
LNW
1826
DELISTED
Light & Wonder
LNW
$2.44M ﹤0.01%
232,888
-60,364
-21% -$761K
KKD
1827
DELISTED
KRISPY KREME DOUGHNUTS INC
KKD
$2.43M ﹤0.01%
121,783
+3,954
+3% +$80.4K
CLMS
1828
DELISTED
Calamos Asset Management, Inc.
CLMS
$2.43M ﹤0.01%
180,475
-10,409
-5% -$134K
EFOR
1829
Everforth Inc
EFOR
$1.13B
$2.42M ﹤0.01%
63,193
-2,564
-4% -$93.4K
FPF
1830
First Trust Intermediate Duration Preferred & Income Fund
FPF
$1.07B
$2.42M ﹤0.01%
+107,956
New +$2.42M
VSI
1831
DELISTED
Vitamin Shoppe Inc.
VSI
$2.42M ﹤0.01%
58,802
+13,175
+29% +$557K
WSO icon
1832
Watsco Inc
WSO
$12.8B
$2.42M ﹤0.01%
19,217
+2,369
+14% +$272K
CIE
1833
DELISTED
Cobalt International Energy, Inc
CIE
$2.42M ﹤0.01%
17,117
-539
-3% -$72.7K
TTEC icon
1834
TTEC Holdings
TTEC
$125M
$2.41M ﹤0.01%
94,847
-384
-0.4% -$8.99K
CLF icon
1835
Cleveland-Cliffs
CLF
$6.64B
$2.41M ﹤0.01%
501,328
+74,602
+17% +$481K
NEWP
1836
DELISTED
NEWPORT CORP
NEWP
$2.4M ﹤0.01%
125,837
+14,719
+13% +$285K
AMC icon
1837
AMC Entertainment Holdings
AMC
$2.47B
$2.39M ﹤0.01%
6,738
+4,186
+164% +$1.31M
TCF
1838
DELISTED
TCF Financial Corporation Common Stock
TCF
$2.39M ﹤0.01%
76,228
-8,818
-10% -$264K
GNCMA
1839
DELISTED
GCI Liberty, Inc. Class A-1 Common Stock
GNCMA
$2.39M ﹤0.01%
151,588
-18,864
-11% -$277K
MT icon
1840
ArcelorMittal
MT
$52.3B
$2.39M ﹤0.01%
110,865
+17,890
+19% +$420K
BSFT
1841
DELISTED
BroadSoft, Inc.
BSFT
$2.38M ﹤0.01%
71,227
-4,554
-6% -$137K
HMIN
1842
DELISTED
HOMEINNS HOTEL GROUP SPONSORED ADR
HMIN
$2.38M ﹤0.01%
100,688
+1,007
+1% +$26.1K
SPIL
1843
DELISTED
Siliconware Precision Industries Co Ltd
SPIL
$2.38M ﹤0.01%
290,953
-7,310
-2% -$61.9K
MTGE
1844
DELISTED
MTGE Investment Corp. Common Stock
MTGE
$2.38M ﹤0.01%
132,501
+35,998
+37% +$666K
DNOW icon
1845
DNOW Inc
DNOW
$2.51B
$2.38M ﹤0.01%
109,878
-106,182
-49% -$2.47M
MBI icon
1846
MBIA
MBI
$274M
$2.37M ﹤0.01%
255,163
-15,045
-6% -$134K
ISLE
1847
DELISTED
Isle of Capri Casinos Inc
ISLE
$2.37M ﹤0.01%
168,904
-2,757
-2% -$31.7K
KN icon
1848
Knowles
KN
$3.08B
$2.37M ﹤0.01%
123,070
+6,417
+6% +$134K
GDOT icon
1849
Green Dot
GDOT
$743M
$2.37M ﹤0.01%
148,901
-15,677
-10% -$268K
ROG icon
1850
Rogers Corp
ROG
$2.18B
$2.37M ﹤0.01%
28,840
+2,855
+11% +$224K
72 73
74
75 76

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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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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.