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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
ORAN
676
DELISTED
Orange
ORAN
$12.1M 0.02%
755,952
+12,968
+2% +$223K
BIG
677
DELISTED
Big Lots, Inc.
BIG
$12.1M 0.02%
251,810
+30,650
+14% +$1.45M
PACW
678
DELISTED
PacWest Bancorp
PACW
$12M 0.02%
256,320
+4,640
+2% +$209K
JBHT icon
679
JB Hunt Transport Services
JBHT
$25.6B
$12M 0.02%
140,614
-273
-0.2% -$22.8K
INGR icon
680
Ingredion
INGR
$6.44B
$12M 0.02%
153,950
+491
+0.3% +$40.2K
FSLR icon
681
First Solar
FSLR
$21.4B
$12M 0.02%
200,118
-3,872
-2% -$199K
AWK icon
682
American Water Works
AWK
$27.1B
$12M 0.02%
220,569
+13,250
+6% +$721K
LBTYA icon
683
Liberty Global Class A
LBTYA
$3.57B
$12M 0.02%
281,624
-17,220
-6% -$719K
PFF icon
684
iShares Preferred and Income Securities ETF
PFF
$13.1B
$12M 0.02%
297,949
+13,029
+5% +$519K
AYI icon
685
Acuity Brands
AYI
$9.9B
$11.9M 0.02%
70,812
+247
+0.4% +$38.7K
EVV
686
Eaton Vance Limited Duration Income Fund
EVV
$1.06B
$11.8M 0.02%
821,022
+45,351
+6% +$644K
EMD
687
DELISTED
Western Asset Emerging Markets
EMD
$11.8M 0.02%
1,059,198
+222,160
+27% +$2.46M
TSCO icon
688
Tractor Supply
TSCO
$16.4B
$11.7M 0.02%
690,270
+85,045
+14% +$1.42M
CNC icon
689
Centene
CNC
$31B
$11.7M 0.02%
330,164
-34,608
-9% -$1.04M
MAT icon
690
Mattel
MAT
$4.47B
$11.6M 0.02%
509,309
-85,353
-14% -$2.26M
HUN icon
691
Huntsman Corp
HUN
$2.05B
$11.6M 0.02%
524,486
-17,721
-3% -$396K
JBL icon
692
Jabil
JBL
$30.3B
$11.6M 0.02%
496,883
+123,223
+33% +$2.69M
BEAV
693
DELISTED
B/E Aerospace Inc
BEAV
$11.6M 0.02%
182,302
+14,728
+9% +$905K
PC
694
DELISTED
PANASONIC CORP ADR (REP 1 SHR COM STK) (JP)
PC
$11.6M 0.02%
883,300
+23,992
+3% +$315K
GPN icon
695
Global Payments
GPN
$23.9B
$11.6M 0.02%
252,358
-15,364
-6% -$685K
ITC
696
DELISTED
ITC HOLDINGS CORP
ITC
$11.6M 0.02%
308,805
+3,418
+1% +$136K
CPRI icon
697
Capri Holdings
CPRI
$1.79B
$11.5M 0.02%
175,585
-31,542
-15% -$2.16M
BNL
698
DELISTED
BUNZL PLC ADS (RP 5 ORD SHS)
BNL
$11.5M 0.02%
425,802
+26,854
+7% +$728K
IGD
699
Voya Global Equity Dividend and Premium Opportunity Fund
IGD
$512M
$11.5M 0.02%
1,385,461
+393,379
+40% +$3.27M
ERC
700
Allspring Multi-Sector Income Fund
ERC
$254M
$11.5M 0.02%
862,329
+52,024
+6% +$706K
26 27
28
29 30

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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.