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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
HA
701
DELISTED
Hawaiian Holdings, Inc.
HA
$11.5M 0.02%
522,490
-14,663
-3% -$312K
NSANY
702
DELISTED
NISSAN MOTOR CO LTD SPONS ADR
NSANY
$11.5M 0.02%
564,895
-17,542
-3% -$357K
KEX icon
703
Kirby Corp
KEX
$7.12B
$11.5M 0.02%
152,661
-3,407
-2% -$263K
AFG icon
704
American Financial Group
AFG
$11.9B
$11.4M 0.02%
177,454
-304
-0.2% -$18.8K
AXS icon
705
AXIS Capital
AXS
$7.74B
$11.3M 0.02%
218,967
-21,939
-9% -$1.12M
CDK
706
DELISTED
CDK Global, Inc.
CDK
$11.3M 0.02%
240,665
-682
-0.3% -$31.1K
EXPD icon
707
Expeditors International
EXPD
$22.2B
$11.3M 0.02%
233,490
+16,644
+8% +$766K
PII icon
708
Polaris
PII
$3.79B
$11.2M 0.02%
79,707
+6,867
+9% +$1.01M
X
709
DELISTED
US Steel
X
$11.2M 0.02%
460,503
-128,302
-22% -$3.04M
GLOG
710
DELISTED
GASLOG LTD
GLOG
$11.2M 0.02%
577,843
+31,233
+6% +$587K
KLAC icon
711
KLA
KLAC
$227B
$11.2M 0.02%
1,923,160
+127,080
+7% +$813K
JKHY icon
712
Jack Henry & Associates
JKHY
$11.5B
$11.2M 0.02%
160,261
+24,636
+18% +$1.61M
ITY
713
DELISTED
IMPERIAL TOBACCO GRP ADS(RP 2
ITY
$11.2M 0.02%
126,982
+19,101
+18% +$1.68M
CUK
714
DELISTED
Carnival PLC
CUK
$11.1M 0.02%
227,378
+15,141
+7% +$692K
LNT icon
715
Alliant Energy
LNT
$18.7B
$11.1M 0.02%
353,486
+8,234
+2% +$268K
FLEX icon
716
Flex
FLEX
$37.9B
$11.1M 0.02%
1,163,985
-6,353
-0.5% -$55.7K
HMC icon
717
Honda
HMC
$39.9B
$11.1M 0.02%
339,216
-7,275
-2% -$234K
TDG icon
718
TransDigm Group
TDG
$71.8B
$11.1M 0.02%
50,695
-3,987
-7% -$840K
CCK icon
719
Crown Holdings
CCK
$13B
$11.1M 0.02%
205,015
-18,023
-8% -$896K
MXIM
720
DELISTED
Maxim Integrated Products
MXIM
$11.1M 0.02%
317,654
+27,612
+10% +$943K
WSM icon
721
Williams-Sonoma
WSM
$27.4B
$11M 0.02%
277,148
+530
+0.2% +$21K
FMC icon
722
FMC
FMC
$1.3B
$11M 0.02%
221,916
+42,497
+24% +$2.21M
SM icon
723
SM Energy
SM
$7.49B
$11M 0.02%
213,029
+19,445
+10% +$844K
TE
724
DELISTED
TECO ENERGY INC
TE
$11M 0.02%
566,943
+92,021
+19% +$1.86M
ARG
725
DELISTED
Airgas Inc
ARG
$11M 0.02%
103,354
-766
-0.7% -$86.9K
27 28
29
30 31

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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.