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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
DAN icon
876
Dana Inc
DAN
$2.88B
$7.82M 0.02%
369,480
+34,965
+10% +$755K
AN icon
877
AutoNation
AN
$7.7B
$7.82M 0.02%
121,516
+3,847
+3% +$236K
ARCO icon
878
Arcos Dorados Holdings
ARCO
$1.74B
$7.81M 0.02%
1,628,331
-6,301
-0.4% -$32.1K
AJG icon
879
Arthur J. Gallagher & Co
AJG
$69.1B
$7.81M 0.02%
166,978
+28,956
+21% +$1.35M
SON icon
880
Sonoco
SON
$5.83B
$7.79M 0.02%
171,467
+18,211
+12% +$825K
CST
881
DELISTED
CST Brands, Inc.
CST
$7.76M 0.02%
176,991
+24,684
+16% +$1.07M
RS icon
882
Reliance Steel & Aluminium
RS
$20.6B
$7.73M 0.02%
126,602
-32,403
-20% -$1.82M
SWN
883
DELISTED
Southwestern Energy Company
SWN
$7.7M 0.02%
331,827
-58,659
-15% -$1.46M
O icon
884
Realty Income
O
$61.1B
$7.69M 0.02%
153,833
+11,074
+8% +$554K
AVNS icon
885
Avanos Medical
AVNS
$7.68M 0.02%
156,185
+2,009
+1% +$93.1K
RRC icon
886
Range Resources
RRC
$9.33B
$7.68M 0.02%
147,523
-11,682
-7% -$580K
HRC
887
DELISTED
HILL-ROM HOLDINGS, INC.
HRC
$7.66M 0.02%
156,251
-15,699
-9% -$747K
VAC icon
888
Marriott Vacations Worldwide
VAC
$3.53B
$7.63M 0.02%
94,179
+6,962
+8% +$539K
SCI icon
889
Service Corp International
SCI
$11.8B
$7.63M 0.02%
292,844
-7,951
-3% -$193K
MDVN
890
DELISTED
MEDIVATION, INC.
MDVN
$7.58M 0.02%
117,502
+28,530
+32% +$1.63M
STLD icon
891
Steel Dynamics
STLD
$36.4B
$7.58M 0.02%
376,965
-26,880
-7% -$501K
J icon
892
Jacobs Solutions
J
$16B
$7.57M 0.02%
202,695
-30,851
-13% -$1.08M
IART icon
893
Integra LifeSciences
IART
$1.28B
$7.55M 0.02%
299,583
+25,656
+9% +$606K
DB icon
894
Deutsche Bank
DB
$67.9B
$7.51M 0.02%
242,085
+9,627
+4% +$269K
ZBRA icon
895
Zebra Technologies
ZBRA
$13.5B
$7.5M 0.02%
82,723
-1,145
-1% -$99.1K
OI icon
896
O-I Glass
OI
$1.18B
$7.47M 0.02%
320,269
-76,813
-19% -$1.88M
OIS icon
897
Oil States International
OIS
$466M
$7.47M 0.02%
187,729
+138,821
+284% +$5.87M
GGAL icon
898
Galicia Financial Group
GGAL
$7.89B
$7.46M 0.02%
322,128
-125,892
-28% -$2.48M
JNS
899
DELISTED
Janus Capital Group Inc
JNS
$7.42M 0.01%
431,578
+4,233
+1% +$72.3K
SPXC icon
900
SPX Corp
SPXC
$9.39B
$7.41M 0.01%
346,680
+42,295
+14% +$908K
34 35
36
37 38

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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.