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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
CBT icon
1101
Cabot Corp
CBT
$4.72B
$5.47M 0.01%
121,628
+20,797
+21% +$919K
IBKR icon
1102
Interactive Brokers
IBKR
$38.4B
$5.46M 0.01%
641,832
-265,696
-29% -$2.11M
CYS
1103
DELISTED
CYS Investments Inc.
CYS
$5.46M 0.01%
612,424
+119,736
+24% +$1.06M
LPT
1104
DELISTED
Liberty Property Trust
LPT
$5.46M 0.01%
152,816
+21,105
+16% +$804K
EOI
1105
Eaton Vance Enhanced Equity Income Fund
EOI
$789M
$5.45M 0.01%
396,940
-91,008
-19% -$1.25M
PZZA icon
1106
Papa John's
PZZA
$1.01B
$5.45M 0.01%
88,094
-13,036
-13% -$813K
PHH
1107
DELISTED
PHH Corporation
PHH
$5.44M 0.01%
225,157
+1,287
+0.6% +$31.1K
SOHU
1108
Sohu.com
SOHU
$352M
$5.43M 0.01%
101,858
+104
+0.1% +$5.5K
OHI icon
1109
Omega Healthcare
OHI
$15.3B
$5.43M 0.01%
133,754
+2,673
+2% +$111K
GLPI icon
1110
Gaming and Leisure Properties
GLPI
$13B
$5.42M 0.01%
147,117
+49,875
+51% +$1.68M
HME
1111
DELISTED
HOME PROPERTIES, INC
HME
$5.42M 0.01%
78,244
-73
-0.1% -$5.05K
HAIN icon
1112
Hain Celestial
HAIN
$44.6M
$5.42M 0.01%
84,638
-1,511
-2% -$89.4K
H icon
1113
Hyatt Hotels
H
$17.5B
$5.41M 0.01%
91,324
+22,575
+33% +$1.32M
IHG icon
1114
InterContinental Hotels
IHG
$23.8B
$5.39M 0.01%
104,393
+4,546
+5% +$239K
SWX icon
1115
Southwest Gas
SWX
$6.64B
$5.39M 0.01%
92,687
+3,967
+4% +$234K
BKE icon
1116
Buckle
BKE
$2.32B
$5.38M 0.01%
105,300
+37,809
+56% +$1.9M
LECO icon
1117
Lincoln Electric
LECO
$14.1B
$5.37M 0.01%
82,102
-1,016
-1% -$68.9K
FNF icon
1118
Fidelity National Financial
FNF
$14.4B
$5.36M 0.01%
210,029
+3,958
+2% +$99.8K
CAL icon
1119
Caleres
CAL
$432M
$5.35M 0.01%
163,059
+21,470
+15% +$655K
MITSY
1120
DELISTED
MITSUI & CO LTD ADR (US)
MITSY
$5.35M 0.01%
19,878
+2,853
+17% +$767K
WEX icon
1121
WEX
WEX
$6.42B
$5.34M 0.01%
49,742
-1,022
-2% -$103K
NAD icon
1122
Nuveen Quality Municipal Income Fund
NAD
$2.73B
$5.32M 0.01%
371,481
-4,184
-1% -$59.9K
FR icon
1123
First Industrial Realty Trust
FR
$8.66B
$5.32M 0.01%
248,137
+10,558
+4% +$226K
BOH icon
1124
Bank of Hawaii
BOH
$3.14B
$5.32M 0.01%
86,867
+1,848
+2% +$109K
GGB icon
1125
Gerdau
GGB
$9.54B
$5.31M 0.01%
2,091,998
+416,996
+25% +$1.16M
43 44
45
46 47

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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.