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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
TKC icon
1151
Turkcell
TKC
$4.7B
$5.14M 0.01%
394,307
+2,121
+0.5% +$29.7K
WBD icon
1152
Warner Bros
WBD
$64.3B
$5.14M 0.01%
166,977
-148,766
-47% -$4.67M
LTRPA
1153
DELISTED
Liberty TripAdvisor Holdings, Inc. Series A
LTRPA
$5.13M 0.01%
161,503
+63,674
+65% +$1.84M
LHO
1154
DELISTED
LaSalle Hotel Properties
LHO
$5.13M 0.01%
132,060
+12,569
+11% +$507K
HOUS
1155
DELISTED
Anywhere Real Estate
HOUS
$5.12M 0.01%
112,574
+18,765
+20% +$864K
DKS icon
1156
Dick's Sporting Goods
DKS
$18.4B
$5.12M 0.01%
89,820
+31,035
+53% +$1.7M
PENN icon
1157
PENN Entertainment
PENN
$2.84B
$5.12M 0.01%
326,871
+236,223
+261% +$3.71M
EHI
1158
Western Asset Global High Income Fund
EHI
$174M
$5.12M 0.01%
460,645
+65,800
+17% +$732K
VOLV
1159
DELISTED
VOLVO A B ADR-B
VOLV
$5.11M 0.01%
424,514
+78,599
+23% +$946K
HPY
1160
DELISTED
HEARTLAND PAYMENT SYSTEMS, INC. COM STK
HPY
$5.11M 0.01%
108,965
+3,274
+3% +$166K
DFT
1161
DELISTED
DuPont Fabros Technology Inc.
DFT
$5.1M 0.01%
156,175
+24,193
+18% +$816K
CNA icon
1162
CNA Financial
CNA
$14.9B
$5.1M 0.01%
123,158
-10,804
-8% -$435K
LOGM
1163
DELISTED
LogMein, Inc.
LOGM
$5.09M 0.01%
90,934
+3,888
+4% +$199K
TER icon
1164
Teradyne
TER
$50B
$5.09M 0.01%
269,973
-10,514
-4% -$201K
MINI
1165
DELISTED
Mobile Mini Inc
MINI
$5.08M 0.01%
119,143
-10,380
-8% -$414K
DRH icon
1166
Diamondrock Hospitality Co
DRH
$2.69B
$5.07M 0.01%
359,029
-207
-0.1% -$3.04K
EAD
1167
Allspring Income Opportunities Fund
EAD
$371M
$5.06M 0.01%
575,466
+103,824
+22% +$920K
MLI icon
1168
Mueller Industries
MLI
$14.5B
$5.06M 0.01%
560,608
+78,980
+16% +$672K
BYD icon
1169
Boyd Gaming
BYD
$6.75B
$5.06M 0.01%
356,263
+123,958
+53% +$1.7M
VISN
1170
Vistance Networks Inc
VISN
$2.61B
$5.05M 0.01%
176,924
+49,033
+38% +$1.37M
MOH icon
1171
Molina Healthcare
MOH
$10.4B
$5.05M 0.01%
75,006
+5,617
+8% +$325K
TTWO icon
1172
Take-Two Interactive
TTWO
$46.1B
$5.04M 0.01%
198,044
-15,725
-7% -$428K
ODFL icon
1173
Old Dominion Freight Line
ODFL
$46.3B
$5.04M 0.01%
195,612
-1,722
-0.9% -$43.5K
S
1174
DELISTED
Sprint Corporation
S
$5.04M 0.01%
1,063,263
+76,353
+8% +$360K
CNSL
1175
DELISTED
Consolidated Communications Holdings, Inc.
CNSL
$5.03M 0.01%
246,453
-14,514
-6% -$334K
45 46
47
48 49

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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.