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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
DCI icon
1176
Donaldson
DCI
$10.7B
$5.02M 0.01%
133,130
-1,439
-1% -$53.9K
DLB icon
1177
Dolby
DLB
$4.97B
$5.02M 0.01%
131,495
+11,260
+9% +$449K
GIII icon
1178
G-III Apparel Group
GIII
$1.54B
$5.02M 0.01%
89,060
+6,310
+8% +$325K
RAX
1179
DELISTED
Rackspace Hosting Inc
RAX
$5.01M 0.01%
97,072
+23,906
+33% +$1.17M
EOD
1180
Allspring Global Dividend Opportunity Fund
EOD
$273M
$5.01M 0.01%
664,970
+147,873
+29% +$1.12M
CLW icon
1181
Clearwater Paper
CLW
$349M
$5M 0.01%
76,624
-266
-0.3% -$17.7K
RRX icon
1182
Regal Rexnord
RRX
$12.5B
$5M 0.01%
62,533
+2,166
+4% +$162K
AWI icon
1183
Armstrong World Industries
AWI
$7.37B
$4.99M 0.01%
86,825
+42,208
+95% +$2.26M
SNX icon
1184
TD Synnex
SNX
$19.9B
$4.99M 0.01%
129,186
+2,566
+2% +$98.6K
TEN
1185
DELISTED
Tenneco Inc. Class A Voting Common Stock
TEN
$4.99M 0.01%
86,841
+559
+0.6% +$31K
GWR
1186
DELISTED
Genesee & Wyoming Inc.
GWR
$4.98M 0.01%
51,637
-15,880
-24% -$1.48M
DMC
1187
Del Monte Corp
DMC
$1.42B
$4.98M 0.01%
127,908
+20,873
+20% +$730K
MAGN
1188
Magnera Corp
MAGN
$493M
$4.97M 0.01%
13,880
-1,370
-9% -$440K
SAVE
1189
DELISTED
Spirit Airlines, Inc.
SAVE
$4.96M 0.01%
64,150
+12,730
+25% +$977K
GLO
1190
Clough Global Opportunities Fund
GLO
$244M
$4.96M 0.01%
397,897
+109,320
+38% +$1.35M
SYNA icon
1191
Synaptics
SYNA
$4.05B
$4.95M 0.01%
60,937
-13,949
-19% -$1.05M
CW icon
1192
Curtiss-Wright
CW
$25.1B
$4.95M 0.01%
66,886
-1,306
-2% -$91.4K
CPRT icon
1193
Copart
CPRT
$28.5B
$4.94M 0.01%
1,051,072
+6,200
+0.6% +$28.7K
FWONK icon
1194
Liberty Media Series C
FWONK
$25.5B
$4.94M 0.01%
182,569
+8,246
+5% +$217K
GFI icon
1195
Gold Fields
GFI
$28.8B
$4.93M 0.01%
1,228,934
+109,390
+10% +$530K
FLIR
1196
DELISTED
FLIR Systems, Inc. (DE) Common Stock
FLIR
$4.92M 0.01%
157,308
+1,271
+0.8% +$40.1K
CRUS icon
1197
Cirrus Logic
CRUS
$6.76B
$4.92M 0.01%
147,845
+63,657
+76% +$1.85M
DHC
1198
Diversified Healthcare Trust
DHC
$2.15B
$4.91M 0.01%
223,424
+45,458
+26% +$1.02M
ISBC
1199
DELISTED
Investors Bancorp, Inc.
ISBC
$4.89M 0.01%
417,679
-73,900
-15% -$839K
MKSI icon
1200
MKS Inc
MKSI
$17.4B
$4.89M 0.01%
144,749
+22,107
+18% +$777K
46 47
48
49 50

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MCM
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PSUF
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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.