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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
STR
1276
DELISTED
QUESTAR CORP
STR
$4.55M 0.01%
190,840
-55,501
-23% -$1.35M
NHY
1277
DELISTED
NORSK HYDRO A. S. ADR
NHY
$4.55M 0.01%
864,973
-112,675
-12% -$593K
NMO
1278
DELISTED
NUVEEN MUNI MARKET OPPORT FUND
NMO
$4.55M 0.01%
332,127
+49,315
+17% +$677K
POOL icon
1279
Pool Corp
POOL
$7.05B
$4.54M 0.01%
65,154
+6,247
+11% +$417K
TTC icon
1280
Toro Company
TTC
$8.79B
$4.54M 0.01%
129,518
+2,026
+2% +$67.1K
AKR icon
1281
Acadia Realty Trust
AKR
$3.11B
$4.54M 0.01%
130,119
-1,323
-1% -$46.1K
OPLN
1282
Openlane
OPLN
$4.28B
$4.53M 0.01%
315,489
+3,936
+1% +$53.3K
AVNT icon
1283
Avient
AVNT
$3.29B
$4.53M 0.01%
121,219
-498
-0.4% -$18.9K
CAKE icon
1284
Cheesecake Factory
CAKE
$5.03B
$4.51M 0.01%
91,384
+9,841
+12% +$497K
LPLA icon
1285
LPL Financial
LPLA
$27B
$4.5M 0.01%
102,724
+2,710
+3% +$120K
LTM
1286
DELISTED
LIFE TIME FITNESS INC
LTM
$4.5M 0.01%
63,454
+22,943
+57% +$1.38M
FTNT icon
1287
Fortinet
FTNT
$112B
$4.49M 0.01%
642,520
+139,370
+28% +$909K
NPO icon
1288
Enpro
NPO
$6.26B
$4.49M 0.01%
68,079
+1,852
+3% +$119K
AEL
1289
DELISTED
American Equity Investment Life Holding Company
AEL
$4.49M 0.01%
154,079
+6,111
+4% +$171K
CSGS
1290
DELISTED
CSG Systems International
CSGS
$4.49M 0.01%
147,623
+12,405
+9% +$348K
IONS icon
1291
Ionis Pharmaceuticals
IONS
$8.93B
$4.48M 0.01%
70,376
+11,035
+19% +$749K
SIRI icon
1292
SiriusXM
SIRI
$11B
$4.47M 0.01%
117,069
+15,907
+16% +$597K
MCRL
1293
DELISTED
MICREL INC
MCRL
$4.47M 0.01%
296,192
+29,927
+11% +$437K
DEI icon
1294
Douglas Emmett
DEI
$2.05B
$4.46M 0.01%
149,715
-13,121
-8% -$381K
SCS
1295
DELISTED
Steelcase
SCS
$4.46M 0.01%
235,569
+35,506
+18% +$642K
ORI icon
1296
Old Republic International
ORI
$10.9B
$4.46M 0.01%
298,254
-57,302
-16% -$841K
AIR icon
1297
AAR Corp
AIR
$5.4B
$4.45M 0.01%
144,974
+10,126
+8% +$300K
KB icon
1298
KB Financial Group
KB
$40.6B
$4.45M 0.01%
126,612
-21,388
-14% -$730K
BMR
1299
DELISTED
BIOMED REALTY TRUST INC
BMR
$4.45M 0.01%
196,313
-1,299
-0.7% -$29.8K
JJSF icon
1300
J&J Snack Foods
JJSF
$1.49B
$4.45M 0.01%
41,676
+152
+0.4% +$15.8K
50 51
52
53 54

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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.