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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
CRH icon
1301
CRH
CRH
$66.6B
$4.44M 0.01%
169,668
+10,878
+7% +$283K
PLXS icon
1302
Plexus
PLXS
$6.43B
$4.44M 0.01%
108,977
+21,825
+25% +$874K
ALLY icon
1303
Ally Financial
ALLY
$13.1B
$4.44M 0.01%
211,583
+62,955
+42% +$1.33M
INFN
1304
DELISTED
Infinera Corporation Common Stock
INFN
$4.44M 0.01%
225,626
+26,813
+13% +$451K
ROL icon
1305
Rollins
ROL
$18.6B
$4.43M 0.01%
403,180
+283
+0.1% +$2.85K
FINL
1306
DELISTED
Finish Line
FINL
$4.43M 0.01%
180,645
+79,170
+78% +$1.9M
VRNT
1307
DELISTED
Verint Systems
VRNT
$4.43M 0.01%
140,356
-36,697
-21% -$1.08M
IPXL
1308
DELISTED
Impax Laboratories, Inc.
IPXL
$4.41M 0.01%
94,147
-3,506
-4% -$140K
BXMX
1309
DELISTED
Nuveen S&P 500 Buy-Write Income Fund
BXMX
$4.4M 0.01%
343,831
-185,887
-35% -$2.4M
TOWR
1310
DELISTED
Tower International, Inc.
TOWR
$4.4M 0.01%
165,450
-48,389
-23% -$1.22M
IBKC
1311
DELISTED
IBERIABANK Corp
IBKC
$4.4M 0.01%
69,811
-7,468
-10% -$456K
WBMD
1312
DELISTED
WebMD Health Corp.
WBMD
$4.4M 0.01%
100,352
-5,621
-5% -$233K
MPWR icon
1313
Monolithic Power Systems
MPWR
$61.4B
$4.39M 0.01%
83,472
+12,630
+18% +$637K
PEB icon
1314
Pebblebrook Hotel Trust
PEB
$2.18B
$4.39M 0.01%
94,264
+4,251
+5% +$203K
AWR icon
1315
American States Water
AWR
$3.44B
$4.38M 0.01%
109,852
+13,035
+13% +$518K
ITT icon
1316
ITT
ITT
$17.1B
$4.37M 0.01%
109,599
-71,089
-39% -$2.78M
WAL icon
1317
Western Alliance Bancorporation
WAL
$8.81B
$4.37M 0.01%
147,552
+998
+0.7% +$27.8K
WERN icon
1318
Werner Enterprises
WERN
$2.2B
$4.37M 0.01%
139,237
+54,620
+65% +$1.69M
EGP icon
1319
EastGroup Properties
EGP
$11.2B
$4.37M 0.01%
72,637
-3,752
-5% -$236K
JOY
1320
DELISTED
Joy Global Inc
JOY
$4.37M 0.01%
111,483
-27,517
-20% -$1.17M
BWXT icon
1321
BWX Technologies
BWXT
$14.4B
$4.36M 0.01%
190,057
-23,261
-11% -$489K
BURL icon
1322
Burlington
BURL
$23.4B
$4.36M 0.01%
73,366
+38,538
+111% +$2.07M
ANF icon
1323
Abercrombie & Fitch
ANF
$4.55B
$4.36M 0.01%
197,721
-5,228
-3% -$129K
ATW
1324
DELISTED
Atwood Oceanics
ATW
$4.35M 0.01%
154,904
+52,088
+51% +$1.55M
LTM
1325
DELISTED
LATAM Airlines Group S.A American Depositary Shares (Each representing 1 Common Share)
LTM
$4.35M 0.01%
539,618
+96,007
+22% +$978K
51 52
53
54 55

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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.