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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
BABA icon
1326
Alibaba
BABA
$276B
$4.35M 0.01%
52,225
+2,881
+6% +$260K
CDP icon
1327
COPT Defense Properties
CDP
$4.32B
$4.35M 0.01%
147,927
+9,028
+6% +$267K
IMKTA icon
1328
Ingles Markets
IMKTA
$1.72B
$4.34M 0.01%
87,721
-12,595
-13% -$566K
BERY
1329
DELISTED
Berry Global Group, Inc.
BERY
$4.34M 0.01%
130,578
-7,079
-5% -$223K
WOOF
1330
DELISTED
VCA Inc.
WOOF
$4.33M 0.01%
79,073
+862
+1% +$45.1K
NP
1331
DELISTED
Neenah, Inc. Common Stock
NP
$4.32M 0.01%
69,078
-3,190
-4% -$191K
MSCC
1332
DELISTED
Microsemi Corp
MSCC
$4.32M 0.01%
122,005
+12,551
+11% +$388K
ATHN
1333
DELISTED
Athenahealth, Inc.
ATHN
$4.32M 0.01%
36,140
+3,478
+11% +$464K
LXP icon
1334
LXP Industrial Trust
LXP
$3.52B
$4.31M 0.01%
87,660
+8,382
+11% +$454K
NDSN icon
1335
Nordson
NDSN
$16.4B
$4.3M 0.01%
54,929
+823
+2% +$62.4K
SBW
1336
DELISTED
Western Asset Worldwide Income
SBW
$4.3M 0.01%
379,393
+28,540
+8% +$321K
AAT
1337
American Assets Trust
AAT
$1.46B
$4.3M 0.01%
99,302
-6,039
-6% -$258K
FUL icon
1338
H.B. Fuller
FUL
$3B
$4.3M 0.01%
100,242
+30,410
+44% +$1.3M
NSIT icon
1339
Insight Enterprises
NSIT
$3.85B
$4.29M 0.01%
150,541
+7,647
+5% +$197K
CTRX
1340
DELISTED
CATAMARAN CORP COM STK (CDA)
CTRX
$4.29M 0.01%
72,093
-8,713
-11% -$443K
IPHS
1341
DELISTED
Innophos Holdings, Inc.
IPHS
$4.29M 0.01%
76,096
+4,486
+6% +$262K
TIVO
1342
DELISTED
Tivo Inc
TIVO
$4.28M 0.01%
235,158
+8,933
+4% +$200K
IQI icon
1343
Invesco Quality Municipal Securities
IQI
$526M
$4.28M 0.01%
340,739
-1,293
-0.4% -$16.4K
EFII
1344
DELISTED
Electronics for Imaging
EFII
$4.28M 0.01%
102,459
+595
+0.6% +$23.6K
PPC icon
1345
Pilgrim's Pride
PPC
$7.13B
$4.27M 0.01%
189,216
-74,496
-28% -$2.12M
SXT icon
1346
Sensient Technologies
SXT
$5.22B
$4.27M 0.01%
61,990
+1,477
+2% +$92.2K
WTS icon
1347
Watts Water Technologies
WTS
$11.2B
$4.27M 0.01%
77,548
-16,707
-18% -$953K
DPG
1348
Duff & Phelps Utility and Infrastructure Fund
DPG
$524M
$4.26M 0.01%
215,930
+46,535
+27% +$949K
DK icon
1349
Delek US
DK
$3.98B
$4.26M 0.01%
107,228
+49,737
+87% +$1.65M
NTRI
1350
DELISTED
NutriSystem, Inc.
NTRI
$4.24M 0.01%
212,022
-35,348
-14% -$656K
52 53
54
55 56

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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.